However, explicit formulas for the first passage density have only been obtained for a few cases. This paper derives an explicit formula for the first passage density of Brownian motion with twosided piecewise continuous boundaries which may have some points of discontinuity. Approximations are used ...
Brownian motion on a homogeneous random fractal We introduce a simple random fractal based on the Sierpinski gasket and construct a Brownian motion upon the fractal. The properties of the process on the ... BM Hambly - 《Probab.theory Relat.fields》 被引量: 136发表: 1992年 Transition density...
aThe rational values of the contingent claims are thus expressed through the transition density of a two-dimensional geometric Brownian motion. 意外索赔的合理的价值通过二维几何学苏格兰的植物学家Robert Brown的行动的转折密度因而被表达。[translate]
ts_brownian_motion( .time = 100, # Total time of the simulation. .num_sims = 10, # Total number of simulations. .delta_time = 1, # Time step size. .initial_value = 0, # Initial value of the simulation. .return_tibble = TRUE # Return a tibble (TRUE) or a matrix (FALSE). )...
The analysis of the effect of volume on the self-diffusion shows two different types of behaviour depending on whether the Brownian particle has the same mass as the environment particles or not.关键词: Theoretical or Mathematical/ Brownian motion Lennard-Jones potential self-diffusion in liquids/ ...
Absorbance is dependent on the wavelength (a filter designed to absorb lights of all visible wavelengths equally is specifically called a neutral density filter or ND filter), and is often measured as a function of the radiation wavelength, which is called the absorption spectrum. ...
The correct analogue of the Gaussian kernel is the 'heat kernel', the occupation density of Brownian motion on the network. The corresponding kernel estimator satisfies the classical time‐dependent heat equation on the network. This 'diffusion estimator' has good statistical properties that follow ...
Since a random walk is a fractional Brownian motion only if the walk steps are significantly smaller than the dimension of the space, the power-law relation applies only for the frequencies above a certain point. The fractalness of the layout space is thus inferred by the satisfaction of the...
Kernel densities provide a useful means of judging whether a set of results from a round of a proficiency test is unimodal or multimodal and, in either case, estimating the values of the identified mode, modes, or shoulders. The judgment of whether a data set is multimodal depends on having...
展开 关键词: Static sandpiles granular compaction Granular models of complex systems traffic flow Fluctuation phenomena random processes noise and Brownian motion Nonequilibrium and irreversible thermodynamics DOI: 10.1103/PhysRevE.63.020301 被引量: 29 年份...