Related papers: Exact formula for the 2-marginal second moment fun…
Numerical methods for stochastic partial differential equations typically estimate moments of the solution from sampled paths. Instead, we shall directly target the deterministic equations satisfied by the first and second moments, as well…
This work proposes a method for the two-dimensional simulation of Brownian particles in a fluid with restrictions. The method is based on simple numerical rules between two matrices. One of the matrix represent the identification of all…
The diffusion in two dimensions of non-interacting active particles that follow an arbitrary motility pattern is considered for analysis. Accordingly, the transport equation is generalized to take into account an arbitrary distribution of…
We consider a discrete-time two-dimensional process $\{(L_{1,n},L_{2,n})\}$ on $\mathbb{Z}_+^2$ with a supplemental process $\{J_n\}$ on a finite set, where individual processes $\{L_{1,n}\}$ and $\{L_{2,n}\}$ are both skip free. We assume…
Random plane wave is conjectured to be a universal model for high-energy eigenfunctions of the Laplace operator on generic compact Riemanian manifolds. This is known to be true on average. In the present paper we discuss one of important…
We establish sharp bounds for the second moment of symmetric-square $L$-functions attached to Hecke Maass cusp forms $u_j$ with spectral parameter $t_j$, where the second moment is a sum over $t_j$ in a short interval. At the central point…
The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…
We study scaling limits of periodically weighted skew plane partitions with semilocal interactions and general boundary conditions. The semilocal interactions correspond to the Macdonald symmetric functions which are $(q,t)$-deformations of…
In this article, we study the second moment of cubic Dirichlet L-functions at the central point $s=1/2$ over the rational function field $\mathbb{F}_q(T)$, where $q$ is a power of an odd prime satisfying $q \equiv 2 \pmod{3}$. Our result…
We construct a model of Brownian Motion on a pseudo-Riemannian manifold associated with general relativity. There are two aspects of the problem: The first is to define a sequence of stopping times associated with the Brownian "kicks" or…
After a short review of the quantum mechanics canonically associated with a classical real valued random variable with all moments, we begin to study the quantum mechanics canonically associated to the \textbf{standard semi--circle random…
We obtain strong moment invariance principles for normalized multiple iterated sums and integrals of the form $\mathbb{S}^{(\nu)}(t)=N^{-\nu/2}\sum_{0\leq k_1<...<k_\nu\leq Nt}\xi(k_1)\otimes\cdots\otimes\xi(k_\nu)$, $t\in[0,T]$ and…
In the first part of the article using a direct calculation two-dimensional motion of a particle sliding on an inclined plane is investigated for general values of friction coefficient ($\mu$). A parametric equation for the trajectory of…
We consider moving particles in media with nonlinear friction and drive them by an asymmetric dichotomic Markov process. Due to different energy dissipations, during the forward and backward stroke, we obtain a mean non-vanishing directed…
We consider the moving particle process in Rd which is defined in the following way. There are two independent sequences (Tk) and (dk) of random variables. The variables Tk are non negative and form an increasing sequence, while variables…
The variational principle and the corresponding differential equation for geodesic circles in two dimensional (pseudo)-Riemannian space are being discovered. The relationship with the physical notion of uniformly accelerated relativistic…
Multivariate orthogonal polynomials in $D$ real dimensions are considered from the perspective of the Cholesky factorization of a moment matrix. The approach allows for the construction of corresponding multivariate orthogonal polynomials,…
This paper aims at the most comprehensive and systematic construction and tabulation of mechanical systems that admit a second invariant, quadratic in velocities, other than the Hamiltonian. The configuration space is in general a 2D…
For a random variable with a unimodal distribution and finite second moment Gau\ss \, (1823) proved a sharp bound on the probability of the random variable to be outside a symmetric interval around its mode. An alternative proof for it is…
We present a perturbation theory by extending a prescription due to Feynman for computing the probability density function for the random flight motion. The method can be applied to a wide variety of otherwise difficult circumstances. The…