相关论文: Form Factors for Generalized Grey Brownian Motion
This thesis examins a generalisation of polar decompositions to indefinite inner product spaces. The necessary general theory is studied and some general results are given. The main part of the thesis focuses on polar decompositions with…
The generalized Hastings-McLeod solutions to the inhomogeneous Painlev\'{e}-II equation arise in multi-critical unitary random matrix ensembles, the chiral two-matrix model for rectangular matrices, non-intersecting squared Bessel paths,…
A new extension of the sub-fractional Brownian motion, and thus of the Brownian motion, is introduced. It is a linear combination of a finite number of sub-fractional Brownian motions, that we have chosen to call the mixed sub-fractional…
We describe generalized Brownian motion related to parabolic equation systems from a logical point of view, i.e., as a generalization of Anderson's random walk. The connection to classical spaces is based on the Loeb measure. It seems that…
A Feller's Brownian motion is a diffusion process on the half-line with general boundary behavior at the origin, described by four parameters. A birth-death process, on the other hand, is a continuous-time Markov chain on the nonnegative…
Analytic expressions for the $N$-dimensional Debye function are obtained by the method of brackets. The new expressions are suitable for the analysis of the asymptotic behavior of this function, both in the high and low temperature limits.
We introduce a new tool for the quantitative characterisation of the departure form Markovianity of a given dynamical process. Our tool can be applied to a generic $N$-level system and extended straightforwardly to Gaussian…
The decay of a general time dependent structure factors is considered. The dynamics is that of stochastic field equations of the Langevin type, where the systematic generalized force is a functional derivative of some classical field…
This research note deals with the evaluation of some generalized beta-type integral operators involving the multi-index Mittag-Leffler function $E_{\epsilon_{i}),(\omega_{i})}(z)$. Further, we derive a new family of beta-type integrals…
We study the small ball asymptotics problem in $L_2$ for two generalizations of the fractional Brownian motion with variable Hurst parameter. To this end, we perform careful analysis of the singular values asymptotics for associated…
We study the form factors of local operators of integrable QFT's between states with finite energy density. These states arise, for example, at finite temperature, or from a generalized Gibbs ensemble. We generalize Smirnov's form factor…
The recent experimental progresses in handling microscopic systems have allowed to probe them at levels where fluctuations are prominent, calling for stochastic modeling in a large number of physical, chemical and biological phenomena. This…
We argue that there should exist a "noncommutative Fourier transform" which should identify functions of noncommutative variables (say, of matrices of indeterminate size) and ordinary functions or measures on the space of paths. Some…
We study Fourier coefficients of $GL_n(\A)$-automorphic functions $\phi$, for $\A$ being the adele group of a number field $\kkk$. Let FC be an abbreviation for such a Fourier coefficient (and FCs for plural). Roughly speaking, in the…
Thermal vibrations alter the external potential. Allen (Phys. Rev. B 18 (1978) 5217) proved that at finite temperatures the pseudopotential form factors are corrected by a Debye-Waller Factor (DWF). We generalize this result to the crystal…
The first-exit time process of an inverse Gaussian L\'evy process is considered. The one-dimensional distribution functions of the process are obtained. They are not infinitely divisible and the tail probabilities decay exponentially. These…
Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature. In this paper, a special approximation to the…
The geometry of the multifractional Brownian motion (mBm) is known to present a complex and surprising form when the Hurst function is greatly irregular. Nevertheless, most of the literature devoted to the subject considers sufficiently…
The analytic and formal solutions to a family of singularly perturbed partial differential equations in the complex domain involving two complex time variables are considered. The analytic continuation properties of the solution of an…
Continuous-time random walks offer powerful coarse-grained descriptions of transport processes. We here microscopically derive such a model for a Brownian particle diffusing in a deep periodic potential. We determine both the waiting-time…