相关论文: Non-Boltzmann Equilibrium Probability Densities fo…
If $X$ is a stable process of index $\alpha\in(0,2)$ whose L\'{e}vy measure has density $cx^{-\alpha-1}$ on $(0,\infty)$, and $S_1=\sup_{0<t\leq1}X_t$, it is known that $P(S_1>x)\backsim A\alpha ^{-1}x^{-\alpha}$ as $x\to\infty$ and…
We study the information content carried by the electric dipole strength with respect to isovector and isoscalar indicators characterizing bulk nuclear matter and finite nuclei. To separate isoscalar and isovector modes, and low-energy…
Explicit coupling property and gradient estimates are investigated for the linear evolution equations on Hilbert spaces driven by an additive cylindrical L\'evy process. The results are efficiently applied to establish the exponential…
We consider dipolar excitations propagating via dipole-induced exchange among immobile molecules randomly spaced in a lattice. The character of the propagation is determined by long-range hops (Levy flights). We analyze the eigen-energy…
We consider a queuing model with the workload evolving between consecutive i.i.d.\ exponential timers $\{e_q^{(i)}\}_{i=1,2,...}$ according to a spectrally positive L\'evy process $Y_i(t)$ that is reflected at zero, and where the…
A method for extracting the Levy stability index $\mu$ from the multi-fractal spectrum $f(\alpha)$ in high energy multiparticle production is proposed. This index is an important parameter, characterizing the non-linear behaviour of…
In this work we give a complete description to the asymptotic behaviors of exponential functionals of L\'evy processes and divide them into five different types according to their convergence rates. Not only their exact convergence speeds…
We study the relation between L\'evy processes under nonlinear expectations, nonlinear semigroups and fully nonlinear PDEs. First, we establish a one-to-one relation between nonlinear L\'evy processes and nonlinear Markovian convolution…
In this paper, we first explore certain structural properties of L\'evy flows and use this information to obtain the existence of strong solutions to a class of Stochastic PDEs in the space of tempered distributions, driven by L\'evy noise.…
We derive an energy density functional for non-relativistic spin one-half fermions in the limit of a divergent two-body scattering length. Using an epsilon expansion around d=4-epsilon spatial dimensions we compute the coefficient of the…
For $n$ equidistant observations of a L\'evy process at time distance $\Delta_n$ we consider the problem of testing hypotheses on the volatility, the jump measure and its Blumenthal-Getoor index in a non- or semiparametric manner.…
It is known that the exponential functional of a Poisson process admits a probability density function in the form of an infinite series. In this paper, we obtain an explicit expression for the density function of the exponential functional…
In a general $C^1$ domain, we study the perturbative Cauchy theory for the Boltzmann equation with Maxwell boundary conditions with an accommodation coefficient $\alpha$ in $(\sqrt{2/3},1]$, and discuss this threshold. We consider…
We analyze confining mechanisms for L\'{e}vy flights. When they evolve in suitable external potentials their variance may exist and show signatures of a superdiffusive transport. Two classes of stochastic jump - type processes are…
We study properties of dilute polymer solutions which are known to depend strongly on polymer elongation. The probability density function (PDF) of polymer end-to-end extensions $R$ in turbulent flows is examined. We demonstrate that if the…
With few systems of technological interest having been studied as extensively as elemental silicon, there currently exists a wide disparity between the number of predicted low-energy silicon polymorphs and those, which have been…
Upper estimates of densities of convolution semigroups of probability measures are given under explicit assumptions on the corresponding L\'evy measure and the L\'evy--Khinchin exponent.
A possibility of a nonlinear resonant instability of uniform oscillations in dynamical lattices with harmonic intersite coupling and onsite nonlinearity is predicted. Numerical simulations of a lattice with a double-well onsite anharmonic…
The objective in stochastic filtering is to reconstruct information about an unobserved (random) process, called the signal process, given the current available observations of a certain noisy transformation of that process. Usually X and Y…
We introduce a family of rotationally invariant random matrix ensembles characterized by a parameter $\lambda$. While $\lambda=1$ corresponds to well-known critical ensembles, we show that $\lambda \ne 1$ describes "L\'evy like" ensembles,…