Related papers: Gaussian fluctuating Generally covariant diffusion
In this paper, we consider a property of univariate Gaussian distributions namely conditional expectation shift (or centroid shift). Specifically, we compare two Gaussian distributions in which they differ only in their means. Equivalently,…
New formulations of quantum generalized fluctuation-dissipation relations in terms of characteristic and probabilistic functionals of continuous observations are suggested and discussed. It is shown that control of entropy production in…
Current fluctuations and related steady state fluctuation relation are investigated in simple coarse-grained lattice-gas analogs of a non-Newtonian fluid driven by a constant and uniform force field, in two regimes of small entropy…
In this paper, we introduce the notion of generalized squeezing function and study the basic properties of generalized squeezing functions and Fridman invariants. We also study the comparison of these two invariants, in terms of the…
The theoretical basis of continuum percolation has changed greatly since its beginning as little more than an analogy with lattice systems. Nevertheless, there is yet no comprehensive theory of this field. A basis for such a theory is…
The new scheme of stochastic quantization is proposed. This quantization procedure is equivalent to the deformation of an algebra of observables in the manner of deformation quantization with an imaginary deformation parameter (the Planck…
It is showed that, in general, classical and quantum dispersion relations are different due to the presence of the Bohm potential. There are exact particular solutions of the quantum (wave) theory which obey the classical dispersion…
General covariance is a crucial notion in the study of field theories in curved spacetime. A field theory defined with respect to a semi-Riemannian metric is generally covariant if two metrics which are related by a diffeomorphism produce…
We describe positive generalized functionals in Gaussian Analysis. We focus on distribution spaces larger than the space of Hida Distributions. It is shown that a positive distribution is represented by a measure with specific growth of its…
This paper provides closed-form expansions for the log-likelihood function of multivariate diffusions sampled at discrete time intervals. The coefficients of the expansion are calculated explicitly by exploiting the special structure…
It is shown that that Gaussian fluctuations of the string tension can account for the "thermal" distribution of transverse mass of particles created in decay of a colour string.
One key issue in the probability density function (PDF) approach for disperse two-phase turbulent flows is to close the diffusion term in the phase space. This study aimed to derive a kinetic equation for particle dispersion in turbulent…
We numerically analyse quantum survival probability fluctuations in an open, classically chaotic system. In a quasi-classical regime, and in the presence of classical mixed phase space, such fluctuations are believed to exhibit a fractal…
Scalar mixing fronts develop at the interface of agitated fluids of different solute concentrations. In such fronts, scalar fluctuations form at both microscopic and macroscopic scales, due to stretching-enhanced molecular diffusion and…
This paper generalizes beta divergence beyond its classical form associated with power variance functions of Tweedie models. Generalized form is represented by a compact definite integral as a function of variance function of the…
Gravitational Compton scattering process with a massive fermion is studied in the context of the linearized gravity. Gravitational gauge invariance and graviton transversality cause the transition amplitude to be factorized into that of…
We develop a general formalism for introducing stochastic fluctuations around thermodynamic equilibrium which takes into account, for the first time, recent developments on the causality and stability properties of relativistic hydrodynamic…
We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle…
Diffusion-influenced reactions in the presence of gates which randomly open and close have been studied for decades in a variety of biophysical and biochemical scenarios. The diffusive flux from a large bulk reservoir to the end of a narrow…
We predict a condensation phenomenon in an overall neutral system, consisting of a single charged plate and its oppositely charged counterions. Based on the ``two-fluid'' model, in which the counterions are divided into a ``free'' and a…