Zobrazeno 1 - 10
of 126
pro vyhledávání: '"Potthoff, Jürgen"'
We present a model of a random field on a topological space $M$ that unifies well-known models such as the Poisson hyperplane tessellation model, the random token model, and the dead leaves model. In addition to generalizing these submodels from $\ma
Externí odkaz:
http://arxiv.org/abs/1709.01441
Autor:
Potthoff, Jürgen, Schrader, Robert
Based on a version of Dudley's Wiener process on the mass shell in the momentum Minkowski space of a massive point particle, a model of a relativistic Ornstein--Uhlenbeck process is constructed by addition of a specific drift term. The invariant dist
Externí odkaz:
http://arxiv.org/abs/1702.01288
A theorem of the Kolmogorov--Chentsov type is proved for random fields on a Riemannian manifold.
Externí odkaz:
http://arxiv.org/abs/1607.05859
We provide a class of self-adjoint Laplace operators on metric graphs with the property that the solutions of the associated wave equation satisfy the finite propagation speed property. The proof uses energy methods, which are adaptions of correspond
Externí odkaz:
http://arxiv.org/abs/1106.0817
Autor:
Lang, Annika, Potthoff, Jürgen
Publikováno v:
Monte Carlo Methods and Applications, 17 (2011), 195-214
Fast Fourier transforms are used to develop algorithms for the fast generation of correlated Gaussian random fields on d-dimensional rectangular regions. The complexities of the algorithms are derived, simulation results and error analysis are presen
Externí odkaz:
http://arxiv.org/abs/1105.2737
Brownian motions on a metric graph are defined. Their generators are characterized as Laplace operators subject to Wentzell boundary at every vertex. Conversely, given a set of Wentzell boundary conditions at the vertices of a metric graph, a Brownia
Externí odkaz:
http://arxiv.org/abs/1102.4937
Pathwise constructions of Brownian motions which satisfy all possible boundary conditions at the vertex of star graphs are given.
Comment: 36 pages. The material of our previous articles 1012.0733, 1012.0737, 1012.0739 has been re-organized. The
Comment: 36 pages. The material of our previous articles 1012.0733, 1012.0737, 1012.0739 has been re-organized. The
Externí odkaz:
http://arxiv.org/abs/1102.4533
Various equivalent conditions for a semigroup or a resolvent generated by a Markov process to be of Feller type are given.
Comment: 5 pages. The material of our previous articles 1012.0733, 1012.0737, 1012.0739 has been re-organized. The present
Comment: 5 pages. The material of our previous articles 1012.0733, 1012.0737, 1012.0739 has been re-organized. The present
Externí odkaz:
http://arxiv.org/abs/1102.3979
Consider a metric graph G with set of vertices V. Assume that for every vertex in V one is given a Wentzell boundary condition. It is shown how one can construct the paths of a Brownian motion on G such that its generator - viewed as an operator on t
Externí odkaz:
http://arxiv.org/abs/1012.0739