相关论文: General alpha-Wiener bridges

We consider a process $(X_t)_{t\in[0,T)}$ given by the SDE $dX_t = \alpha b(t)X_t dt + \sigma(t) dB_t$, $t\in[0,T)$, with initial condition $X_0=0$, where $T\in(0,\infty]$, $\alpha\in R$, $(B_t)_{t\in[0,T)}$ is a standard Wiener process,…

Recent progress has been made in establishing normal approximation bounds in terms of the Wasserstein-$p$ distance for i.i.d. and locally dependent random variables. However, for $p > 1$, no such results have been demonstrated for dependent…

This article is concerned with the joint law of an integrated Wishart bridge process and the trace of an integrated inverse Wishart bridge process over the interval $ \left[0,t\right] $. Its Laplace transform is obtained by studying the…

We derive an explicit representation for the transition law of a $p$-tempered $\alpha$-stable process of Ornstein-Uhlenbeck-type and use it to develop a methodology for simulation. Our results apply in both the univariate and multivariate…

We generalize the family of $\alpha$-divergences using a pair of strictly comparable weighted means. In particular, we obtain the $1$-divergence in the limit case $\alpha\rightarrow 1$ (a generalization of the Kullback-Leibler divergence)…

This paper aims to derive accurate asymptotic estimates for the exit time probabilities of scalar Ornstein-Uhlenbeck (OU) bridges. The exit time probabilities are expressed as an asymptotic series in powers of a small parameter that…

We derive explicit representations for the (Siegmund) dual and the inverse flow of generalized Ornstein-Uhlenbeck processes whenever these exist. It turns out that the dual and the process corresponding to the inverse stochastic flow are…

For a connected graph $G$, the Wiener index, denoted by $W(G)$, is the sum of the distance of all pairs of distinct vertices and the eccentricity, denoted by $\varepsilon(G)$, is the sum of the eccentricity of individual vertices. In…

Let L contain only the equality symbol and let L^+ be an arbitrary finite symmetric relational language containing L . Suppose probabilities are defined on finite L^+ structures with ''edge probability'' n^{- alpha}. By T^alpha, the almost…

We prove the following Return Times Theorem along the sequence of prime times, the first extension of the Return Times Theorem to arithmetic sequences: For every probability space, $(\Omega,\nu)$, equipped with a measure-preserving…

In the tight binding model with multiple degenerate vacua we might treat wave function overlaps as instanton tunnelings between different wells (vacua). An amplitude for such a tunneling process might be constructed as $\mathsf{T}_{i\to…

We consider a directed random walk making either 0 or $+1$ moves and a Brownian bridge, independent of the walk, conditioned to arrive at point $b$ on time $T$. The Hamiltonian is defined as the sum of the square of increments of the bridge…

In this article we consider the Euler-$\alpha$ system as a regularization of the incompressible Euler equations in a smooth, two-dimensional, bounded domain. For the limiting Euler system we consider the usual non-penetration boundary…

Let $W_i=\{W_i(t_i), t_i\in \R_+\}, i=1,2,\ldots,d$ are independent Wiener processes. $W=\{W(\mathbf{t}),t\in \R_+^d\}$ be the additive Wiener field define as the sum of $W_i$. For any trend $f$ in $\kHC$ (the reproducing kernel Hilbert…

We consider a recent model of random walk that recursively grows the network on which it evolves, namely the Tree Builder Random Walk (TBRW). We introduce a bias $\rho \in (0,\infty)$ towards the root, and exhibit a phase transition for…

Herein, the canonical Fowler-Nordheim theory is extended by computing the zero-temperature transmission probability for the more general case of a barrier described by a fractional power law. An exact analytical formula is derived, written…

In this paper, we study general $(\alpha,\beta)$-metrics which $\alpha$ is a Riemannian metric and $\beta$ is an one-form. We have proven that every weak Landsberg general $(\alpha,\beta)$-metric is a Berwald metric, where $\beta$ is a…

We introduce a resetting Brownian bridge as a simple model to study search processes where the total search time $t_f$ is finite and the searcher returns to its starting point at $t_f$. This is simply a Brownian motion with a Poissonian…

For given set of $m$ positive numbers satisfying the conditions: $$ a_1 \geq a_2 \geq , ... \geq a_m \geq 0, $$ the inequality $$ \sum_{s=1}^{m} (-1)^{s-1}a^r_s \geq \left[ \sum_{s=1}^{m} (-1)^{s-1}a_s\right]^r, \quad r > 1, $$ was proved…

The Ornstein-Uhlenbeck process is interpreted as Brownian motion in a harmonic potential. This Gaussian Markov process has a bounded variance and admits a stationary probability distribution, in contrast to the standard Brownian motion. It…