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A stochastic measure for eternal inflation [PDF]
Journal of Cosmology and Astroparticle Physics, 2007 We use the stochastic approach to investigate the measure for slow roll eternal inflation. The probability for the universe of a given Hubble radius can be calculated in this framework. In a solvable model, it is shown that the probability for the universe to evolve from a state with a smaller Hubble radius to that of a larger Hubble radius is ...
Li, Miao, Wang, Yi
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Bayesian Decision Theory and Stochastic Independence [PDF]
Electronic Proceedings in Theoretical Computer Science, 2017 Stochastic independence has a complex status in probability theory. It is not part of the definition of a probability measure, but it is nonetheless an essential property for the mathematical development of this theory.
Philippe Mongin
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EXISTENCIA DE UNA MEDIDA INVARIANTE EN ALGUNAS ECUACIONES DE EVOLUCIÓN ESTOCÁSTICAS
Pesquimat, 2014 We study the stochastic process shaped with the solution of a stochastic evolution equation. We prove the theorem of the existence of a invariant measure in the Banach space of the values of the random variables, satisfying suitables hypothesis in the ...
Claudio Fernando Balcázar Huapaya
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Measurement of Stochastic Entropy Production [PDF]
Physical Review Letters, 2006 Using fluorescence spectroscopy we directly measure entropy production of a single two-level system realized experimentally as an optically driven defect center in diamond. We exploit a recent suggestion to define entropy on the level of a single stochastic trajectory (Seifert, Phys. Rev. Lett. {\bf 95}, 040602 (2005)).
Tietz, C. +4 more
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A posteriori error estimation for stochastic static problems [PDF]
, 2014 To solve stochastic static field problems, a discretization by the Finite Element Method can be used. A system of equations is obtained with the unknowns (scalar potential at nodes for example) being random variables. To solve this stochastic system, the
MAC, Hung, CLENET, Stephane
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Stochastic flows with interaction and measure-valued processes
International Journal of Mathematics and Mathematical Sciences, 2003 We consider the new class of the Markov measure-valued stochastic processes with constant mass. We give the construction of such processes with the family of the probabilities which describe the motion of single particles.
Andrey A. Dorogovtsev
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Approximation of solutions of the stochastic wave equation by using the Fourier series
Modern Stochastics: Theory and Applications, 2018 A one-dimensional stochastic wave equation driven by a general stochastic measure is studied in this paper. The Fourier series expansion of stochastic measures is considered.
Vadym Radchenko, Nelia Stefans’ka
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Moment estimates for invariant measures of stochastic Burgers equations
Advances in Difference Equations, 2020 In this paper, we study moment estimates for the invariant measure of the stochastic Burgers equation with multiplicative noise. Based upon an a priori estimate for the stochastic convolution, we derive regularity properties on invariant measure.
Yu Shi, Bin Liu
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Stochastic Comparisons of Some Distances between Random Variables
Mathematics, 2021 The aim of this paper is twofold. First, we show that the expectation of the absolute value of the difference between two copies, not necessarily independent, of a random variable is a measure of its variability in the sense of Bickel and Lehmann (1979).
Patricia Ortega-Jiménez +2 more
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