3 papers
math.PR2019
Some martingales associated with multivariate Bessel processes
Miklos Kornyik, Michael Voit, Jeannette H. C. Woerner
We study Bessel processes on Weyl chambers of types A and B on . Using elementary symmetric functions, we present several space-time-harmonic functions and thus martin…
quant-ph2018
The Monte Carlo wave-function method: a robust adaptive algorithm and a study in convergence
M. Kornyik, A. Vukics
We present a stepwise adaptive-timestep version of the Quantum Jump (Monte Carlo wave-function) algorithm. Our method has proved to remain robust even for problems where the integr…
math.CA2016
On the moments of roots of Laguerre-polynomials and the Marchenko-Pastur law
Miklós Kornyik, György Michaletzky
In this paper we compute the leading terms in the sum of the power of the roots of , the Laguerre-polynomial of degree with parameter . The connection…