相关论文: Characterization of stationary distributions of re…

In this paper we show that the limiting distribution of the real and the imaginary part of the double Fourier transform of a stationary random field is almost surely an independent vector with Gaussian marginal distributions, whose variance…

In a recent article the authors showed that the radiative Transfer equations with multiple frequencies and scattering can be formulated as a nonlinear integral system. In the present article, the formulation is extended to handle reflective…

In this paper, a posteriori error estimates of functional type for a stationary diffusion problem with nonsymmetric coefficients are derived. The estimate is guaranteed and does not depend on any particular numerical method. An algorithm…

The stationary reflected Brownian motion in a three-quarter plane has been rarely analyzed in the probabilistic literature, in comparison with the quarter plane analogue model. In this context, our main result is to prove that the…

This paper establishes the well-posedness of reflected backward stochastic differential equations in the non-convex domains that satisfy a weaker version of the star-shaped property. The main results are established (i) in a Markovian…

We examine the Langevin diffusion confined to a closed, convex domain $D\subset\mathbb{R}^d$, represented as a reflected stochastic differential equation. We introduce a sequence of penalized stochastic differential equations and prove that…

We give necessary and sufficient conditions for the stationary density of semimartingale reflected Brownian motion in a wedge to be written as a finite sum of terms of exponential product form. Relying on geometric ideas reminiscent of the…

We prove the existence of the reflected diffusion on a complex of an arbitrary size for a large class of planar simple nested fractals. Such a process is obtained as a folding projection of the free Brownian motion from the unbounded…

In the recent literature, the g-subdiffusion equation involving Caputo fractional derivatives with respect to another function has been studied in relation to anomalous diffusions with a continuous transition between different subdiffusive…

We theoretically determine the probability distribution function of the net field of the random planar structure of dipoles which represent polarized particles. At small surface concentrations c of the point dipoles this distribution is…

We derive from first principles the expression for the angular/wavelength distribution of the intensity diffracted by a blazed reflective grating, according to a scalar theory of diffraction. We considered the most common case of a groove…

The problem of radio wave reflection from an optically thick plane monotonous layer of magnetized plasma is considered at present work. The plasma electron density irregularities are described by spatial spectrum of an arbitrary form. The…

The distributions of the reflection coefficients $P(R)$ for chaotic microwave cavities with time-reversal symmetry are investigated in different absorption and antenna coupling regimes. In all investigated regimes the agreement between the…

This study describes both experimentally and theoretically an important hitherto undiscovered feature of the scattering of micron_sized spherical objects when illuminated with highly focused circularly polarized light. This is a regime of…

We introduce a variant of the replica trick within the nonlinear sigma model that allows calculating the distribution function of the persistent current. In the diffusive regime, a Gaussian distribution is derived. This result holds in the…

We give necessary and sufficient conditions for the existence of a phantom distribution function for a stationary random field on a regular lattice. We also introduce a less demanding notion of a directional phantom distribution, with…

In this work, we derived formulae concerning the electric and magnetic field characteristics of a focused radially polarized Gaussian vector beam. Such a beam is consistent with Maxwell's equations contrary to plane waves having uniform…

In this paper we study a broad class of distribution functions which is defined by means of reflected generalized beta distribution. This class includes that of Beta-generated distribution as a special case. In particular, we use this class…

We study directed, weighted graphs $G=(V,E)$ and consider the (not necessarily symmetric) averaging operator $$ (\mathcal{L}u)(i) = -\sum_{j \sim_{} i}{p_{ij} (u(j) - u(i))},$$ where $p_{ij}$ are normalized edge weights. Given a vertex $i…

In this paper we present the distribution of the telegraph meander, a random function obtained by conditioning the telegraph process to stay above the zero level. The reflection principle for finite-velocity random motions allows the law of…