Results 21 to 30 of about 88,425 (316)
Investigation of Brownian Motion of CuO-Water Nanofluid in a Porous Cavity with Internal Heat Generation by Using of LTNE Model [PDF]
Journal of Nanostructures, 2015 In this paper, the effect of the Brownian term in natural convection of CuO-Water nanofluid inside a partially filled porous cavity, with internal heat generation has been studied.
A. Zehforoosh, S. Hossainpour
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Shifted Brownian Fluctuation Game
Mathematics, 2022 This article analyzes the behavior of a Brownian fluctuation process under a mixed strategic game setup. A variant of a compound Brownian motion has been newly proposed, which is called the Shifted Brownian Fluctuation Process to predict the turning ...
Song-Kyoo (Amang) Kim
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Maximum of Dyson Brownian motion and non-colliding systems with a boundary [PDF]
, 2009 We prove an equality-in-law relating the maximum of GUE Dyson's Brownian motion and the non-colliding systems with a wall. This generalizes the well known relation between the maximum of a Brownian motion and a reflected Brownian ...
Warren, Jon +4 more
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Functionals of Brownian Meander and Brownian Excursion
The Annals of Probability, 1977 Abstract : Brownian meander and Brownian excursion processes arise as the limit process of a number of conditional functional central limit theorems. To reap the full benefit of such limit theorems one needs to know the distribution of functionals of the limit process.
Durrett, Richard T., Iglehart, Donald L.
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Hausdorff measure of arcs and Brownian motion on Brownian spatial trees [PDF]
, 2009 A Brownian spatial tree is defined to be a pair $(\mathcal{T},\phi)$, where $\mathcal{T}$ is the rooted real tree naturally associated with a Brownian excursion and φ is a random continuous function from $\mathcal{T}$ into ℝd such that, conditional on ...
Croydon, David A.
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Path Regularity of the Brownian Motion and the Brownian Sheet
Constructive Approximation, 2023 AbstractBy the work of P. Lévy, the sample paths of the Brownian motion are known to satisfy a certain Hölder regularity condition almost surely. This was later improved by Ciesielski, who studied the regularity of these paths in Besov and Besov-Orlicz spaces.
Kempka, H., Schneider, C., Vybiral, J.
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Confidence bands for Brownian motion and applications to Monte Carlo simulation [PDF]
, 2006 Minimal area regions are constructed for Brownian paths and perturbed Brownian paths. While the theoretical optimal region cannot be obtained in closed form, we provide practical confidence regions based on numerical approximations and local time ...
W. S. Kendall +6 more
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Active Brownian motion of strongly coupled charged grains driven by laser radiation in plasma
Scientific Reports, 2022 The systems of active Brownian grains can be considered as open systems, in which there is an exchange of energy and matter with the environment. The collective phenomena of active Brownian grains can demonstrate analogies with ordinary phase transitions.
Oleg F. Petrov +2 more
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Asymptotic Normality of Parameter Estimators for~Mixed Fractional Brownian Motion with Trend
Austrian Journal of Statistics, 2023 We investigate the mixed fractional Brownian motion of the form Xt = θt+σWt +κBtH , driven by a standard Brownian motion W and a fractional Brownian motion B H with Hurst parameter H.
Kostiantyn Ralchenko, Mykyta Yakovliev
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Brownian motion in a Brownian crack
The Annals of Applied Probability, 1998 Let \(Y^\varepsilon(t)\) be the reflected two-dimensional Brownian motion in Wiener sausage \(D^\varepsilon\) of width \(\varepsilon>0\) around two-sided Brownian motion \(X_1(t)\).
Burdzy, Krzysztof, Khoshnevisan, Davar
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