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The velocity-space moments of the often troublesome nonlinear Landau collision operator are expressed exactly in terms of multi-index Hermite-polynomial moments of the distribution functions. The collisional moments are shown to be…
An exact time-dependent solution for the wave function $\psi(r,t)$ of a particle moving in the presence of an asymmetric rectangular well/barrier potential varying in one dimension is obtained by applying a novel for this problem approach…
Let X^{1}, X^{2} be two independent (two-sided) fractional Brownian motions having the same Hurst parameter H in (0,1), and let Y be a standard (one-sided) Brownian motion independent of (X^{1},X^{2}). In dimension 2, fractional Brownian…
We study quadratic functionals on $L^2(\mathbb{R}^d)$ that generate seminorms in the fractional Sobolev space $H^s(\mathbb{R}^d)$ for $0 < s < 1$. The functionals under consideration appear in the study of Markov jump processes and,…
A Lagrangian formalism is used to study the motion of a spinning massive particle in Friedmann--Robertson--Walker and G\"odel spacetimes, as well as in a general Schwarzschild-like spacetime and in static spherically symmetric conformally…
A stochastic leap-frog algorithm for the numerical integration of Brownian motion stochastic differential equations with multiplicative noise is proposed and tested. The algorithm has a second-order convergence of moments in a finite time…
We consider two particles performing continuous-time nearest neighbor random walk on $\mathbb Z$ and interacting with each other when they are at neighboring positions. Typical examples are two particles in the partial exclusion process or…
In this work, we present a detailed analysis on the exact expression of the $L^2$-norm of the symmetric-Stratonovich stochastic integral driven by a multi-dimensional fractional Brownian motion $B$ with parameter $\frac{1}{4} < H <…
In this paper, we introduce and study a unitary matrix-valued process which is closely related to the Hermitian matrix-Jacobi process. It is precisely defined as the product of a deterministic self-adjoint symmetry and a randomly-rotated…
Random motions on the line and on the plane with space-varying velocities are considered and analyzed in this paper. On the line we investigate symmetric and asymmetric telegraph processes with space-dependent velocities and we are able to…
We consider the typical cell of a stationary Poisson hyperplane tessellation in d-dimensional Euclidean space. It is well known that the expected vertex number of the typical cell is independent of the directional distribution of the…
We study self-duality for interacting particle systems, where the particles move as continuous time random walkers having either exclusion interaction or inclusion interaction. We show that orthogonal self-dualities arise from unitary…
We consider random flights of point particles inside $n$-dimensional channels of the form $\mathbb{R}^{k} \times \mathbb{B}^{n-k}$, where $\mathbb{B}^{n-k}$ is a ball of radius $r$ in dimension $n-k$. The particle velocities immediately…
The nonnegativity of the determinant of the partial transpose of a two-qubit (4 x 4) density matrix is both a necessary and sufficient condition for its separability. While the determinant is restricted to the interval [0,1/256], the…
We study asymptotically the twisted second moment of the family of modular $L$-functions to a fixed modulus. As an application, we establish sharp lower bounds for all real $k \geq 0$ and sharp upper bounds for $k$ in the range $0 \leq k…
We study the Banach space $D([0,1]^m)$ of functions of several variables that are (in a certain sense) right-continuous with left limits, and extend several results previously known for the standard case $m=1$. We give, for example, a…
We revisit the old problem of the self-force on a particle moving in a weak-field spacetime in the context of renewed interest in two-body gravitational scattering. We analytically calculate the scalar, electromagnetic, and gravitational…
We present the calculation of the $\mathcal{O}(\alpha_s^2 C_F T_F)$ massive quark corrections to the soft function for the double hemisphere jet mass distribution in $e^+ e^-$ collisions, a necessary ingredient for the calculation of…
Flip-flop processes refer to a family of stochastic fluid processes which converge to either a standard Brownian motion (SBM) or to a Markov modulated Brownian motion (MMBM). In recent years, it has been shown that complex distributional…
We discuss a family of time-inhomogeneous two-dimensional diffusions, defined over a finite time interval $[0,T]$, having transition density functions that are expressible in terms of the integral kernels for negative exponentials of the…