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A continuous approximation for the results of [1] is obtained. In this approximation the energy distribution is represented in the form of the product of the Gibbs factor and superstatistics factor. The mutual weights of the factors are…

Chemical Physics · Physics 2007-05-23 V. V. Ryazanov

In this paper we analyze a method for approximating the first-passage time density and the corresponding distribution function for a CIR process. This approximation is obtained by truncating a series expansion involving the generalized…

Probability · Mathematics 2024-02-02 Elvira Di Nardo , Giuseppe D'Onofrio , Tommaso Martini

In various stereological problems an $n$-dimensional convex body is intersected with an $(n-1)$-dimensional Isotropic Uniformly Random (IUR) hyperplane. In this paper the cumulative distribution function associated with the…

Applications · Statistics 2024-06-21 Thomas van der Jagt , Geurt Jongbloed , Martina Vittorietti

The Dirac's chord method may be suitable in different areas of physics for the representation of certain six-dimensional integrals for a convex body using the probability density of the chord length distribution. For a homogeneous model…

Mathematical Physics · Physics 2011-05-25 Alexander Yu. Vlasov

We find in measurements of microwave transmission through quasi-1D dielectric samples for both diffusive and localized waves that the field normalized by the square root of the spatially averaged flux in a given sample configuration is a…

Disordered Systems and Neural Networks · Physics 2009-11-11 A. A. Chabanov , A. Z. Genack

In this paper we obtain the chord length distribution function for any regular polygon. From this function we conclude the density function and the distribution function of the distance between two uniformly and independently distributed…

Probability · Mathematics 2014-02-21 Uwe Bäsel

Motivated by the dynamics of resonant neurons we discuss the properties of the first passage time (FPT) densities for nonmarkovian differentiable random processes. We start from an exact expression for the FPT density in terms of an…

Data Analysis, Statistics and Probability · Physics 2009-11-11 T. Verechtchaguina , I. M. Sokolov , L. Schimansky-Geier

Coherent stochastic resonance is explained in terms of first passage time density functions. Scaling relation between first passage time density functions at resonance for different lengths of the medium is obtained. A formula for first…

Statistical Mechanics · Physics 2007-05-23 Asish K. Dhara , S. R. Banerjee

We derive rates of contraction of posterior distributions on nonparametric or semiparametric models based on Gaussian processes. The rate of contraction is shown to depend on the position of the true parameter relative to the reproducing…

Statistics Theory · Mathematics 2008-12-18 A. W. van der Vaart , J. H. van Zanten

Motivated by the dynamics of resonant neurons we consider a differentiable, non-Markovian random process $x(t)$ and particularly the time after which it will reach a certain level $x_b$. The probability density of this first passage time is…

Statistical Mechanics · Physics 2009-11-11 T. Verechtchaguina , I. M. Sokolov , L. Schimansky-Geier

A method of modelling the three-dimensional microstructure of random isotropic two-phase materials is proposed. The information required to implement the technique can be obtained from two-dimensional images of the microstructure. The…

Disordered Systems and Neural Networks · Physics 2009-10-31 Anthony Roberts

We examine the mean first passage time for a particle driven by highly correlated Gaussian fluctuations to reach one or more predetermined boundaries. We discuss a numerical algorithm to generate power-law correlated fluctuations and apply…

Statistical Mechanics · Physics 2007-05-23 Aldo H. Romero , J. M. Sancho , Katja Lindenberg

We investigate theoretically and experimentally the first passage-time properties of a spherical Brownian particle that is harmonically trapped at thermal equilibrium in a fluid at constant temperature. By using the overdamped version of…

Statistical Mechanics · Physics 2026-05-26 Brandon R. Ferrer , Juan Ruben Gomez-Solano

Filtered Poisson processes are often used as reference models for intermittent fluc- tuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical…

Data Analysis, Statistics and Probability · Physics 2018-05-04 Audun Theodorsen , Odd Erik Garcia , Martin Rypdal

The density distribution in solids is often represented as a sum of Gaussian peaks (or similar functions) centred on lattice sites or via a Fourier sum. Here, we argue that representing instead the $\mathit{logarithm}$ of the density…

Soft Condensed Matter · Physics 2021-06-02 Priya Subramanian , Daniel J. Ratliff , Alastair M. Rucklidge , Andrew J. Archer

The projected normal distribution, also known as the angular Gaussian distribution, is obtained by dividing a multivariate normal random variable $\mathbf{x}$ by its norm $\sqrt{\mathbf{x}^T \mathbf{x}}$. The resulting random variable…

Methodology · Statistics 2025-06-24 Daniel Herrera-Esposito , Johannes Burge

We investigate the fluctuations of the time elapsed until the electric charge transferred through a conductor reaches a given threshold value. For this purpose, we measure the distribution of the first-passage times for the net number of…

Simulating a Gaussian process requires sampling from a high-dimensional Gaussian distribution, which scales cubically with the number of sample locations. Spectral methods address this challenge by exploiting the Fourier representation,…

Machine Learning · Statistics 2026-02-27 Arsalan Jawaid , Abdullah Karatas , Jörg Seewig

We present the first treatment of the arc length of the Gaussian Process (GP) with more than a single output dimension. GPs are commonly used for tasks such as trajectory modelling, where path length is a crucial quantity of interest.…

Machine Learning · Statistics 2017-03-24 Justin D. Bewsher , Alessandra Tosi , Michael A. Osborne , Stephen J. Roberts

This work studies the chord length distribution, in the case where both ends lie on a $N$-dimensional hypersphere ($N \geq 2$). Actually, after connecting this distribution to the recently estimated surface of a hyperspherical cap…

Probability · Mathematics 2014-11-21 Panagiotis Sidiropoulos
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