Related papers: Experimental Lagrangian Acceleration Probability D…
In this paper, we propose a new method to measure the probabilistic robustness of stochastic jump linear system with respect to both the initial state uncertainties and the randomness in switching. Wasserstein distance which defines a…
We study Spatial Logistic Gaussian Process (SLGP) models for non-parametric estimation of probability density fields using scattered samples of heterogeneous sizes. SLGPs are examined from the perspective of random measures and their…
The time-dependent probability density function of a system evolving towards a stationary state exhibits an oscillatory behavior if the eigenvalues of the corresponding evolution operator are complex. The frequencies \omega_n, with which…
We report on probability-density-functions (PDF) of the mass density in numerical simulations of highly compressible hydrodynamic flows and the corresponding structure formation of Lagrangian particles advected by the flows. Numerical…
We derive the distribution function of work performed by a harmonic force acting on a uniformly dragged Brownian particle subjected to a rotational torque. Following the Onsager and Machlup's functional integral approach, we obtain the…
I propose a method to fit the probability distribution function (hereafter PDF) of the large scale density field rho, motivated by a Lagrangian version of the continuity equation. It consists in applying the Edgeworth expansion to the…
The velocity distribution of inelastic granular gas is examined numerically on two dimensional hard disk system in nearly elastic regime using molecular dynamical simulations. The system is prepared initially in the equilibrium state with…
Recent molecular dynamics simulations show that a dilute relativistic gas equilibrates to a Juettner velocity distribution if ensemble velocities are measured simultaneously in the observer frame. The analysis of relativistic Brownian…
In classical density (or density-functional) estimation, it is standard to assume that the underlying distribution has a density with respect to the Lebesgue measure. However, when the data distribution is a mixture of continuous and…
Lower bounds for persistence probabilities of stationary Gaussian processes in discrete time are obtained under various conditions on the spectral measure of the process. Examples are given to show that the persistence probability can decay…
Compared to the conditional mean as a simple point estimator, the conditional density function is more informative to describe the distributions with multi-modality, asymmetry or heteroskedasticity. In this paper, we propose a novel…
Intrinsic fluctuations of the proton saturation momentum generate asymmetric rapidity distributions on an event-by-event basis. We argue that the asymmetric component, $\left<a_1^2\right>$, of the orthogonal polynomial decomposition of the…
We study an acceleration phenomenon arising in monostable integro-differential equations with a weak Allee effect. Previous works have shown its occurrence and have given correct upper bounds on the rate of expansion in some particular…
Due to their conjugate posteriors, Gaussian process priors are attractive for estimating the drift of stochastic differential equations with continuous time observations. However, their performance strongly depends on the choice of the…
The purpose of this paper is to prove ergodicity and provide asymptotic formulae for probabilities of threshold crossing related to smooth approximations of three fundamental nonlinear mechanical models: (a) an elasto-plastic oscillator,…
Several interesting generative learning algorithms involve a complex probability distribution over many random variables, involving intractable normalization constants or latent variable normalization. Some of them may even not have an…
A test of the null hypothesis that a hazard rate is monotone nondecreasing, versus the alternative that it is not, is proposed. Both the test statistic and the means of calibrating it are new. Unlike previous approaches, neither is based on…
The probability density function (PDF) of the gas density in turbulent supersonic flows is investigated with high-resolution numerical simulations. In a systematic study, we compare the density statistics of compressible turbulence driven…
We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic…
We study the statistical properties of the time-averaged mean-square displacements (TAMSD). This is a standard non-local quadratic functional for inferring the diffusion coefficient from an individual random trajectory of a diffusing tracer…