777 research outputs found
Motion in a Random Force Field
We consider the motion of a particle in a random isotropic force field.
Assuming that the force field arises from a Poisson field in , , and the initial velocity of the particle is sufficiently large, we
describe the asymptotic behavior of the particle
Perturbation of strong Feller semigroups and well-posedness of semilinear stochastic equations on Banach spaces
We prove a Miyadera-Voigt type perturbation theorem for strong Feller
semigroups. Using this result, we prove well-posedness of the semilinear
stochastic equation dX(t) = [AX(t) + F(X(t))]dt + GdW_H(t) on a separable
Banach space E, assuming that F is bounded and measurable and that the
associated linear equation, i.e. the equation with F = 0, is well-posed and its
transition semigroup is strongly Feller and satisfies an appropriate gradient
estimate. We also study existence and uniqueness of invariant measures for the
associated transition semigroup.Comment: Revision based on the referee's comment
EMBEDDED MATRICES FOR FINITE MARKOV CHAINS
For an arbitrary subset A of the finite state space 5 of a Markov chain the so–called embedded matrix PA is introduced. By use of these matrices formulas expressing all kinds of probabilities can be written down almost automatically, and calculated very easily on a computer. Also derivations can be given very systematically
Anomalous Processes with General Waiting Times: Functionals and Multipoint Structure
Many transport processes in nature exhibit anomalous diffusive properties
with non-trivial scaling of the mean square displacement, e.g., diffusion of
cells or of biomolecules inside the cell nucleus, where typically a crossover
between different scaling regimes appears over time. Here, we investigate a
class of anomalous diffusion processes that is able to capture such complex
dynamics by virtue of a general waiting time distribution. We obtain a complete
characterization of such generalized anomalous processes, including their
functionals and multi-point structure, using a representation in terms of a
normal diffusive process plus a stochastic time change. In particular, we
derive analytical closed form expressions for the two-point correlation
functions, which can be readily compared with experimental data.Comment: Accepted in Phys. Rev. Let
Feller property and infinitesimal generator of the exploration process
We consider the exploration process associated to the continuous random tree
(CRT) built using a Levy process with no negative jumps. This process has been
studied by Duquesne, Le Gall and Le Jan. This measure-valued Markov process is
a useful tool to study CRT as well as super-Brownian motion with general
branching mechanism. In this paper we prove this process is Feller, and we
compute its infinitesimal generator on exponential functionals and give the
corresponding martingale
Fractional Fokker-Planck Equations for Subdiffusion with Space-and-Time-Dependent Forces
We have derived a fractional Fokker-Planck equation for subdiffusion in a
general space-and- time-dependent force field from power law waiting time
continuous time random walks biased by Boltzmann weights. The governing
equation is derived from a generalized master equation and is shown to be
equivalent to a subordinated stochastic Langevin equation.Comment: 5 page
Multiplicative decompositions and frequency of vanishing of nonnegative submartingales
In this paper, we establish a multiplicative decomposition formula for
nonnegative local martingales and use it to characterize the set of continuous
local submartingales Y of the form Y=N+A, where the measure dA is carried by
the set of zeros of Y. In particular, we shall see that in the set of all local
submartingales with the same martingale part in the multiplicative
decomposition, these submartingales are the smallest ones. We also study some
integrability questions in the multiplicative decomposition and interpret the
notion of saturated sets in the light of our results.Comment: Typos corrected. Close to the published versio
Restriction Properties of Annulus SLE
For , a family of annulus SLE processes
were introduced in [14] to prove the reversibility of whole-plane
SLE. In this paper we prove that those annulus SLE
processes satisfy a restriction property, which is similar to that for chordal
SLE. Using this property, we construct curves crossing an
annulus such that, when any curves are given, the last curve is a chordal
SLE trace.Comment: 37 page
Convergence towards linear combinations of chi-squared random variables: a Malliavin-based approach
We investigate the problem of finding necessary and sufficient conditions for
convergence in distribution towards a general finite linear combination of
independent chi-squared random variables, within the framework of random
objects living on a fixed Gaussian space. Using a recent representation of
cumulants in terms of the Malliavin calculus operators (introduced
by Nourdin and Peccati in \cite{n-pe-3}), we provide conditions that apply to
random variables living in a finite sum of Wiener chaoses. As an important
by-product of our analysis, we shall derive a new proof and a new
interpretation of a recent finding by Nourdin and Poly \cite{n-po-1},
concerning the limiting behaviour of random variables living in a Wiener chaos
of order two. Our analysis contributes to a fertile line of research, that
originates from questions raised by Marc Yor, in the framework of limit
theorems for non-linear functionals of Brownian local times
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