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We consider subtle correlations in the scattering of fluid by randomly placed obstacles, which have been suggested to lead to a diverging dispersion coefficient at long times for high Peclet numbers, in contrast to finite mean-field…

Statistical Mechanics · Physics 2009-11-07 Michael W. Deem , Jeong-Man Park

Within the framework of probability models for overdispersed count data, we propose the generalized fractional Poisson distribution (gfPd), which is a natural generalization of the fractional Poisson distribution (fPd), and the standard…

Probability · Mathematics 2021-01-12 Dexter Cahoy , Elvira Di Nardo , Federico Polito

We give a new integral characterization of the Dirichlet process on a general phase space. To do so we first prove a characterization of the nonsymmetric Beta distribution via size-biased sampling. Two applications are a new…

Probability · Mathematics 2018-04-02 Günter Last

We compute explicit upper bounds on the distance between the law of a multivariate Gaussian distribution and the joint law of wavelets/needlets coefficients based on a homogeneous spherical Poisson field. In particular, we develop some…

Probability · Mathematics 2015-04-27 Claudio Durastanti , Domenico Marinucci , Giovanni Peccati

The Smoluchowski coagulation-diffusion PDE is a system of partial differential equations modelling the evolution in time of mass-bearing Brownian particles which are subject to short-range pairwise coagulation. This survey presents a fairly…

Probability · Mathematics 2019-02-14 Alan Hammond

This paper introduces a generalization of the so-called space-fractional Poisson process by extending the difference operator acting on state space present in the associated difference-differential equations to a much more general form. It…

Probability · Mathematics 2016-03-15 Federico Polito , Enrico Scalas

The interaction-site-density-fluctuation correlators, the dipole-relaxation functions, and the mean-squared displacements of a system of symmetric dumbbells of fused hard spheres are calculated for two representative elongations of the…

Soft Condensed Matter · Physics 2009-11-07 S. -H. Chong , W. Gotze

We study a non-Hermitian two-level system with square-wave modulated dissipation and coupling. Based on the Floquet theory, we achieve an effective Hamiltonian from which the boundaries of the $\mathcal{PT}$ phase diagram are captured…

Quantum Physics · Physics 2020-08-18 Liwei Duan , Yan-Zhi Wang , Qing-Hu Chen

The quantum duality Principle of Drinfel'd states that any quantization ${\mathcal{G}}_{\hbar}$ of a Poisson-Lie group $\mathcal{G}$ should be dual as a quantum group to a quantization $\mathcal{G}^*_{\hbar}$ of the Poisson dual group…

Operator Algebras · Mathematics 2025-12-02 A. Massar

We construct generally applicable short-time perturbative expansions for some fidelities, such as the input-output fidelity, the entanglement fidelity, and the average fidelity. Successive terms of these expansions yield characteristic…

Quantum Physics · Physics 2009-10-30 Lu-Ming Duan , Guang-Can Guo

We show that a Gibbs characterization of normalized generalized Gamma processes, recently obtained in Lijoi, Pr\"unster and Walker (2007), can alternatively be derived by exploiting a characterization of exponentially tilted Poisson-Kingman…

Probability · Mathematics 2010-01-02 Annalisa Cerquetti

We derive the class of normalized generalized Gamma processes from Poisson-Kingman models (Pitman, 2003) with tempered alfa-stable mixing distribution. Relying on this construction it can be shown that in Bayesian nonparametrics, results on…

Probability · Mathematics 2007-11-14 Annalisa Cerquetti

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be…

Probability · Mathematics 2014-03-06 J. Bakosi , J. R. Ristorcelli

We study fluctuation fields of orthogonal polynomials in the context of particle systems with duality. We thereby obtain a systematic orthogonal decomposition of the fluctuation fields of local functions, where the order of every term can…

Probability · Mathematics 2018-06-13 Mario Ayala , Gioia Carinci , Frank Redig

We consider two particles performing continuous-time nearest neighbor random walk on $\mathbb Z$ and interacting with each other when they are at neighboring positions. Typical examples are two particles in the partial exclusion process or…

Probability · Mathematics 2017-12-08 Gioia Carinci , Cristian Giardina , Frank Redig

Continuing the analysis initiated in Lachi\'eze-Rey and Peccati (2011), we use contraction operators to study the normal approximation of random variables having the form of a U-statistic written on the points in the support of a random…

Probability · Mathematics 2012-06-04 Raphael Lachieze-Rey , Giovanni Peccati

We consider a class of probability measures $\mu_{s,r}^{\alpha}$ which have explicit Cauchy-Stieltjes transforms. This class includes a symmetric beta distribution, a free Poisson law and some beta distributions as special cases. Also, we…

Probability · Mathematics 2013-12-20 Octavio Arizmendi , Takahiro Hasebe

Random flights in $\mathbb{R}^d,d\geq 2,$ with Dirichlet-distributed displacements and uniformly distributed orientation are analyzed. The explicit characteristic functions of the position $\underline{\bf X}_d(t),\,t>0,$ when the number of…

Probability · Mathematics 2011-08-01 Alessandro De Gregorio , Enzo Orsingher

The infinitely-many-neutral-alleles model has recently been extended to a class of diffusion processes associated with Gibbs partitions of two-parameter Poisson-Dirichlet type. This paper introduces a family of infinite-dimensional…

Probability · Mathematics 2013-02-15 Matteo Ruggiero , Stephen G. Walker , Stefano Favaro

The convolution quadrature theory is a systematic approach to analyse the approximation of the Riemann-Liouville fractional operator $I^{\alpha}$ at node $x_{n}$. In this paper, we develop the shifted convolution quadrature ($SCQ$) theory…

Numerical Analysis · Mathematics 2019-08-09 Yang Liu , Baoli Yin , Hong Li , Zhimin Zhang
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