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Jürgen Potthoff

Publications and source records attributed to Jürgen Potthoff.

11 recordsLinked to original sources

A general class of mosaic random fields

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 $\mathbb{R}^d$ to other spaces such as the $d$-dimensional unit sphere $\mathbb{S}^d$, our construction also extends the classical models themselves, e.g. by replacing the Poisson distribution by an arbitrary discrete distribution. Moreover, the method of construction directly produces an exact and fast simulation procedure. By investigating the covariance structure of the general model we recover various explicit correlation functions on $\mathbb{R}^d$ and $\mathbb{S}^d$ and obtain several new ones.

math.PR

Construction of a relativistic Ornstein-Uhlenbeck process

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 distribution of this momentum process as well as other associated processes are computed.

math-ph

Fast simulation of Gaussian random fields

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 presented.

math.NA

Brownian Motions on Metric Graphs

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 Brownian motion is constructed pathwise on this graph so that its generator satisfies the given boundary conditions.

math.PR

Brownian Motions on Metric Graphs III - Construction: General Metric Graphs

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 the space of continuous functions vanishing at infinity - has a domain consisting of twice continuously differentiable functions satisfying these boundary conditions.

math.PR