Results 11 to 20 of about 832 (58)

Random flights governed by Klein-Gordon-type partial differential equations [PDF]

, 2013
In this paper we study random flights in R^d with displacements possessing Dirichlet distributions of two different types and uniformly oriented. The randomization of the number of displacements has the form of a generalized Poisson process whose ...
Garra, R., Orsingher, E.
core   +1 more source

Convergence to Weighted Fractional Brownian Sheets [PDF]

, 2008
We define weighted fractional Brownian sheets, which are a class of Gaussian random fields with four parameters that include fractional Brownian sheets as special cases, and we give some of their properties.
Garzón, Johanna
core   +3 more sources

Markov loops, coverings and fields [PDF]

, 2016
We investigate the relations between the Poissonnian loop ensembles , their occupation fields, non ramified Galois coverings of a graph, the associated gauge fields, and random Eulerian ...
Jan, Yves Le
core   +4 more sources

Probability density for a hyperbolic SPDE with time dependent coefficients [PDF]

, 2006
We prove the existence and smoothness of density for the solution of a hyperbolic SPDE with free term coefficients depending on time, under hypoelliptic non degeneracy conditions. The result extends those proved in Cattiaux and Mesnager, PTRF 2002, to an
Sanz-Solé, Marta, Torrecilla-Tarantino, Iván   +1 more
core   +2 more sources

High-dimensional Gaussian fields with isotropic increments seen through spin glasses [PDF]

, 2011
We study the free energy of a particle in (arbitrary) high-dimensional Gaussian random potentials with isotropic increments. We prove a computable saddle-point variational representation in terms of a Parisi-type functional for the free energy in the ...
Klimovsky, Anton
core   +5 more sources

On L\'evy's Brownian motion indexed by the elements of compact groups

, 2013
We investigate positive definiteness of the Brownian kernel K(x,y)=1/2(d(x,x_0) + d(y,x_0) - d(x,y)) on a compact group G and in particular for G=SO(n).Comment: Accepted for publication.
Baldi, Paolo, Rossi, Maurizia
core   +1 more source

First-order planar autoregressive model

Modern Stochastics: Theory and Applications
This paper establishes the conditions for the existence of a stationary solution to the first-order autoregressive equation on a plane as well as properties of the stationary solution.
Sergiy Shklyar
doaj   +1 more source

On the weak convergence of multiparameter stochastic integrals

Open Mathematics
In this paper we provide sufficient conditions for sequences of stochastic processes of the form ∫ [0,t] f n(u)θ n(u)du, to weakly converge, in the space of continuous functions over a closed interval, to integrals with respect to the Brownian motion, ∫ [
Bardina Xavier, Boukfal Salim
doaj   +1 more source

On the construction of stationary processes and random fields

Dependence Modeling
We propose a new method to construct a stationary process and random field with a given decreasing covariance function and any one-dimensional marginal distribution. The result is a new class of stationary processes and random fields.
Lee Jeonghwa
doaj   +1 more source

Large deviations and continuity estimates for the derivative of a random model of $\log |\zeta|$ on the critical line

, 2019
In this paper, we study the random field \begin{equation*} X(h) \circeq \sum_{p \leq T} \frac{\text{Re}(U_p \, p^{-i h})}{p^{1/2}}, \quad h\in [0,1], \end{equation*} where $(U_p, \, p ~\text{primes})$ is an i.i.d.
Arguin, Louis-Pierre, Ouimet, Frédéric
core   +1 more source