相关论文: General alpha-Wiener bridges

We extend a result of Lyons (2016) from fractional tiling of finite graphs to a version for infinite random graphs. The most general result is as follows. Let $\bf P$ be a unimodular probability measure on rooted networks $(G, o)$ with…

Ornstein-Uhlenbeck process of bounded variation is introduced as a solution of an analogue of the Langevin equation with an integrated telegraph process replacing a Brownian motion. There is an interval $I$ such that the process starting…

A connected and nonempty graph A is defined as generalized t-edge distance-balanced, while for each edge f={\alpha}\{beta} the number of edges nearer to {\alpha} than \{beta} are equal to t-times of edges nearer to \{beta} than to {\alpha},…

For a bivariate \Levy process $(\xi_t,\eta_t)_{t\geq 0}$ the generalised Ornstein-Uhlenbeck (GOU) process is defined as \[V_t:=e^{\xi_t}(z+\int_0^t e^{-\xi_{s-}}\ud \eta_s), t\ge0,\]where $z\in\mathbb{R}.$ We present conditions on the…

A Weyl structure is usually defined by an equivalence class of pairs $({\bf g}, \boldsymbol{\omega})$ related by Weyl transformations, which preserve the relation $\nabla {\bf g}=\boldsymbol{\omega}\otimes{\bf g}$, where ${\bf g}$ and…

The flow equation method was proposed by Wegner as a technique for studying interacting systems in one dimension. Here, we apply this method to a disordered one dimensional model with power-law decaying hoppings. This model presents a…

In this paper we investigate the behavior of the bridges of a Markov counting process in several directions. We first characterize convexity(concavity) in time of the mean value in terms of lower (upper) bounds on the so called…

We obtain a lower bound for the amplitude of nonzero homoclinic traveling wave solutions of the McKenna--Walter suspension bridge model. As a consequence of our lower bound, all nonzero homoclinic traveling waves become unbounded as their…

We refer by threshold Ornstein-Uhlenbeck to a continuous-time threshold autoregressive process. It follows the Ornstein-Uhlenbeck dynamics when above or below a fixed level, yet at this level (threshold) its coefficients can be…

We consider Volterra Gaussian processes on [0,T], where T>0 is a fixed time horizon. These are processes of type X_t=\int^t_0 z_X(t,s)dW_s, t\in[0,T], where z_X is a square-integrable kernel, and W is a standard Brownian motion. An example…

Let $\alpha, \beta \geq 0$ and $\alpha + \beta < 1$. In this short note, we show that $\liminf_{n \to \infty} p_n^\beta(p_{n+1}^\alpha - p_n^\alpha) = 0$, where $p_n$ is the $n$th prime. This notes an improvement over results of S\'{a}ndor…

The general problem is studied on a simple example. A quantum particle in an infinite one-dimensional well potential is considered. Let the boundaries of well changes in a finite time $T$. The standard methods for calculating probability of…

The main message in this paper is that there are surprisingly many different Brownian bridges, some of them - familiar, some of them - less familiar. Many of these Brownian bridges are very close to Brownian motions. Somewhat loosely…

We introduce operator scaled Wiener bridges by incorporating a matrix scaling in the drift part of the SDE of a multidimensional Wiener bridge. A sufficient condition for the bridge property of the SDE solution is derived in terms of the…

Minimum divergence estimators provide a natural choice of estimators in a statistical inference problem. Different properties of various families of these divergence measures such as Hellinger distance, power divergence, density power…

Stochastic bridges are commonly used to impute missing data with a lower sampling rate to generate data with a higher sampling rate, while preserving key properties of the dynamics involved in an unbiased way. While the generation of…

The aim objective of this paper is to show that certain basic properties of gamma bridges with deterministic length stay true also for gamma bridges with random length. Among them the Markov property as well as the canonical decomposition…

In this paper, we generalize White's regularity and structure theory for mean-convex mean curvature flow to the setting with free boundary. A major new challenge in the free boundary setting is to derive an a priori bound for the ratio…

We prove that the first passage time density $\rho(t)$ for an Ornstein-Uhlenbeck process $X(t)$ obeying $dX=-\beta X dt + \sigma dW$ to reach a fixed threshold $\theta$ from a suprathreshold initial condition $x_0>\theta>0$ has a lower…

The Wiener index of a connected graph is the sum of the distances between all unordered pairs of vertices. We provide formulae for the minimum Wiener index of simple triangulations and quadrangulations with connectivity at least $c$, and…