Related papers: Binomial-Poisson entropic inequalities and the M/M…
We generalize Einstein's probabilistic method for the Brownian motion to study compressible fluids in porous media. The multi-dimensional case is considered with general probability distribution functions. By relating the expected…
The macroscopic hydrodynamic equations are derived for many-body systems in the local-equilibrium approach, using the Schr\"odinger picture of quantum mechanics. In this approach, statistical operators are defined in terms of microscopic…
We study rates of convergence in central limit theorems for the partial sum of squares of general Gaussian sequences, using tools from analysis on Wiener space. No assumption of stationarity, asymptotically or otherwise, is made. The main…
We consider two different models for colloidal particles. In the first model, we consider their free motion to be diffusion while in the second model we take it to be integrated Ornstein-Uhlenbeck process. In both models, we derived…
The classical output theorem for the M/M/1 queue, due to Burke (1956), states that the departure process from a stationary M/M/1 queue, in equilibrium, has the same law as the arrivals process, that is, it is a Poisson process. In this…
In this work a deep relation between topology and thermodynamical features of manifolds with boundaries is shown. The expression for the Euler characteristic, through the Gauss- Bonnet integral, and the one for the entropy of gravitational…
We show that Brownian motion is spatially not symmetric for mesoscopic particles embedded in a fluid if the particle is not in thermal equilibrium and its shape is not spherical. In view of applications on molecular motors in biological…
We derive diffusive macroscopic equations for the particle and energy density of a system whose time evolution is described by a kinetic equation for the one particle position and velocity function f(r,v,t) that consists of a part that…
Ornstein and Shields (Advances in Math., 10:143-146, 1973) proved that Brownian motion reflected on a bounded region is an infinite entropy Bernoulli flow and thus Ornstein theory yielded the existence of a measure-preserving isomorphism…
In this article we define and investigate statistical operators and an entropy functional for Bernstein stochastic processes associated with hierarchies of forward-backward systems of decoupled deterministic linear parabolic partial…
We have computed the two and three-particle contribution to the entropy of a Weeks-Chandler-Andersen fluid via molecular dynamics simulations. The three-particle correlation function and entropy were computed with a new method which…
In one-dimensional diffusive processes with discrete steps characterized by geometrically decaying magnitudes, the usual Gaussian broadening familiar from Brownian motion is replaced by bounded probability distributions over particle…
We explore the self-propulsion of an active Ornstein-Uhlenbeck particle with a non-linear velocity dependent friction. Using analytical approach and numerical simulation, we have exactly investigated the dynamical behaviour of the particle…
We establish stochastic functional integral representations for solutions of Oberbeck-Boussinesq equations in the form of McKean-Vlasov-type mean field equations, which can be used to design numerical schemes for calculating solutions and…
We investigate the Maximal Entropy Simple Symmetric Exclusion Process (MESSEP) on a discrete ring with L sites and N indistinguishable particles. Its eigenfunctions are Schur polynomials evaluated at the L-th roots of unity, yielding an…
We study the asymptotic bipartite entanglement entropy of the quantum trajectories of a free-fermionic system, when subject to a continuous nonlocal monitoring. The measurements are described by Gaussian-preserving two-point operators,…
The purpose of the paper is to provide a general method for computing hitting distributions of some regular subsets D for Ornstein-Uhlenbeck type operators of the form 1/2\Delta + F\cdot\nabla, with F bounded and orthogonal to the boundary…
Computer simulations are used to test whether a recently introduced generalization of Rosenfeld's excess-entropy scaling method for estimating transport coefficients in systems obeying molecular dynamics can be extended to predict long-time…
Consider a continuous time Markov chain with rates Q in the state space \Lambda\cup\{0\} with 0 as an absorbing state. In the associated Fleming-Viot process N particles evolve independently in \Lambda with rates Q until one of them…
In this article we prove new results regarding the existence of Bernstein processes associated with the Cauchy problem of certain forward-backward systems of decoupled linear deterministic parabolic equations defined in Euclidean space of…