相关论文: Exact formula for the 2-marginal second moment fun…

We derive integral formulas, involving the Airy function, for moments of the time a two-sided Brownian motion with parabolic drift attains its maximum.

The distribution of exit times is computed for a Brownian particle in spherically symmetric two- dimensional domains (disks, angular sectors, annuli) and in rectangles that contain an exit on their boundary. The governing partial…

In this paper we consider the general fractional equation \sum_{j=1}^m \lambda_j \frac{\partial^{\nu_j}}{\partial t^{\nu_j}} w(x_1,..., x_n ; t) = -c^2 (-\Delta)^\beta w(x_1,..., x_n ; t), for \nu_j \in (0,1], \beta \in (0,1] with initial…

Motivated from the central role of the mean-square displacement and its second time-derivative -- that is the velocity autocorrelation function $\left\langle v(0)v(t)\right\rangle=\frac{1}{2} \frac{\mathrm{d}^{2} \left\langle \Delta r^{2}…

The matrix-valued spherical functions for the pair (K x K, K), K=SU(2), are studied. By restriction to the subgroup A the matrix-valued spherical functions are diagonal. For suitable set of representations we take these diagonals into a…

Using the Wigner-Vlasov formalism, an exact 3D solution of the Schr\"odinger equation for a scalar particle in an electromagnetic field is constructed. Electric and magnetic fields are non-uniform. According to the exact expression for the…

For boundary-driven non-equilibrium Markov models of non-interacting particles in one dimension, either in continuous space with the Fokker-Planck dynamics involving an arbitrary force $F(x)$ and an arbitrary diffusion coefficient $D(x)$,…

Let $\phi$ be a fixed Hecke--Maass form for $\mathrm{SL}_3 (\mathbb{Z})$ and $u_j $ traverse an orthonormal basis of Hecke--Maass forms for $\mathrm{SL}_2 (\mathbb{Z}) $. Let $1/4+t_j^2$ be the Laplace eigenvalue of $u_j $. In this paper,…

Given a normalized Orlicz function $M$ we provide an easy formula for a distribution such that, if $X$ is a random variable distributed accordingly and $X_1,...,X_n$ are independent copies of $X$, then the expected value of the p-norm of…

The free positive multiplicative Brownian motion $(h_t)_{t\geq0}$ is the large $N$ limit in non-commutative distribution of matrix geometric Brownian motion. It can be constructed by setting $h_t:=g_{t/2}g_{t/2}^*$, where $(g_t)_{t\geq0}$…

A two dimensional surface can be considered as three dimensional shell whose thickness is negligible in comparison with the dimension of the whole system. The quantum mechanics on surface can be first formulated in the bulk and the limit of…

The covariance matrix function is characterized in this paper for a Gaussian or elliptically contoured vector random field that is stationary, isotropic, and mean square continuous on the compact two-point homogeneous space. Necessary and…

We establish conditions for uniform $r$-th moment bound of certain $\R^d$-valued functions of a discrete-time stochastic process taking values in a general metric space. The conditions include an appropriate negative drift together with a…

This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…

The construction of a statistical model for eigenfunctions of the Ising model in transverse and longitudinal fields is discussed in detail for the chaotic case. When the number of spins is large, each wave function coefficient has the…

We consider a fractional generalization of two-dimensional (2D) quantum-mechanical Kepler problem corresponding to 2D hydrogen atom. Our main finding is that the solution for discreet spectrum exists only for $\mu>1$ (more specifically $1 <…

We present a dispersion relation formalism to calculate a massive scalar two-loop vertex function. Such calculation is of direct relevance in the evaluation of the hadronic light-by-light contribution to the muon's anomalous magnetic moment…

We discuss a class of two-point functions on the torus of primary operators in the SU(2) Wess-Zumino-Witten model at integer level k. In particular, we construct an explicit expression for the current blocks of the spin-k/2-spin-k/2 torus…

The infinitesimal transition probability operator for a continuous-time discrete-state Markov process, $\mathcal{Q}$, can be decomposed into a symmetric and a skew-symmetric parts. As recently shown for the case of diffusion processes,…

For a 1-parametric family $E_k$ of elliptic curves over $\mathbb{Q}$ and a prime $p$, consider the second moment sum $M_{2,p}(E_k)=\sum_{k \in \mathbb{F}_p} a_{k,p}^2$, where $a_{k,p}=p+1-\#E_k(\mathbb{F}_p)$. Inspired by Rosen and…