Results 41 to 50 of about 17,220,730 (291)
First Passage Time of a Markov Chain That Converges to Bessel Process
Abstract and Applied Analysis, 2017 We investigate the probability of the first hitting time of some discrete Markov chain that converges weakly to the Bessel process. Both the probability that the chain will hit a given boundary before the other and the average number of transitions are ...
Moussa Kounta
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Lévy processes conditioned to stay in a half-space with applications to directional extremes
Modern Stochastics: Theory and Applications, 2022 This paper provides a multivariate extension of Bertoin’s pathwise construction of a Lévy process conditioned to stay positive or negative. Thus obtained processes conditioned to stay in half-spaces are closely related to the original process on a ...
Jevgenijs Ivanovs, Jakob D. Thøstesen
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Transition density of a hyperbolic Bessel process
, 2016 We investigate the transition density of a hyperbolic Bessel process for integer dimensions and show a link between transition densities of a hyperbolic Brownian motion and a Bessel process in the same dimension. Using the so-called Millson’s formula for
A. Pyć, T. Żak
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The generating function for the Bessel point process and a system of coupled Painlevé V equations [PDF]
Random Matrices. Theory and Applications, 2017 We study the joint probability generating function for [Formula: see text] occupancy numbers on disjoint intervals in the Bessel point process. This generating function can be expressed as a Fredholm determinant.
C. Charlier, Antoine Doeraene
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Nanomaterials, 2022 The preparation of the wavelength-scale micropores on metallic surfaces is limited by the high opacity of metal. At present, most micropores reported in the literature are more than 20 µm in diameter, which is not only large in size, but renders them ...
Yang Cheng +8 more
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, 2015 In this note we propose a concise proof of David Williams' decomposition of the Bessel Process of dimension 3 (BES(3)), starting from r>0 at its ultimate minimum.
F. Bruss, M. Yor
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Source time functions of earthquakes based on a stochastic differential equation
Scientific Reports, 2022 Source time functions are essential observable quantities in seismology; they have been investigated via kinematic inversion analyses and compiled into databases.
Shiro Hirano
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Evaluating the Financial Flows of Bessel Processes by Using Spectral Analysis [PDF]
Bìznes Inform, 2017 The article solves the two-parameter task of evaluating the intensity of diffuse Bessel processes by the methods of spectral theory. In particular, barriers for cost of options, where the derivative of financial flows turns into zero, have been ...
Burtnyak Ivan V. , Malytska Hanna P.
doaj
Solution of the Fokker-Planck equation with a logarithmic potential and mixed eigenvalue spectrum
, 2017 Motivated by a problem in climate dynamics, we investigate the solution of a Bessel-like process with negative constant drift, described by a Fokker-Planck equation with a potential V(x) = - [b \ln(x) + a\, x], for b>0 and ...
Bethe H. A. +10 more
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Studies of Transverse Momentum Dependent Parton Distributions and Bessel Weighting [PDF]
, 2015 In this paper we present a new technique for analysis of transverse momentum dependent parton distribution functions, based on the Bessel weighting formalism. The procedure is applied to studies of the double longitudinal spin asymmetry in semi-inclusive
Aghasyan, M. +7 more
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