Related papers: Exact formula for the 2-marginal second moment fun…
Let $(X,d)$ be a geodesic Gromov-hyperbolic space, $o \in X$ a basepoint and $\mu$ a countably supported non-elementary probability measure on $\operatorname{Isom}(X)$. Denote by $z_n$ the random walk on $X$ driven by the probability…
Let $\tau$ be the first hitting time of the point 1 by the geometric Brownian motion $X(t)= x \exp(B(t)-2\mu t)$ with drift $\mu \geq 0$ starting from $x>1$. Here $B(t)$ is the Brownian motion starting from 0 with $E^0 B^2(t) = 2t$. We…
This article introduces a novel construction of the two-dimensional fractional Brownian motion (2D fBm) with dependent components. Unlike similar models discussed in the literature, our approach uniquely accommodates the full range of model…
In the present work the mathematical apparatus necessary for solving of second Stokes problem is developed. Second Stokes problem is the problem about behavior of rarefied gas filling half-space. A plane, limiting half-space, makes…
In this paper the solutions $u_{\nu}=u_{\nu}(x,t)$ to fractional diffusion equations of order $0<\nu \leq 2$ are analyzed and interpreted as densities of the composition of various types of stochastic processes. For the fractional equations…
In the first paper of this series, I investigated whether a wavefunction model of a heavy particle and a collection of light particles might generate "Brownian-Motion-Like" trajectories of the heavy particle. I concluded that it was…
The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…
Fix a smooth Morse function $U\colon \mathbb{R}^{d}\to\mathbb{R}$ with finitely many critical points, and consider the solution of the stochastic differential equation \[ d\boldsymbol{x}_{\epsilon}(t)=-\nabla…
Given a positive energy solution of the Klein-Gordon equation, the motion of the free, spinless, relativistic particle is described in a fixed Lorentz frame by a Markov diffusion process with non-constant diffusion coefficient. Proper time…
This paper aims to provide a simple modelling of speculative bubbles and derive some quantitative properties of its dynamical evolution. Starting from a description of individual speculative behaviours, we build and study a second order…
We calculate the probability distribution function (PDF) of an overdamped Brownian particle moving in a periodic potential energy landscape $U(x)$. The PDF is found by solving the corresponding Smoluchowski diffusion equation. We derive the…
In this paper we investigate mixing and transport in correspondence of a meandering jet. The large-scale flow field is a kinematically assigned streamfunction. Two basic mixing mechanisms are considered, first separately and then combined…
A cyclic random motion at finite velocity with orthogonal directions is considered in the plane and in $\mathbb{R}^3$. We obtain in both cases the explicit conditional distributions of the position of the moving particle when the number of…
At the second post-Newtonian (2PN) order, the secular pericentre precession $\dot\omega^\mathrm{2PN}$ of either a full two-body system made of well detached non-rotating monopole masses of comparable size and a restricted two-body system…
In this article we present some recent results on identifying correctly the relativistic multipole moments of numerically constructed spacetimes, and the consequences that this correction has on searching for appropriate analytic spacetimes…
We consider an analogue of the Kac random walk on the special orthogonal group $SO(N)$, in which at each step a random rotation is performed in a randomly chosen 2-plane of $\bR^N$. We obtain sharp asymptotics for the rate of convergence in…
Motivated by the study of an important data set for understanding the large-scale structure of the universe, this work considers the estimation of the reduced second moment function, or K-function, of a stationary point process observed…
We compute the second moment of the Dedekind zeta function of a quadratic field times an arbitrary Dirichlet polynomial of length $T^{1/11-\epsilon}$.
In this work we construct compositions of processes of the form \bm{S}_n^{2\beta}(c^2 \mathpzc{L}^\nu (t) \r, t>0, \nu \in (0, 1/2], \beta \in (0,1], n \in \mathbb{N}, whose distribution is related to space-time fractional n-dimensional…
The formulae for calculating jet fragmentation momentum, $<j_T^2>$, and parton transverse momentum, $<k_T^2>$, and conditional yield are discussed in two particle correlation framework. Additional corrections are derived to account for the…