相关论文: Invertibility of functionals of the Poisson proces…
Physical laws for elementary particles can be described by the quantum dynamics equation given a Hamiltonian. The solution are probability amplitudes in Hilbert space that evolve over time. A probability density function over position and…
In this paper, a study of random times on filtered probability spaces is undertaken. The main message is that, as long as distributional properties of optional processes up to the random time are involved, there is no loss of generality in…
The scale invariant Poisson processes on (0,infty) play a central but mildly disguised role in number theory, combinatorics, and genetics. They give the continuous limits which underly and unify diverse discrete structures, including the…
We show that the mean-field time dependent equations in the Phi^4 theory can be put into a classical non-canonical hamiltonian framework with a Poisson structure which is a generalization of the standard Poisson bracket. The Heisenberg…
We develop a gradient-flow theory for time-dependent functionals defined in abstract metric spaces. Global well-posedness and asymptotic behavior of solutions are provided. Conditions on functionals and metric spaces allow to consider the…
Contrary to our immediate and vivid sensation of past, present, and future as continually shifting non-relational modalities, time remains as tenseless and relational as space in all of the established theories of fundamental physics. Here…
In this paper parabolic random partial differential equations and parabolic stochastic partial differential equations driven by a Wiener process are considered. A deterministic, tensorized evolution equation for the second moment and the…
The literature on dynamical systems has, for the most part, considered self-oscillators (i.e., systems capable of generating and maintaining a periodic motion at the expense of an external energy source with no corresponding periodicity)…
Classic estimation methods for Hawkes processes rely on the assumption that observed event times are indeed a realisation of a Hawkes process, without considering any potential perturbation of the model. However, in practice, observations…
The time irreversibility problem is the dichotomy of the reversible microscopic dynamics and the irreversible macroscopic physics. This problem was considered by Boltzmann, Poincar\'e, Bogolyubov and many other authors and though some…
We study the connection between PDEs and L\'{e}vy processes running with clocks given by time-changed Poisson processes with stochastic drifts. The random times we deal with are therefore given by time-changed Poissonian jumps related to…
We study the persistence probability for some discrete-time, time-reversible processes. In particular, we deduce the persistence exponent in a number of examples: first, we deal with random walks in random sceneries (RWRS) in any dimension…
The fluctuation relations, which characterize irreversible processes in Nature, are among the most important results in non-equilibrium physics. In short, these relations say that it is exponentially unlikely for us to observe a…
We investigate the robustness of the microscopic reversibility in open quantum systems which is discussed by Monnai [arXiv:1106.1982 (2011)]. We derive an exact relation between the forward transition probability and the reversed transition…
We prove a computable version of de Finetti's theorem on exchangeable sequences of real random variables. As a consequence, exchangeable stochastic processes expressed in probabilistic functional programming languages can be automatically…
The aim of this paper is to present an elementary computable theory of probability, random variables and stochastic processes. The probability theory is baed on existing approaches using valuations and lower integrals. Various approaches to…
It is shown that if physical space time were truly compact there would only be of the order of one solutions to the classical field equations with a weighting to be explained. But that would not allow any peculiar choice of initial…
We show that a flow (timelike congruence) in any type $B_{1}$ warped product spacetime is uniquely and algorithmically determined by the condition of zero flux. (Though restricted, these spaces include many cases of interest.) The flow is…
Time can be defined as the duration between events. It is irreversible. When used as a variable in quantifying the changing properties of matter, this irreversibility of time is incompatible with Newton's deterministic mechanics and with…
We study local normal forms for completely integrable systems on Poisson manifolds in the presence of additional symmetries. The symmetries that we consider are encoded in actions of compact Lie groups. The existence of Weinstein's…