Search
Search Results
-
Hitting Probabilities & Absorption
Absorbing boundary conditions can be imposed on (sets of) states of a discrete parameter Markov chain by simply modifying the transition...
-
Absorption paths and equilibria in quitting games
We study quitting games and introduce an alternative notion of strategy profiles— absorption paths . An absorption path is parametrized by the total...
-
Transmission probability of gas molecules through porous layers at Knudsen diffusion
Gas flow through layers of porous materials plays a crucial role in technical applications, geology, petrochemistry, and space sciences (e.g., fuel...
-
Grassmann Angles and Absorption Probabilities of Gaussian Convex Hulls
Let M be an arbitrary subset in ℝ n with a conic (or positive) hull C . Consider its Gaussian image AM , where A is a k × n -matrix whose entries are...
-
Absorption and Fixed Points for Semigroups of Quantum Channels
InGirotti, F. the present work we review and refine some results about fixed points of semigroups of quantum channels. Noncommutative potential...
-
A Note on the Stationary Probability Density Function and Covariance Matrix of a Stochastic Chemostat Model with Distributed Delay
In this paper, we will focus on the stochastic chemostat model with distributed delay and Monod-type nutrient absorption function in Stratonovich...
-
Absorption Problems for Asymptotically Stable Random Walks
The following result, crucial throughout this chapter, rests on the recent result by Caravenna and Doney [14].
-
Absorption, Reflection, and Other Transformations of Markov Processes
This chapter builds on the construction of unrestricted Markov processes on a measurable state space, by further constructing Markov processes by...
-
Harry Kesten’s work in probability theory
We survey the published work of Harry Kesten in probability theory, with emphasis on his contributions to random walks, branching processes,...
-
Ruin Probability for Merged Risk Processes with Correlated Arrivals
In this paper the ruin probability of the sum of two classical risk processes is studied under the assumption that the claim size distributions are...
-
Absorption and Passage Times
The results obtained so far concern irreducible recurrent hmcs. They must be completed by the study of chains with several communication classes. A...
-
On fluorescence imaging: The diffusion equation model and recovery of the absorption coefficient of fluorophores
To quantify fluorescence imaging of biological tissues, we need to solve an inverse problem for the coupled radiative transfer equations which...
-
Brownian Motion on the Half-Line: Absorption and Reflection
Two important Markov processes derived from Brownian motion starting from a point x ≥ 0 are (i) Brownian motion absorbed at zero and (ii) Brownian...
-
-
Deterministic Approximation of a Stochastic Imitation Dynamics with Memory
We provide results of a deterministic approximation for non-Markovian stochastic processes modeling finite populations of individuals who recurrently...
-
Model of Stationary Diffusion with Absorption In Domains With Fine-Grained Random Boundaries
We consider a boundary-value problem for the equation of stationary diffusion in a porous medium filled with small inclusions in the form of balls...
-
Potential Functions of Random Walks in ℤ with Infinite Variance Estimates and Applications
This book studies the potential functions of one-dimensional recurrent random walks on the lattice of integers with step distribution of infinite...
-
Limit Theorems for Random Walks with Absorption
We introduce a class of absorption mechanisms and study the behavior of real-valued centered random walks with finite variance that do not get...
-
Differential Equations for Probabilities and Means
The analysis of diffusion processes with state-dependent drift or variance terms is complex and will often require recourse to numerical techniques....
-
Theoretical derivation of Planck’s constant based on brownian motion model and uncertainty relation
In stochastic mechanics, one of the interpretations of realistic quantum mechanics, the Schrödinger equation can be derived by assuming the Brownian...
