相关论文: Infinite systems of non-colliding generalized mean…
When the number of particles is finite, the noncolliding Brownian motion (the Dyson model) and the noncolliding squared Bessel process are determinantal diffusion processes for any deterministic initial configuration $\xi=\sum_{j \in…
We consider a particle system of the squared Bessel processes with index $\nu > -1$ conditioned never to collide with each other, in which if $-1 < \nu < 0$ the origin is assumed to be reflecting. When the number of particles is finite, we…
We propose isomorphism type identities for nonlinear functionals of general infinitely divisible processes. Such identities can be viewed as an analogy of the Cameron-Martin formula for Poissonian infinitely divisible processes but with…
The theory of integrable systems of Hamiltonian PDEs and their near-integrable deformations is used to study evolution equations resulting from vertical-averages of the Euler system for two-layer stratified flows in an infinite 2D channel.…
As an extension of the theory of Dyson's Brownian motion models for the standard Gaussian random-matrix ensembles, we report a systematic study of hermitian matrix-valued processes and their eigenvalue processes associated with the chiral…
An explicit expression for the cofactor related to an irreducible invariant algebraic curve of a polynomial dynamical system in the plane is derived. A sufficient condition for a polynomial dynamical system in the plane to have a finite…
We consider the problem of inferring the interaction kernel of stochastic interacting particle systems from observations of a single particle. We adopt a semi-parametric approach and represent the interaction kernel in terms of a…
The discovery of the infinite integer leads to a partition between finite and infinite numbers. Construction of an infinitesimal and infinitary number system, the Gossamer numbers. Du Bois-Reymond's much-greater-than relations and…
Airy and Pearcey-like kernels and generalizations arising in random matrix theory are expressed as double integrals of ratios of exponentials, possibly multiplied with a rational function. In this work it is shown that such kernels are…
The construction of the general solution sequence of row-finite linear systems is accomplished by implementing -ad infinitum- the Gauss-Jordan algorithm under a rightmost pivot elimination strategy. The algorithm generates a basis (finite…
In this article, we present a brief overview of some of the recent progress made in identifying and generating finite dimensional integrable nonlinear dynamical systems, exhibiting interesting oscillatory and other solution properties,…
Exponential functionals of L\'evy processes appear as stationary distributions of generalized Ornstein-Uhlenbeck (GOU) processes. In this paper we obtain the infinitesimal generator of the GOU process and show that it is a Feller process.…
Noncolliding diffusion processes reported in the present paper are $N$-particle systems of diffusion processes in one-dimension, which are conditioned so that all particles start from the origin and never collide with each other in a finite…
Using diffeomorphism group vector fields on $\mathbb{C}$-multiplied tori and the related Lie-algebraic structures, we study multi-dimensional dispersionless integrable systems that describe conformal structure generating equations of…
In this paper we define a class of coverage processes with infinitely divisible finite dimensional distributions and a particular type of correlation structure that can be thought of as generalizations of the classical Ornstein--Uhlenbeck…
In this article, using kernel convolution of order based dependent Dirichlet process (Griffin and Steel (2006)) we construct a nonstationary, nonseparable, nonparametric space-time process, which, as we show, satisfies desirable properties,…
Quantitative limit theorems for non-linear functionals on the Wiener space are considered. Given the possibly infinite sequence of kernels of the chaos decomposition of such a functional, an estimate for different probability distances…
In this note, with the help of the boundary classification of diffusions, we derive a criterion of the convergence of perpetual integral functionals of transient real-valued diffusions. In the particular case of transient Bessel processes,…
In the context of non-Gaussian analysis, Schneider [27] introduced grey noise measures, built upon Mittag-Leffler functions; analogously, grey Brownian motion and its generalizations were constructed (see, for example, [25], [6], [7], [8]).…
The purpose of this work is to build a framework that allows for an in-depth study of various generalisations to inhomogeneous space of models of Borodin-Ferrari, Dieker-Warren, Nordenstam, Warren-Windridge of interacting particles in…