1,422 research outputs found
Should recombinations of radical pairs be considered as accompanied by measurements?
The so-called "phenomenological" kinetic equation for one-pair density
operator for spin-selective reactions is defended. We derive this equation from
the kinetic equation for density operator of all pairs which are treated as
singlet and triplet bosons. There presented some reasons for inconsistency of
measurement-like approach to the problem.Comment: 6 page
On limiting cluster size distributions for processes of exceedances for stationary sequences
It is well known that, under broad assumptions, the time-scaled point process
of exceedances of a high level by a stationary sequence converges to a compound
Poisson process as the level grows. The purpose of this note is to demonstrate
that, for any given distribution G on the natural numbers, there exists a
stationary sequence for which the compounding law of this limiting process of
exceedances will coincide with G.Comment: 6 pages, no figure
On exit times of Levy-driven Ornstein--Uhlenbeck processes
We prove two martingale identities which involve exit times of Levy-driven
Ornstein--Uhlenbeck processes. Using these identities we find an explicit
formula for the Laplace transform of the exit time under the assumption that
positive jumps of the Levy process are exponentially distributed.Comment: 12 page
On approximation rates for boundary crossing probabilities for the multivariate Brownian motion process
Motivated by an approximation problem from mathematical finance, we analyse
the stability of the boundary crossing probability for the multivariate
Brownian motion process, with respect to small changes of the boundary. Under
broad assumptions on the nature of the boundary, including the Lipschitz
condition (in a Hausdorff-type metric) on its time cross-sections, we obtain an
analogue of the Borovkov and Novikov (2005) upper bound for the difference
between boundary hitting probabilities for "close boundaries" in the univariate
case. We also obtained upper bounds for the first boundary crossing time
densities.Comment: 15 page
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