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stat.CO2024
Direct Inversion for Chi-Square Sampling, the Squared Bessel Process, and Applications
Simon J. A. Malham, Anke Wiese, Yifan Xu
In this paper we derive a new direct inversion method to simulate squared Bessel processes. Since the transition probability of these processes can be represented by a non-central…
nlin.SI2024
Direct linearisation of the non-commutative Kadomtsev-Petviashvili equations
Gordon Blower, Simon J. A. Malham
We prove that the non-commutative Kadomtsev-Petviashvili (KP) equation and a `lifted' modified Kadomtsev-Petviashvili (mKP) equation are directly linearisable, and thus integrable…