Results 21 to 30 of about 897 (36)
Comparing the $G$-Normal Distribution to its Classical Counterpart [PDF]
, 2014 In one dimension, the theory of the $G$-normal distribution is well-developed, and many results from the classical setting have a nonlinear counterpart. Significant challenges remain in multiple dimensions, and some of what has already been discovered is
Bayraktar, Erhan, Munk, Alexander
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First Hitting Time of the Boundary of the Weyl Chamber by Radial Dunkl Processes [PDF]
, 2008 We provide two equivalent approaches for computing the tail distribution of the first hitting time of the boundary of the Weyl chamber by a radial Dunkl process. The first approach is based on a spectral problem with initial value.
Demni, Nizar
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Large deviations for the local times of a random walk among random conductances [PDF]
, 2011 We derive an annealed large deviation principle for the normalised local times of a continuous-time random walk among random conductances in a finite domain in $\Z^d$ in the spirit of Donsker-Varadhan \cite{DV75}. We work in the interesting case that the
König, Wolfgang +2 more
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On the Moving Boundary Hitting Probability for the Brownian Motion [PDF]
, 2007 2000 Mathematics Subject Classification: 60J65.Consider the probability that the Brownian motion hits a moving two-sided boundary by a certain moment.
P. Kralchev, Dobromir
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, 2016 Let $M_r$ be the maximum value of an one-dimensional Brownian motion on the (time) interval $[0, r]$. We derive an explicit formula for the distribution of the time required (after $r$) for the Brownian motion to exceed $M_r$.Comment: 3 ...
Papanicolaou, Vassilis G.
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A note on a.s. finiteness of perpetual integral functionals of diffusions [PDF]
, 2005 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.
Salminen, Paavo, Yor, Marc
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Blending Brownian motion and heat equation
, 2015 In this short communication we present an original way to couple the Brownian motion and the heat equation. More in general, we suggest a way for coupling the Langevin equation for a particle, which describes a single realization of its trajectory, with ...
Cristiani, Emiliano
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Sharp estimates of the spherical heat kernel
, 2018 We prove sharp two-sided global estimates for the heat kernel associated with a Euclidean sphere of arbitrary dimension. This solves a long-standing open problem.Comment: 9 pages, to appear in J. Math.
Nowak, Adam +2 more
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Higher order PDE's and iterated Processes
, 2005 We introduce a class of stochastic processes based on symmetric $\alpha$-stable processes. These are obtained by taking Markov processes and replacing the time parameter with the modulus of a symmetric $\alpha$-stable process.
nane, Erkan
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Stepping-stone model with circular Brownian migration [PDF]
, 2005 In this paper we consider a stepping-stone model on a circle with circular Brownian migration. We first point out a connection between Arratia flow and the marginal distribution of this model.
Zhou, Xiaowen
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