We give best tests and corresponding power functions for testing the hypothesis of no drift versus the alternative of positive linear drift in a one-dimensional Brownian motion process. The tests are ...
A mystery of mathematics that has remained unsolved for more than 150 years can be unraveled thanks to a completely unexpected approach coming from statistical physics. This is the important ...
In the article, Giuseppe Mussardo and Andrè Leclair showed that there is instead an elegant explanation of the alignment of zeros along the ½ axis of the Riemann function (as well as of infinite ...
This paper continues an investigation of the time-dependent behavior of regulated or reflecting Brownian motion (RBM). Part I focused on RBM starting at the origin; Part II focuses on RBM starting at ...
The story of Brownian motion began with experimental confusion and philosophical debate, before Einstein, in one of his least well-known contributions to physics, laid the theoretical groundwork for ...
In the article, Giuseppe Mussardo and Andrè Leclair showed that there is instead an elegant explanation of the alignment of zeros along the ½ axis of the Riemann function (as well as of infinite ...