相关论文: Time change approach to generalized excursion meas…

A hypothesis proposed in the paper (Entropy 2017, 19, 345) on the deductive formulation of a physical theory based on explicitly- and universally-introduced basic concepts is further developed. An entropic measure of time with a number of…

We study a one-dimensional Brownian motion conditioned on a self-repelling behaviour. Given a nondecreasing positive function f(t), consider the measures mu_t obtained by conditioning a Brownian path so that L_s< f(s), for all s<t, where…

We derive the moments of the first passage time for Brownian motion conditioned by either the maximum value or the area swept out by the motion. These quantities are the natural counterparts to the moments of the maximum value and area of…

Is time travel possible? What is Einstein's theory of relativity mathematically predicting in that regard? Is time travel related to the so-called clock 'paradoxes' of relativity and if so how? Is there any accurate experimental evidence of…

We provide an It\^{o}'s formula for stochastic dynamical equation on general time scales. Based on this It\^{o}'s formula we give a closed form expression for stochastic exponential on general time scales. We then demonstrate a Girsanov's…

In this paper, it is shown why Lorentz Transformation implies the general case where observed events are not necessarily in the inertia frame of any observer but assumes a special scenario when determining the length contraction and time…

We present a number of important identities related to the excursion theory of linear diffusions. In particular, excursions straddling an independent exponential time are studied in detail. Letting the parameter of the exponential time tend…

We study limit distributions for random variables defined in terms of coefficients of a power series which is determined by a certain linear functional equation. Our technique combines the method of moments with the kernel method of…

This paper provides estimates for the convergence rate of the total variation distance in the framework of the Breuer-Major theorem, assuming some smoothness properties of the underlying function. The results are proved by applying new…

We consider a branching random walk with immigration in a random environment, where the environment is a stationary and ergodic sequence indexed by time. We focus on the asymptotic properties of the sequence of measures $(Z_n)$ that count…

Donsker's theorem shows that random walks behave like Brownian motion in an asymptotic sense. This result can be used to approximate expectations associated with the time and location of a random walk when it first crosses a nonlinear…

New transportation cost inequalities are derived by means of elementary large deviation reasonings. Their dual characterization is proved; this provides an extension of a well-known result of S. Bobkov and F. G\"{o}tze. Their tensorization…

The theory of measurement is employed to elucidate the physical basis of general relativity. For measurements involving phenomena with intrinsic length or time scales, such scales must in general be negligible compared to the (translational…

We prove Burnett's conjecture in general relativity when the metrics satisfy a generalized wave coordinate condition, i.e., suppose $\{g_n\}_{n=1}^\infty$ is a sequence of Lorentzian metrics (in arbitrary dimensions $d \geq 3$) satisfying a…

We prove large deviations principles in large time, for the Brownian occupation time in random scenery. The random scenery is constant on unit cubes, and consist of i.i.d. bounded variables, independent of the Brownian motion. This model is…

The Carath\'eodory theorem on the construction of a measure is generalized by replacing the outer measure with an approximation of it and generalizing the Carath\'eodory measurability. The new theorem is applied to obtain dynamically…

While numerous extensions of Banach's fixed point theorem typically offer only sufficient conditions for the existence and uniqueness of a fixed point and the convergence of iterative sequences, this study introduces a generalization…

In this paper, a class of statistics based on high frequency observations of oscillating and skew Brownian motion is considered. Their convergence rate towards the local time of the underlying process is obtained in form of a functional…

The tunneling time through an arbitrary bounded one-dimensional barrier is investigated using the dwell time operator. We relate the tunneling time to the conditioned average of the dwell time operator because of the natural post-selection…

We prove a Berry-Esseen theorem, a local central limit theorem and (local) large and (global) moderate deviations principles for i.i.d. (uniformly) random non-uniformly expanding or hyperbolic maps with exponential first return times. Using…