相关论文: Dispersion measure for symmetric, stable probabili…
The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…
We address the problem of uncertainty propagation in the discrete Fourier transform by modeling the fast Fourier transform as a factor graph. Building on this representation, we propose an efficient framework for approximate Bayesian…
It is recognised now that a variety of real-life phenomena ranging from diffuson of cold atoms to motion of humans exhibit dispersal faster than normal diffusion. L\'evy walks is a model that excelled in describing such superdiffusive…
This paper provides a semiparametric model of estimating states of the volatility defined as the squared diffusion coefficient of a stochastic differential equation. Without assuming any functional form of the volatility function, we…
We investigate the formulation of work distributions for quantum scalar fields in static curved spacetimes by extending the Ramsey interferometric protocol originally developed in previous works for flat spacetimes. The use of Unruh-DeWitt…
The concepts of variability and uncertainty, both epistemic and alleatory, came from experience and coexist with different connotations. Therefore this article attempts to express their relation by analytic means firstly setting sights on…
Countless processes in nature and industry, from rain droplet nucleation to plankton interaction in the ocean, are intimately related to turbulent fluctuations of local concentrations of advected matter. These fluctuations can be described…
We investigate ergodic-theoretical quantities and large deviation properties of one-dimensional intermittent maps, that have not only an indifferent fixed point but also a singular structure such that the uniform measure is invariant under…
Many flexible families of positive random variables exhibit non-closed forms of the density and distribution functions and this feature is considered unappealing for modelling purposes. However, such families are often characterized by a…
In the context of one-dimensional diffusions, we present basic estimates (having the same lower and upper bounds with a factor of 4 only) for four Poincar\'e-type (or Hardy-type) inequalities. The derivation of two estimates have been open…
The numerical experiments of turbulence conducted by Gotoh et al. are analyzed precisely with the help of the formulae for the scaling exponents of velocity structure function and for the probability density function (PDF) of velocity…
Given a random variable $F$ regular enough in the sense of the Malliavin calculus, we are able to measure the distance between its law and almost any continuous probability law on the real line. The bounds are given in terms of the…
Recent experiments on the propagation of light over a distance L through a random packing of spheres with a power law distribution of radii (a socalled L\'evy glass) have found that the transmission probability T \propto 1/L^{\gamma} scales…
The probability density functions measured by Lewis and Swinney for turbulent Couette-Taylor flow, observed by Bodenschatz and co-workers in the Lagrangian measurement of particle accelerations and those obtained in the DNS by Gotoh et al.…
Stability is a key property of both forward models and inverse problems, and depends on the norms considered in the relevant function spaces. For instance, stability estimates for hyperbolic partial differential equations are often based on…
Bursty transport phenomena associated with convective motion present universal statistical characteristics among different physical systems. In this letter, a stochastic univariate model and the associated probability distribution function…
We prove some invariance principles for processes which generalize FARIMA processes, when the innovations are in the domain of attraction of a nonGaussian stable distribution. The limiting processes are extensions of the fractional L\'evy…
In numerous instances, the generalized exponential distribution can be used as an alternative to the most widely used non-regular family of distributions: Weibull, gamma, lognormal with three-parameters when analyzing lifetime or any skewed…
The spreading properties of the stationary states of the quantum multidimensional harmonic oscillator are analytically discussed by means of the main dispersion measures (radial expectation values) and the fundamental entropy-like…
A which-way measurement destroys the twin-slit interference pattern. Bohr argued that distinguishing between two slits a distance s apart gives the particle a random momentum transfer \wp of order h/s. This was accepted for more than 60…