The first-passage time of a Markov process to a moving barrier is considered as a first-exit time for a vector whose components include the process and the barrier. Thus when the barrier is itself a solution of a differential equation, the theory of first-exit times for multidimensional processes may be used to obtain differential equations for the moments and density of the first-passage time ...

E. Lefai · I. Ruiz de Mena · R. Garesse Departamento de Bioquímica, Instituto de Investigaciones Biomédicas "Alberto Sols" CSIC-UAM, Facultad de Medicina, Universidad Autónoma de Madrid, c/ Arzobispo Morcillo 4. 28029 Madrid. Spain M. Calleja Centro de Biologia Molecular "Severo Ochoa" CSIC-UAM, Campus de Cantoblanco, Madrid, Spain A. T. Lagina III · L. S. Kaguni Department of Biochemistry, Mic...

Efficient scientific study requires organized cooperation between scholars, as well in contemporary science as in the past. The famous philosopher, G. W. Leibniz (1646-1716) regarded as his models for the scientific organizations The Royal Society (founded in 1660) and The Royal Science Academy of France (founded in 1666). 1 These societies were mainly interested in practical applications, alth...

By making fundamental use of the Farey shift map and employing infinite (but σ-finite) measures together with the Chacon-Ornstein ergodic theorem it is possible to find new metrical results for continued fractions. Moreover this offers a unified approach to several existing theorems. The application of ergodic theory to the study of continued fractions began with the Gauss transformation, G: [0...

We derive a new coupling of the running maximum of an Ornstein–Uhlenbeck process and the running maximum of an explicit i.i.d. sequence. We use this coupling to verify a conjecture of Darling and Erdős (1956).

We prove that the passive scalar field in the Ornstein-Uhlenbeck velocity field with wave-number dependent correlation times converges, in the white-noise limit, to that of Kraichnan’s model with higher spatial regularity.

in the present work, the integral equations method is used to calculate transport properties of polar fluids. for this goal, we use the stockmayer potential and examine theoretically the thermal conductivity of several refrigerant mixtures such as r125+r134a, r125+r32, r125+r152a, r134a+r32, r152a+r32, r134a+r143a, and r125+r143a. we solve numerically the ornstein-zernike (oz) equation using th...

We prove that the density fluctuations for a zero-range process evolving on the d-dimensional supercritical percolation cluster, with d ≥ 3, are given by a generalized Ornstein-Uhlenbeck process in the space of distributions S (R).

We consider solutions of Burgers’ equation with linear or quadratic external potential and stationary random initial conditions of Ornstein–Uhlenbeck type. We study a class of limit laws that correspond to a scale renormalization of the solutions.

We investigate the sharp large deviation properties of the energy and the maximum likelihood estimator for the Ornstein-Uhlenbeck process driven by a fractional Brownian motion with Hurst index greater than one half. A.M.S. Classification: 60F10, 60G15, 60J65