相关论文: A de Bruijn identity for discrete random variables
In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…
In this thesis, we study asymptotic properties of the standard branching Brownian motion, with a specific emphasis on the additive martingales at high temperature. We start by presenting classic and fundamental tools for our investigation.…
The heat kernel associated with an elliptic second-order partial differential operator of Laplace type acting on smooth sections of a vector bundle over a Riemannian manifold, is studied. A general manifestly covariant method for…
We consider a simple model of a stochastic heat engine, which consists of a single Brownian particle moving in a one-dimensional periodically breathing harmonic potential. Overdamped limit is assumed. Expressions of second moments…
We survey general properties of multiplicative arithmetic functions of several variables and related convolutions, including the Dirichlet convolution and the unitary convolution. We introduce and investigate a new convolution, called gcd…
In this paper, we rely on the additive decomposition in law satisfied by a class of stochastic processes, combined with the well-known regulariy properties of fractional Brownian motion, to establish Besov-Orlicz regularity of their sample…
Operations of arbitrary arity expressible via addition modulo 2^n and bitwise addition modulo 2 admit a simple description. The identities connecting these two additions have finite basis. Moreover, the universal algebra with these two…
We present a way of introducing joint distibution function and its marginal distribution functions for non-compatible observables. Each such marginal distribution function has the property of commutativity. Models based on this approach can…
We construct the biharmonic heat kernel for a suitable self-adjoint extension of the bi-Laplacian on a manifold with incomplete edge singularities. We employ a microlocal description of the biharmonic heat kernel to establish mapping…
The well known prefer-one, prefer-opposite, and prefer-same binary de Bruijn sequences are all constructed using simple preference rules. We apply the technique of preference functions of span one to define q-ary sequences that generalize…
Thermodynamic quantities, like heat, entropy, or work, are random variables, in stochastic systems. Here, we investigate the statistics of the heat exchanged by a Brownian particle subjected to a logarithm-harmonic potential. We derive…
It is shown that the new Poisson brackets proposed in Part I of this work (J. Math. Phys. 34, 5747(hep-th/9305133)) arise naturally in an extension of the formal variational calculus incorporating divergences. The linear spaces of local…
An alternative parametric description for discrete random variables, called muculants, is proposed. In contrast to cumulants, muculants are based on the Fourier series expansion, rather than on the Taylor series expansion, of the logarithm…
We present a quantitative, statistical analysis of random lambda terms in the de Bruijn notation. Following an analytic approach using multivariate generating functions, we investigate the distribution of various combinatorial parameters of…
We design sources for the two-dimensional Helmholtz equation that can cloak an object by cancelling out the incident field in a region, without the sources completely surrounding the object to hide. As in previous work for real positive…
We describe a purely-multiplicative method for extending an analytic function. It calculates the value of an analytic function at a point, merely by multiplying together function values and reciprocals of function values at other points…
We explore the lifting question in the context of cut-generating functions. Most of the prior literature on this question focuses on cut-generating functions that have the unique lifting property. We develop a general theory for…
In this note, we construct and study an algebraic system similar to the natural numbers, but with noncommutative addition. The addition we introduce is a binary operation that commutes with itself in the sense of N. Durov. Neverheless, the…
An extended generating series of the radical of n, involving two variables, leads to an identity in said variables, which proves Bombieri's abc-Conjecture for certain sets of integers.
Strong embeddings, that is, couplings between a partial sum process of a sequence of random variables and a Brownian motion, have found numerous applications in probability and statistics. We extend Chatterjee's novel use of Stein's method…