相关论文: Fourth Moment Theorems for Markov Diffusion Genera…
A finite-time fluctuation theorem is proved for the diffusion-influenced surface reaction A<->B in a domain with any geometry where the species A and B undergo diffusive transport between the reservoir and the catalytic surface. A…
We establish a formula for moments of certain random variables involving positive continuous additive functionals (PCAFs) of standard processes which have absolutely continuous transition functions and are in duality with standard processes…
Generative diffusions are a powerful class of Monte Carlo samplers that leverage bridging Markov processes to approximate complex, high-dimensional distributions, such as those found in image processing and language models. Despite their…
A simple method is presented to evaluate the effects of short-range correlations on the momentum distribution of nucleons in nuclear matter within the framework of the Green's function approach. The method provides a very efficient…
In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…
In 2005, Nualart and Peccati showed the so-called Fourth Moment Theorem asserting that, for a sequence of normalized multiple Wiener-It\^o integrals to converge to the standard Gaussian law, it is necessary and sufficient that its fourth…
We consider a time-space fractional diffusion equation with a variable coefficient and investigate the inverse problem of reconstructing the source term, after regularizing the problem with the quasiboundary value method to mitigate the…
We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent convex dynamic procedures in a non dominated setting.…
The moment problem in probability theory asks for criteria for when there exists a unique measure with a given tuple of moments. We study a variant of this problem for random objects in a category, where a moment is given by the average…
The trajectories of neutrons in the reactor, the points of their fission of uranium nuclei, the points of neutron absorption, fission chains and chain reactions are considered from the standpoint of fractal geometry and percolation theory.…
We introduce gauge-invariant quark and gluon angular momentum distributions after making a generalization of the angular momentum density operators. From the quark angular momentum distribution, we define the gauge-invariant and…
We develop a Markov process viewpoint for discrete circular distributions motivated by directional-statistics settings where angles are observed on a finite grid and evolve over time. On the $m$-point discrete circle, the cycle graph, we…
We establish the limiting distribution of $\frac{{(\log \log x)}^{1/4}}{\sqrt{x}} \sum_{n\le x}\alpha(n)$ where $\alpha$ is a Steinhaus random multiplicative function, answering a question of Harper. The distributional convergence is proved…
We treat the probability distributions for quadratic quantum fields, averaged with a Lorentzian test function, in four-dimensional Minkowski vacuum. These distributions share some properties with previous results in two-dimensional…
This article concerns second-order time discretization of subdiffusion equations with time-dependent diffusion coefficients. High-order differentiability and regularity estimates are established for subdiffusion equations with…
This paper uses the generator comparison approach of Stein's method to analyze the gap between steady-state distributions of Markov chains and diffusion processes. The "standard" generator comparison approach starts with the Poisson…
Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are developed using perturbations. The derivation of these…
Moment methods are classical approaches that approximate the mesoscopic radiative transfer equation by a system of macroscopic moment equations. An expansion in the angular variables transforms the original equation into a system of…
The distribution of the squared momentum difference |P_A|^2 - |P_B|^2 between the momenta in the laboratory system of two experimentally observed particles A and B provides a test for whether an observed mass peak indicates a real resonance…
The Boltzmann equation for $d$-dimensional inelastic Maxwell models is considered to determine the collisional moments of second, third and fourth degree in a granular binary mixture. These collisional moments are exactly evaluated in terms…