相关论文: The Cameron-Martin Theorem for (p-)Slepian process…

Motivated by the wide range of applicability of the fluctuation and dissipation phenomena in non-equilibrium systems, we provide a universal study scheme for the dissipation of the energy and the corresponding Brownian motion analysis of…

We discuss the relationships between some classical representations of the fractional Brownian motion, as a stochastic integral with respect to a standard Brownian motion, or as a series of functions with independent Gaussian coefficients.…

We consider, through PDE methods, branching Brownian motion with drift and absorption. It is well know that there exists a critical drift which separates those processes which die out almost surely and those which survive with positive…

The discrete prolate spheroidal sequences (DPSS's) provide an efficient representation for discrete signals that are perfectly timelimited and nearly bandlimited. Due to the high computational complexity of projecting onto the DPSS basis -…

In this work we introduce and study fractional measure theoretic elliptic operators on the torus and a new stochastic process named W-Brownian motion. We establish some regularity and spectral results related to the operators cited above,…

When the underlying random variables are Gaussian, the classical Central Limit Theorem (CLT) is trivial, but the functional CLT is not. The objective of the paper is to investigate the functional CLT for stationary Gaussian processes in the…

This work presents the construction of a novel spherical wavelet basis designed for incomplete spherical datasets, i.e. datasets which are missing in a particular region of the sphere. The eigenfunctions of the Slepian spatial-spectral…

We establish global universal approximation theorems on spaces of piecewise linear paths, stating that linear functionals of the corresponding signatures are dense with respect to $L^p$- and weighted norms, under an integrability condition…

We have studied pseudoscalar correlation functions computed using the overlap operator. Within the accuracy of our calculation we find that the quark mass dependence agrees with the prediction of lowest-order Chiral Perturbation Theory…

Within the seesaw type-I leptogenesis, we formulate $CPT$ and unitarity constraints for the equilibrium reaction rate $CP$ asymmetries and consider thermal mass and quantum statistics. We demonstrate that including higher-order perturbative…

We use Stein's method to obtain a bound on the distance between scaled $p$-dimensional random walks and a $p$-dimensional (correlated) Brownian Motion. We consider dependence schemes including those in which the summands in scaled sums are…

In the context of time-subordinated Brownian motion models, Fourier theory and methodology are proposed to modelling the stochastic distribution of time increments. Gaussian Variance-Mean mixtures and time-subordinated models are reviewed…

We examine the fluctuation theorems which traditionally have been studied for classical systems and enquire if they can be extended to the quantum domain, especially at low temperatures. The example chosen is that of a problem which has…

Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fractional Brownian motion, sub-fractional Brownian motion and…

The purpose of this note is to propose an application of the Lambert W function in linear viscoelasticity based on the Bernstein and Stieltjes properties of this function. In particular we recognize the role of the main branch W_0(t) in a…

We derive a mode-coupling theory (MCT) to describe the dynamics of tracer particles in dense systems of active Brownian particles (ABPs) in two spatial dimensions. The ABP undergo translational and rotational Brownian dynamics, and are…

In this work, we establish a Trotter-Kato type theorem. More precisely, we characterize the convergence in distribution of Feller processes by examining the convergence of their generators. The main novelty lies in providing quantitative…

The quantum Brownian motion paradigm provides a unified framework where one can see the interconnection of some basic quantum statistical processes like decoherence, dissipation, particle creation, noise and fluctuation. We treat the case…

Using the determinantal formula of Biane, Bougerol, and O'Connell, we give multitime joint probability densities to the noncolliding Brownian motion with drift, where the number of particles is finite. We study a special case such that the…

Process-oriented theories of cognition must be evaluated against time-ordered observations. Here we present a representative example for data assimilation of the SWIFT model, a dynamical model of the control of spatial fixation position and…