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Diffusion processes are a class of stochastic differential equations (SDEs) providing a rich family of expressive models that arise naturally in dynamic modelling tasks. Probabilistic inference and learning under generative models with…
We introduce Pairwise Distance-Diffusion Analysis (PDDA), a geometric framework for estimating the Hurst exponent from distance plots of long-memory stochastic processes. A single construction yields two complementary routes: R/S-PDDA, a…
We consider a macroscopic model for the growth of living tissues incorporating pressure-driven dispersal and pressure-modulated proliferation. Assuming a power-law relation between the mechanical pressure and the cell density, the model can…
We derive the dependence of the leading-twist pion light-cone distribution amplitude (LCDA) on a parton momentum fraction $x$ by directly solving the dispersion relations for the moments with inputs from the operator product expansion (OPE)…
We consider a symmetric exclusion process on a discrete interval of $S$ points with various boundary conditions at the endpoints. We study the asymptotic decay of correlations as $S\to\infty$. The main result is asymptotic independence of a…
We study the large population limit of the Moran process, assuming weak-selection, and for different scalings. Depending on the particular choice of scalings, we obtain a continuous model that may highlight the genetic-drift (neutral…
Spatial persistent large deviations probability of surface growth processes governed by the Edwards-Wilkinson dynamics, $P_x(x,s)$, with $-1 \leq s \leq 1$ is mapped isomorphically onto the temporal persistent large deviations probability…
We derive an explicit formula for the fundamental solution $K_{T_{q+1}}(x,x_{0};t)$ to the discrete-time diffusion equation on the $(q+1)$-regular tree $T_{q+1}$ in terms of the discrete $I$-Bessel function. We then use the formula to…
We study analytical properties of the hard exclusive processes amplitudes. We found that QCD factorization for deeply virtual Compton scattering and hard exclusive vector meson production results in the subtracted dispersion relation with…
This work is concerned with the derivation of a robust a posteriori error estimator for a discontinuous Galerkin method discretisation of linear non-stationary convection-diffusion initial/boundary value problems and with the implementation…
Various degenerate diffusion equations exhibit a waiting time phenomenon: Dependening on the "flatness" of the compactly supported initial datum at the boundary of the support, the support of the solution may not expand for a certain amount…
In this proceeding we determine the distribution amplitude of the $\eta_c$-meson from first principles. This quantity appears as a consequence of factorization theorems, and it is necessary to compute the amplitude of multiple exclusive…
An Engel series is a sum of reciprocals $\sum_{j\geq 1} 1/x_j$ of a non-decreasing sequence of positive integers $x_n$ with the property that $x_n$ divides $x_{n+1}$ for all $n\geq 1$. In previous work, we have shown that for any Engel…
We present results from computer simulations for diffusion-limited $n$-species annihilation, $A_i+A_j\to0$ $(i,j=1,2,...,n;i\neq j)$, on the line, for lattices of up to $2^{28}$ sites, and where the process proceeds to completion (no…
The mean square displacement per collision of a molecule immersed in a gas at equilibrium is given by its mean square displacement between two consecutive collisions (mean square free path) corrected by a prefactor in the form of a series.…
In this work, we consider the numerical recovery of a spatially dependent diffusion coefficient in a subdiffusion model from distributed observations. The subdiffusion model involves a Caputo fractional derivative of order $\alpha\in(0,1)$…
For a zero-mean, unit-variance second-order stationary univariate Gaussian process we derive the probability that a record at the time $n$, say $X_n$, takes place and derive its distribution function. We study the joint distribution of the…
We show how to extend several basic concentration inequalities for simple random tensors $X = x_1 \otimes \cdots \otimes x_d$ where all $x_k$ are independent random vectors in $\mathbb{R}^n$ with independent coefficients. The new results…
We consider a Poisson equation in $\mathbb R^d$ for the elliptic operator corresponding to an ergodic diffusion process. Optimal regularity and smoothness with respect to the parameter are obtained under mild conditions on the coefficients.…
We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…