Results 11 to 20 of about 17,710,470 (300)
High excursions of Bessel process and other processes of Bessel type
Doklady Mathematics, 2019 A high excursion probability for the modulus of a Gaussian vector process with independent identically distributed components is evaluated. It is assumed that the components have means zero and variances reaching its absolute maximum at a single point of the considered time interval. An important example of such processes is the Bessel process.
V. I. Piterbarg, I. V. Rodionov
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Multilevel Spiral Axicon for High-Order Bessel–Gauss Beams Generation
Nanomaterials, 2023 This paper presents an efficient method to generate high-order Bessel–Gauss beams carrying orbital angular momentum (OAM) by using a thin and compact optical element such as a multilevel spiral axicon.
Rebeca Tudor +6 more
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Sbornik: MathematicsWe consider a family of linear operators diagonalized by the Hankel transform. We express explicitly the Fredholm determinants of these operators, as restricted to $L_2[0, R]$, so that the rate of their convergence as $R\to\infty$ can be found.
S. M. Gorbunov
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Exponential Moments and Piecewise Thinning for the Bessel Point Process [PDF]
International mathematics research notices, 2020 We obtain exponential moment asymptotics for the Bessel point process. As a direct consequence, we improve on the asymptotics for the expectation and variance of the associated counting function and establish several central limit theorems.
Christophe Charlier
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Bessel Process and Conformal Quantum Mechanics [PDF]
Journal of Statistical Physics, 2009 28 ...
M. Rajabpour
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Exit times densities of Bessel process [PDF]
, 2015 We examine the density functions of the first exit times of the Bessel process from the intervals [0,1) and (0,1). First, we express them by means of the transition density function of the killed process. Using that relationship we provide precise estimates and asymptotics of the exit time densities.
G. Serafin
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Maximal inequalities for bessel processes
Journal of Inequalities and Applications, 1998 It is proved that the uniform law of large numbers (over a random parameter set) for the -dimensional ( ) Bessel process started at 0 is valid: for all stopping times for .
Graversen SE, Peškir G
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Hitting times for Bessel processes
Communications on Stochastic Analysis, 2015 Summary: We study the density of the first time that a Bessel bridge of dimension \(\delta\in\mathbb R\) hits a constant boundary. We do so by first writing the stochastic differential equations to analyze the Bessel process for every \(\delta\in\mathbb R\). Then, we make use of a change of measure using a Doob's \(h\)-transform.
Gerardo Hernández‐del‐Valle +1 more
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Dual-control of incubation effect for efficiently fabricating surface structures in fused silica [PDF]
NanophotonicsFused silica with surface structures has potential applications in microfluidic, aerospace and other fields. To fabricate structures with high dimensional accuracy and surface quality is of paramount importance.
Wang Zhi +10 more
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Bismut-Elworthy-Li Formulae for Bessel Processes [PDF]
, 2018 In this article we are interested in the differentiability property of the Markovian semi-group corresponding to the Bessel processes of nonnegative dimension. More precisely, for all $ \geq 0$ and $T>0$, we compute the derivative of the function $x \mapsto P^ _{T} F (x) $, where $(P^ _{t})_{t \geq 0}$ is the transition semi-group associated to ...
Henri Elad Altman
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