Related papers: Berezin Integrals and Poisson Processes
I discuss a progress in calculations of Feynman integrals based on the Gegenbauer Polynomial Technique and the Differential Equation Method.
We establish necessary and sufficient conditions implying that the product of $m\geq 2$ Poisson functionals, living in a finite sum of Wiener chaoses, is square-integrable. Our conditions are expressed in terms of iterated add-one cost…
In this paper, we provide an integral equation characterization of the solution to a Cauchy problem associated to the Feynman-Kac formula for a regime-switching diffusion. We give a sufficient condition to guarantee the uniqueness of…
In this paper, we consider the composition of two independent processes : one process corresponds to position and the other one to time. Such processes will be called iterated processes. We first propose an algorithm based on the Euler…
The Brown-Resnick max-stable process has proven to be well-suited for modeling extremes of complex environmental processes, but in many applications its likelihood function is intractable and inference must be based on a composite…
We discuss conditions under which expectation values computed from a complex Langevin process $Z$ will converge to integral averages over a given complex valued weight function. The difficulties in proving a general result are pointed out.…
In this paper we develop a representation formula of Clark-Ocone type for any integrable Poisson functionals, which extends the Poisson imbedding for point processes. This representation formula differs from the classical Clark-Ocone…
The vacuum-adapted formulation of quantum stochastic calculus is employed to perturb expectation semigroups via a Feynman-Kac formula. This gives an alternative perspective on the perturbation theory for quantum stochastic flows that has…
Fermionic formulas in combinatorial Bethe ansatz consist of sums of products of q-binomial coefficients. There exist refinements without a sum that are known to yield partition functions of box-ball systems with a prescribed soliton…
The notion of the integral over the anticommuting Grassmann variables (nonquantum fermionic fields) seems to be the most powerful tool in order to extract the exact analytic solutions for the 2D Ising models on simple and more complicated…
This report introduces general ideas and some basic methods of the Bayesian probability theory applied to physics measurements. Our aim is to make the reader familiar, through examples rather than rigorous formalism, with concepts such as:…
Expected coverage and expected length of 90% upper and lower limit and 68.27% central intervals are plotted as functions of the true signal for various values of expected background. Results for several objective priors are shown, and…
A simple explicit construction is provided of a partition-valued fragmentation process whose distribution on partitions of $[n]=\{1,...,n\}$ at time $\theta \ge 0$ is governed by the Ewens sampling formula with parameter $\theta$. These…
In this paper, we characterize Carleson measure and vanishing Carleson measure on Bergman spaces with admissible weights in terms of {\it t-Berezin transform} and {\it averaging function} as key tools. Moreover, power bounded and power…
We present a list of formulae useful for Weyl-Heisenberg integral quantizations, with arbitrary weight, of functions or distributions on the plane. Most of these formulae are known, others are original. The list encompasses particular cases…
New representations for an integral kernel of the transmutation operator and for a regular solution of the perturbed Bessel equation of the form $-u^{\prime\prime}+\left(\frac{\ell(\ell+1)}{x^{2}}+q(x)\right)u=\omega^{2}u$ are obtained. The…
The Poisson--Boltzmann equation is widely used to model electrostatics in molecular systems. Available software packages solve it using finite difference, finite element, and boundary element methods, where the latter is attractive due to…
Feynman diagrams may be evaluated by Mellin-Barnes representations of their Feynman parameter integrals in d=4-2\eps dimensions. Recently, the Mathematica toolkit AMBRE has been developed for the automatic derivation of such representations…
We propose randomized confidence intervals based on the Neyman-Pearson lemma, in order to make them more broadly applicable to distributions that do not satisfy regularity conditions. This is achieved by using the definition of fuzzy…
This article analyzes the formulation of space-time continuous hyperbolic hydrodynamic models for systems of interacting particles moving on a lattice, by connecting their local stochastic lattice dynamics to the formulation of an…