1,958 research outputs found

    Five minutes with Anne Applebaum: “Putin cannot let Ukraine become a democratic, pro-European state”

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    Tensions have continued to rise in Crimea ahead of a planned referendum on the region seceding from Ukraine and joining Russia. In an interview with EUROPP’s Managing Editor Stuart Brown, Anne Applebaum discusses the importance of Vladimir Putin’s domestic situation to his handling of the crisis, the role of the Russian media in shaping public opinion, and why a key priority for the EU should be to enforce its own anti-corruption standards with regard to Russian investors

    The role of the nature of the noise in the thermal conductance of mechanical systems

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    Focussing on a paradigmatic small system consisting of two coupled damped oscillators, we survey the role of the L\'evy-It\^o nature of the noise in the thermal conductance. For white noises, we prove that the L\'evy-It\^o composition (Lebesgue measure) of the noise is irrelevant for the thermal conductance of a non-equilibrium linearly coupled chain, which signals the independence between mechanical and thermodynamical properties. On the other hand, for the non-linearly coupled case, the two types of properties mix and the explicit definition of the noise plays a central role.Comment: 9 pages, 2 figures. To be published in Physical Review

    First exit times of solutions of stochastic differential equations driven by multiplicative Levy noise with heavy tails

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    In this paper we study first exit times from a bounded domain of a gradient dynamical system Y˙t=U(Yt)\dot Y_t=-\nabla U(Y_t) perturbed by a small multiplicative L\'evy noise with heavy tails. A special attention is paid to the way the multiplicative noise is introduced. In particular we determine the asymptotics of the first exit time of solutions of It\^o, Stratonovich and Marcus canonical SDEs.Comment: 19 pages, 2 figure

    Fractional Fokker-Planck Equations for Subdiffusion with Space-and-Time-Dependent Forces

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    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

    A Lévy-Ciesielski expansion for quantum Brownian motion and the construction of quantum Brownian bridges

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    We introduce "probabilistic" and "stochastic Hilbertian structures". These seem to be a suitable context for developing a theory of "quantum Gaussian processes". The Schauder system is utilised to give a Lévy-Ciesielski representation of quantum (bosonic) Brownian motion as operators in Fock space over a space of square summable sequences. Similar results hold for non-Fock, fermion, free and monotone Brownian motions. Quantum Brownian bridges are defined and a number of representations of these are given

    Stationary Random Fields on the Unitary Dual of a Compact Group

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    We generalise the notion of wide-sense stationarity from sequences of complex-valued random variables indexed by the integers, to fields of random variables that are labelled by elements of the unitary dual of a compact group. The covariance is positive definite, and so it is the Fourier transform of a finite central measure (the spectral measure of the field) on the group. Analogues of the Cramer and Kolmogorov theorems are extended to this framework. White noise makes sense in this context and so, for some classes of group, we can construct time series and investigate their stationarity. Finally we indicate how these ideas fit into the general theory of stationary random fields on hypergroups

    Time-Changed Poisson Processes

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    We consider time-changed Poisson processes, and derive the governing difference-differential equations (DDE) these processes. In particular, we consider the time-changed Poisson processes where the the time-change is inverse Gaussian, or its hitting time process, and discuss the governing DDE's. The stable subordinator, inverse stable subordinator and their iterated versions are also considered as time-changes. DDE's corresponding to probability mass functions of these time-changed processes are obtained. Finally, we obtain a new governing partial differential equation for the tempered stable subordinator of index 0<β<1,0<\beta<1, when β\beta is a rational number. We then use this result to obtain the governing DDE for the mass function of Poisson process time-changed by tempered stable subordinator. Our results extend and complement the results in Baeumer et al. \cite{B-M-N} and Beghin et al. \cite{BO-1} in several directions.Comment: 18 page
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