Results 21 to 30 of about 14,196 (97)

Modified Optimal Energy and Initial Memory of Fractional Continuous-Time Linear Systems

open access: yes, 2010
Fractional systems with Riemann-Liouville derivatives are considered. The initial memory value problem is posed and studied. We obtain explicit steering laws with respect to the values of the fractional integrals of the state variables.
Mozyrska, Dorota, Torres, Delfim F. M.
core   +1 more source

Record Statistics of Continuous Time Random Walk

open access: yes, 2011
The statistics of records for a time series generated by a continuous time random walk is studied, and found to be independent of the details of the jump length distribution, as long as the latter is continuous and symmetric.
Sabhapandit, Sanjib
core   +2 more sources

Exact results for a charged, harmonically trapped quantum gas at arbitrary temperature and magnetic field strength

open access: yes, 2006
An analytical expression for the first-order density matrix of a charged, two-dimensional, harmonically confined quantum gas, in the presence of a constant magnetic field is derived.
A. M. Kosevitch   +4 more
core   +1 more source

A new approach to fluctuations of reflected L\'{e}vy processes [PDF]

open access: yes, 2010
We present a new approach to fluctuation identities for reflected L\'{e}vy processes with one-sided jumps. This approach is based on a number of easy to understand observations and does not involve excursion theory or It\^{o} calculus.
Ivanovs, Jevgenijs
core  

Characterization of a subclass of Tweedie distributions by a property of generalized stability [PDF]

open access: yes, 2010
We introduce a class of distributions originating from an exponential family and having a property related to the strict stability property. A characteristic function representation for this family is obtained and its properties are investigated.
Klebanov, Lev B., Temnov, Grigory
core  

Two-sided reflection problem for the Markov modulated Brownian motion [PDF]

open access: yes, 2010
In this paper we consider the two-sided reflection of a Markov modulated Brownian motion by analyzing the spectral properties of the matrix polynomial associated with the generator of the free process.
D'Auria, Bernardo   +3 more
core   +1 more source

L\'{e}vy flights as subordination process: first passage times

open access: yes, 2004
We obtain the first passage time density for a L\'{e}vy flight random process from a subordination scheme. By this method, we infer the asymptotic behavior directly from the Brownian solution and the Sparre Andersen theorem, avoiding explicit reference ...
Metzler, R., Sokolov, Igor M.
core  

Accurate temperature diagnostics for matter under extreme conditions. [PDF]

open access: yesNat Commun, 2022
Dornheim T   +6 more
europepmc   +1 more source

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