相关论文: Simulation of hitting times for Bessel processes w…

Super-Heisenberg scaling, which scales as $N^{-\beta}$ with $\beta>1$ in terms of the number of particles $N$ or $T^{-\beta}$ in terms of the evolution time $T$, is better than Heisenberg scaling in quantum metrology. It has been proven…

We introduce a bisimulation learning algorithm for non-deterministic transition systems. We generalise bisimulation learning to systems with bounded branching and extend its applicability to model checking branching-time temporal logic,…

We introduce a simple, efficient and accurate nonnegative preserving numerical scheme for simulating the square-root process. The novel idea is to simulate the integrated square-root process first instead of the square-root process itself.…

In this paper, we define the squared G-Bessel process as the square of the modulus of a class of G-Brownian motions and establish that it is the unique solution to a stochastic differential equation. We then derive several path properties…

For one-dimensional symmetric L\'{e}vy processes, which hit every point with positive probability, we give sharp bounds for the tail function of the first hitting time of B which is either a single point or an interval. The estimates are…

Small-space and large-time estimates and asymptotic expansion of the distribution function and (the derivatives of) the density function of hitting times of points for symmetric L\'evy processes are studied. The L\'evy measure is assumed to…

In this paper we calculate the asymptotics of the second moment of the Bessel periods associated to certain holomorphic cuspidal representations $(\pi, \pi')$ of $U(2,1) \times U(1,1)$ of regular infinity type (averaged over $\pi$). Using…

Intrinsic time is an example of an event-based conception of time, used to analyze financial time series. Here, for the first time, we reveal the connection between intrinsic time and physical time. In detail, we present an analytic…

We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…

In this paper, we consider various tensorial estimates in geometric Besov-type norms on a one-parameter foliation of surfaces with evolving geometries. Moreover, we wish to do this with only very weak control on these geometries. Several of…

New index transforms, involving the square of Bessel functions of the first kind as the kernel are considered. Mapping properties such as the boundedness and invertibility are investigated for these operators in the Lebesgue spaces.…

Consider a system of N identical hard spherical particles moving in a d-dimensional box and undergoing elastic, possibly multi-particle, collisions. We develop a new algorithm that recovers the pre-collision state from the post-collision…

For a certain class of functions, the distribution of the function values can be calculated in the trellis or a sub-trellis. The forward/backward recursion known from the BCJR algorithm is generalized to compute the moments of these…

In many complex systems studied in statistical physics, inter-arrival times between events such as solar flares, trades and neuron voltages follow a heavy-tailed distribution. The set of event times is fractal-like, being dense in some time…

We propose a novel approach to parameter estimation for simulator-based statistical models with intractable likelihood. Our proposed method involves recursive application of kernel ABC and kernel herding to the same observed data. We…

The first of $N$ identical independently distributed (i.i.d.) Brownian trajectories that arrives to a small target, sets the time scale of activation, which in general is much faster than the arrival to the target of only a single…

In this paper we develop statistical inference tools for high dimensional functional time series. We introduce a new concept of physical dependent processes in the space of square integrable functions, which adopts the idea of basis…

Control applications are increasingly sampled non-equidistantly in time, including in motion control, networked control, resource-aware control, and event-triggered control. Some of these applications use measurement devices that sample…

We develop a fast method for optimally designing experiments in the context of statistical seismic source inversion. In particular, we efficiently compute the optimal number and locations of the receivers or seismographs. The seismic source…

We address the question of how to compute the probability distribution of the time at which a detector clicks, in the situation of $n$ non-relativistic quantum particles in a volume $\Omega\subset \mathbb{R}^3$ in physical space and…