Related papers: Diffusion algebras
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…
Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…
In this paper, we characterize the multivariate uniform probability distribution of the first and second kinds in the framework of the $\mathcal{R}(p,q)$-deformed quantum algebras. Their bivariate distributions and related properties,…
Positional reasoning is the process of ordering unsorted parts contained in a set into a consistent structure. We present Positional Diffusion, a plug-and-play graph formulation with Diffusion Probabilistic Models to address positional…
A family of probability distributions attached to a class of generalized weighted Bergman spaces on the Poincar\'e disk are introduced by constructing a kind of generalized coherent states. Their main statistical parameters are obtained…
Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…
Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…
We consider a system of two reaction-diffusion-advection equations describing the one dimensional directed motion of particles with superimposed diffusion and mutual alignment. For this system we show the existence of traveling wave…
In this paper, we introduce some fundamental notions related to the so-called stochastic derivatives with respect to a given $\sigma$-field $\mathcal{Q}$. In our framework, we recall well-known results about Markov--Wiener diffusions. We…
We study Birkhoff sums as distributions. We obtain regularity results on such distributions for various dynamical systems with hyperbolicity, as hyperbolic linear maps on the torus and piecewise expanding maps on the interval. We also give…
In physics, phenomena of diffusion and wave propagation have great relevance; these physical processes are governed in the simplest cases by partial differential equations of order 1 and 2 in time, respectively. By replacing the time…
We show the existence of unique global strong solutions of a class of stochastic differential equations on the cone of symmetric positive definite matrices. Our result includes affine diffusion processes and therefore extends considerably…
Physicists routinely need probabilistic models for a number of tasks such as parameter inference or the generation of new realizations of a field. Establishing such models for highly non-Gaussian fields is a challenge, especially when the…
A phase space formulation of the filtering process upon an incident quantum state is developed. This formulation can explain the results of both quantum interference and delayed-choice experiments without making use of the controversial…
The stationary distribution of a sample taken from a Wright-Fisher diffusion with general small mutation rates is found using a coalescent approach. The approximation is equivalent to having at most one mutation in the coalescent tree to…
We study the diffusion equation with an appropriate change of variables. This equation is in general a partial differential equation (PDE). With the self-similar and related Ansat\"atze we transform the PDE of diffusion to an ordinary…
The fundamental concept of phase space for particles moving in the four-dimensional spacetime is analyzed. Particle distribution density is defined as differential form, which degree may be different in various cases. It should be…
We develop a systematic way for constructing bispectral algebras of commuting ordinary differential operators of any rank $N$. It combines and unifies the ideas of Duistermaat-Gr\"unbaum and Wilson. Our construction is completely…
In this thesis quadratic and cubic algebras, which are extensions of SU(1,1) and SU(2) are studied in detail, with particular attention being given to their construction, their finite and infinite dimensional irreducible representations and…
First-order statistics of scattered light is described using the representation of probability density cloud which visualizes a two-dimensional distribution for complex amplitude. The geometric parameters of the cloud are studied in detail…