Related papers: Exact formula for the 2-marginal second moment fun…
Two series representations of the characteristic function of the multidimensional symmetric Markov random flight with respect to Bessel functions and with respect to time variable, are given. Asymptotic formula for the second mixed moment…
We consider the Markov random flight $\bold X(t)$ in the Euclidean space $\Bbb R^m, \; m\ge 2,$ starting from the origin $\bold 0\in\Bbb R^m$ that, at Poisson-paced times, changes its direction at random according to arbitrary distribution…
The planar symmetric Markov random flight $\bold X(t), \; t>0,$ is represented by the stochastic motion of a particle moving with constant finite speed $c>0$ in the Euclidean plane $\Bbb R^2$ and taking on its initial and each new…
We consider two independent symmetric Markov random flights $\bold Z_1(t)$ and $\bold Z_2(t)$ performed by the particles that simultaneously start from the origin of the Euclidean plane $\Bbb R^2$ in random directions distributed uniformly…
We consider the Markov random flight $\bold X(t), \; t>0,$ in the three-dimensional Euclidean space $\Bbb R^3$ with constant finite speed $c>0$ and the uniform choice of the initial and each new direction at random time instants that form a…
This paper deals with a new class of random flights $\underline{\bf X}_d(t),t>0,$ defined in the real space $\mathbb{R}^d, d\geq 2,$ characterized by non-uniform probability distributions on the multidimensional sphere. These random motions…
This paper is devoted to the analysis of random motions on the line and in the space R^d (d > 1) performed at finite velocity and governed by a non-homogeneous Poisson process with rate \lambda(t). The explicit distributions p(x,t) of the…
Random flights in $\mathbb{R}^d,d\geq 2,$ with Dirichlet-distributed displacements and uniformly distributed orientation are analyzed. The explicit characteristic functions of the position $\underline{\bf X}_d(t),\,t>0,$ when the number of…
We calculate the two-point correlation function <x(t2)x(t1)> for a subdiffusive continuous time random walk in a parabolic potential, generalizing well-known results for the single-time statistics to two times. A closed analytical…
Two-direction multiscaling functions $\boldphi$ and two-direction multiwavelets $\boldpsi$ associated with $\boldphi$ are a more general and more flexible setting than one-direction multiscaling functions and multiwavelets. In this paper,…
We establish an integration by parts formula for the semi-group in time $T > 0$ of the kinetic Brownian motion in the Euclidean plane together with its speed in the circle. The stochastic differential equation of our kinetic Brownian motion…
We study the distribution of work induced by the two-point measurement protocol for a driven open quantum system. We first derive a general form for the generating function of work for the total system, bearing in mind that the Hamiltonian…
In this paper we consider the Porous Medium Equation and establish a relationship between its Kompanets-Zel'dovich-Barenblatt solution $u(\xd,t), \xd\in \mathbb R^d,t>0$ and random flights. The time-rescaled version of $u(\xd,t)$ is the…
It is known from Bramson (1983) that the maximum of branching Brownian motion at time $t$ is asymptotically around an explicit function $m_t$, which involves a first ballistic order and a logarithmic correction. In this paper, we give an…
The two-dimensional moment problem consists of finding a positive Borel measure $\mu$ in $\mathbb{R}^2$ such that $\int_{\mathbb{R}^2} t_1^m t_2^n d\mu = s_{m,n}$, $m,n=0,1,2,...$, where $s_{m,n}$ are prescribed real constants (moments). We…
We obtain an explicit two-point function for the Maxwell field in flat Roberson-Walker spaces, thanks to a new gauge condition which takes the scale factor into account and assume a simple form. The two-point function is found to have the…
In this article, we derive the explicit transition density functions of skew Brownian motion (SBM in abbreviation) with two-valued drift for all $t>0$. As an important step of this result, it is also shown in this paper that SBM with…
The Wigner eigenfunctions of a free quantum particle propagating on a plane are derived. Two possibilities are analysed. Firstly, the particle of given energy and angular momentum is discussed. In that case, a special choice of coordinates…
Recently R.Khan and M.Young proved a mean Lindel\"{o}f estimate on the second moment of central values of Maass form symmetric-square $L$-function on the interval $T<|t_j|<T+T^{1/5+\epsilon}$, where $t_j$ is a spectral parameter of the…
We prove a new upper bound on the second moment of Maass form symmetric square L-functions defined over Gaussian integers. Combining this estimate with the recent result of Balog-Biro-Cherubini-Laaksonen, we improve the error term in the…