相关论文: Wick polynomials and time-evolution of cumulants
As well known, cumulant expansion is an alternative way to moment expansion to fully characterize probability distributions provided all the moments exist. If this is not the case, the so called escort mean values (or q-moments) have been…
We study two generalizations of the gamma-expansion of Eulerian polynomials from the viewpoint of the decompositions of statistics. We first present an expansion formula of the trivariate Eulerian polynomials, which are the enumerators for…
This paper explores the use of a discrete singular convolution algorithm as a unified approach for numerical integration of the Fokker-Planck equation. The unified features of the discrete singular convolution algorithm are discussed. It is…
Character polynomials are used to study the restriction of a polynomial representation of a general linear group to its subgroup of permutation matrices. A simple formula is obtained for computing inner products of class functions given by…
We discuss the numerical solution of the Schr\"odinger equation with a time-dependent Hamilton operator using commutator-free time-propagators. These propagators are constructed as products of exponentials of simple weighted sums of the…
We give a recursive formula for an expansion of a solution of a general non-autonomous polynomial differential equation. The formula is given on the algebraic level with a use of shuffle product. This approach minimizes the number of…
We investigate the longtime behavior of stochastic partial differential equations (SPDEs) with differential operators that depend on time and the underlying probability space. In particular, we consider stochastic parabolic evolution…
In this paper, we develop a universal method that identifies the (non-local) governing evolution equations for Continuous Time Random Walks' (CTRWs) limit processes. Given one of these processes, our method provides the form of a non-local…
We study the problem of conditional expectations in free random variables and provide closed formulas for the conditional expectation of resolvents of arbitrary non-commutative polynomials in free random variables onto the subalgebra of an…
A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium…
As is well-known, the Witten deformation of the De Rham complex computes the De Rham cohomology. In this paper we study the Witten deformation on a noncompact manifold and restrict it to differential forms which behave polynomially near…
The chaos expansion of a general non-linear function of a Gaussian stationary increment process conditioned on its past realizations is derived. This work combines Wiener chaos expansion approach to study the dynamics of a stochastic system…
We study the limits of the additive and derivative martingales of one-dimensional branching Brownian motion in a periodic environment. Then we prove the existence of pulsating travelling wave solutions of the corresponding F-KPP equation in…
Unlike classical and free independence, the boolean and monotone notions of independence lack of the property of independent constants. In the scalar case, this leads to restrictions for the central limit theorems, as observed by F.…
We study the time evolution of a quantum particle in a Gaussian random environment. We show that in the weak coupling limit the Wigner distribution of the wave function converges to a solution of a linear Boltzmann equation globally in…
Recently, Lembert, Gilson et al proposed a lucid and systematic approach to obtain bilinear B\"{a}cklund transformations and Lax pairs for constant-coefficient soliton equations based on the use of binary Bell polynomials. In this paper, we…
We prove universality for Approximate Message Passing (AMP) with polynomial nonlinearities applied to symmetric sub-Gaussian matrices $A\in\mathbb R^{N\times N}$. Our approach is combinatorial: we represent AMP iterates as sums over trees…
For discrete-time nonautonomous linear dynamics and a large class of discrete growth rates $\mu$, we show that the notion of $\mu$ dichotomy (with respect to a sequence of norms) can be completely characterized in terms of ordinary and…
Polynomial Chaos Expansions represent a powerful tool to simulate stochastic models of dynamical systems. Yet, deriving the expansion's coefficients for complex systems might require a significant and non-trivial manipulation of the model,…
In this paper we study Appell polynomials by connecting them to random variables. This probabilistic approach yields, e.g., the mean value property which is fundamental in the sense that many other properties can be derived from it. We also…