scholarly journals Large-displacement statistics of the rightmost particle of the one-dimensional branching Brownian motion

2016 ◽  
Vol 93 (4) ◽  
Author(s):  
Bernard Derrida ◽  
Baruch Meerson ◽  
Pavel V. Sasorov
Keyword(s):  
Brownian Motion ◽  
Large Displacement ◽  
One Dimensional ◽  
Branching Brownian Motion ◽  
The One

A limit theorem for certain disordered random systems

1994 ◽  
Vol 26 (04) ◽  
pp. 1022-1043 ◽  
Author(s):  
Xinhong Ding
Keyword(s):  
Differential Equation ◽  
Brownian Motion ◽  
Limit Theorem ◽  
Random Systems ◽  
Joint Probability ◽  
Dynamical Behaviour ◽  
One Dimensional ◽  
Linear Stochastic Differential Equation ◽  
The One ◽  
Image Position

Many disordered random systems in applications can be described by N randomly coupled Ito stochastic differential equations in : where is a sequence of independent copies of the one-dimensional Brownian motion W and ( is a sequence of independent copies of the ℝ p -valued random vector ξ. We show that under suitable conditions on the functions b, σ, K and Φ the dynamical behaviour of this system in the N → (limit can be described by the non-linear stochastic differential equation where P(t, dx dy) is the joint probability law of ξ and X(t).

A limit theorem for certain disordered random systems

1994 ◽  
Vol 26 (4) ◽  
pp. 1022-1043 ◽  
Author(s):  
Xinhong Ding
Keyword(s):  
Differential Equation ◽  
Brownian Motion ◽  
Limit Theorem ◽  
Random Systems ◽  
Joint Probability ◽  
Dynamical Behaviour ◽  
One Dimensional ◽  
Linear Stochastic Differential Equation ◽  
The One ◽  
Image Position

Many disordered random systems in applications can be described by N randomly coupled Ito stochastic differential equations in : where is a sequence of independent copies of the one-dimensional Brownian motion W and ( is a sequence of independent copies of the ℝp-valued random vector ξ. We show that under suitable conditions on the functions b, σ, K and Φ the dynamical behaviour of this system in the N → (limit can be described by the non-linear stochastic differential equation where P(t, dx dy) is the joint probability law of ξ and X(t).

scholarly journals A Class of Bridges of Iterated Integrals of Brownian Motion Related to Various Boundary Value Problems Involving the One-Dimensional Polyharmonic Operator

2011 ◽  
Vol 2011 ◽  
pp. 1-32
Author(s):  
Aimé Lachal
Keyword(s):  
Brownian Motion ◽  
Boundary Value Problems ◽  
Boundary Value ◽  
Classical Problem ◽  
Polyharmonic Operator ◽  
One Dimensional ◽  
The One ◽  
Interpolation Polynomials ◽  
Derivatives Of ◽  
Hermite Interpolation Polynomials

Let be the linear Brownian motion and the -fold integral of Brownian motion, with being a positive integer: for any In this paper we construct several bridges between times and of the process involving conditions on the successive derivatives of at times and . For this family of bridges, we make a correspondence with certain boundary value problems related to the one-dimensional polyharmonic operator. We also study the classical problem of prediction. Our results involve various Hermite interpolation polynomials.

scholarly journals An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers

2016 ◽  
Vol 22 (1) ◽  
pp. 1-23 ◽  
Author(s):  
David Dereudre ◽  
Sara Mazzonetto ◽  
Sylvie Roelly
Keyword(s):  
Brownian Motion ◽  
Sampling Method ◽  
Transition Density ◽  
Explicit Representation ◽  
Rejection Sampling ◽  
Skew Brownian Motion ◽  
One Dimensional ◽  
Brownian Motion With Drift ◽  
Transition Densities ◽  
The One

AbstractIn this paper, we obtain an explicit representation of the transition density of the one-dimensional skew Brownian motion with (a constant drift and) two semipermeable barriers. Moreover, we propose a rejection sampling method to simulate this density in an

Exploring the Multidimensional Facets of Authoritarianism: Authoritarian Aggression and Social Dominance Orientation

2008 ◽  
Vol 67 (1) ◽  
pp. 51-60 ◽  
Author(s):  
Stefano Passini
Keyword(s):  
Social Dominance ◽  
Factor Model ◽  
Three Dimensional ◽  
Social Dominance Orientation ◽  
Model Fit ◽  
Regression Analyses ◽  
One Dimensional ◽  
Confirmatory Factor ◽  
The One ◽  
Better Than

The relation between authoritarianism and social dominance orientation was analyzed, with authoritarianism measured using a three-dimensional scale. The implicit multidimensional structure (authoritarian submission, conventionalism, authoritarian aggression) of Altemeyer’s (1981, 1988) conceptualization of authoritarianism is inconsistent with its one-dimensional methodological operationalization. The dimensionality of authoritarianism was investigated using confirmatory factor analysis in a sample of 713 university students. As hypothesized, the three-factor model fit the data significantly better than the one-factor model. Regression analyses revealed that only authoritarian aggression was related to social dominance orientation. That is, only intolerance of deviance was related to high social dominance, whereas submissiveness was not.

Adiabatic large polarons in anisotropic molecular crystals

2011 ◽  
Vol 35 (1) ◽  
pp. 15-27
Author(s):  
Zoran Ivić ◽  
Željko Pržulj
Keyword(s):  
Energy Transfer ◽  
Effective Mass ◽  
Molecular Crystals ◽  
Single Chain ◽  
Proper Understanding ◽  
One Dimensional ◽  
Interchain Coupling ◽  
Large Polaron ◽  
The One

Adiabatic large polarons in anisotropic molecular crystals We study the large polaron whose motion is confined to a single chain in a system composed of the collection of parallel molecular chains embedded in threedimensional lattice. It is found that the interchain coupling has a significant impact on the large polaron characteristics. In particular, its radius is quite larger while its effective mass is considerably lighter than that estimated within the one-dimensional models. We believe that our findings should be taken into account for the proper understanding of the possible role of large polarons in the charge and energy transfer in quasi-one-dimensional substances.

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