2 papers
math.AP2024
A Dynamical Equation for the Lorenz Curve: Dynamics of incomplete moments of probability distributions arising from Fokker-Planck equations
David W. Cohen, Merek Johnson, Bruce M. Boghosian
Fokker-Planck equations (forward Kolmogorov equations) evolve probability densities in time from an initial condition. For distributions over the real line, these evolution equatio…
math.PR2023
First passage duality in
Merek Johnson
In one and two dimensions, the first-passage time for a diffusing particle in the presence of a radial potential flow to hit a sphere, conditioned on actually hitting the sphere, i…