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The aim of this paper is to give an overview of the spectral theories associated with the notions of holomorphicity in dimension greater than one. A first natural extension is the theory of several complex variables whose Cauchy formula is…
The purpose of this paper is to collect and make explicit the results of Langlands, Bump, Miyazaki and Manabe, Ishii and Oda for the $GL(3)$ Eisenstein series and Whittaker functions which are non-trivial on $SO(3,\mathbb{R})$. The final…
We construct an estimator of the L\'evy density of a pure jump L\'evy process, possibly of infinite variation, from the discrete observation of one trajectory at high frequency. The novelty of our procedure is that we directly estimate the…
We define a new type of self-similarity for one-parameter families of stochastic processes, which applies to a number of important families of processes that are not self-similar in the conventional sense. This includes a new class of…
We use the recently-developed multiparameter theory of additive Levy processes to establish novel connections between an arbitrary Levy process $X$ in $\mathbf{R}^d$, and a new class of energy forms and their corresponding capacities. We…
This paper is a continuation of the research of our previous work and considers quaternionic generalized Carath\'eodory functions and the related family of generalized positive functions. It is addressed to a wide audience which includes…
We study the problem of diffraction by a right-angled no-contrast penetrable wedge by means of a two-complex-variable Wiener-Hopf approach. Specifically, the analyticity properties of the unknown (spectral) functions of the…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…
Consider the Schr\"odinger operator $\mathcal{L}=-\Delta+V$ in $\mathbb{R}^n, n\ge 3,$ where $V$ is a nonnegative potential satisfying a reverse H\"older condition of the type \begin{equation*} \left( \frac{1}{|B|}\int_B…
Veestraeten [1] recently derived inverse Laplace transforms for Laplace transforms that contain products of two parabolic cylinder functions by exploiting the link between the parabolic cylinder function and the transition density and…
We start by defining a subordinator by means of the lower-incomplete gamma function. It can be considered as an approximation of the stable subordinator, easier to be handled thank to its finite activity. A tempered version is also…
The goal is to identify the class of distributions to which the distribution of the maximum of a L\'evy process with no negative jumps and negative mean (equivalently, the stationary distribution of the reflected process) belongs. An…
We consider and provide an accurate study for the fractional Zernike functions on the punctured unit disc, generalizing the classical Zernike polynomials and their associated $\beta$-restricted Zernike functions. Mainly, we give the…
In this article we define and investigate statistical operators and an entropy functional for Bernstein stochastic processes associated with hierarchies of forward-backward systems of decoupled deterministic linear parabolic partial…
The goal of the present paper is that of defining the so-called Sturm-Liouville hierarchy of evolution equations, firstly by using the zero-curvature formalism, then by using the asymptotic properties of the Weyl $m$-functions for certain…
We provide the full theory of thermodynamic formalism for a very general collection of entire functions in class $\mathcal B$. This class overlaps with the collection of all entire functions for which thermodynamic formalism has been so far…
Many well-known positive linear operators (like Bernstein, Baskakov, Sz\'{a}sz-Mirakjan) are constructed by using specific fundamental functions. The sums of the squared fundamental functions have been objects of study in some recent…
We prove Lieb type convexity and concavity results for trace functionals associated with positive operator monotone (decreasing) functions and certain monotone concave functions. This gives a partial generalization of Hiai's recent work on…
The Lamperti transform offers a powerful bridge between self-similar processes and stationary dynamics, making it especially useful for analyzing anomalous diffusion models that lack stationary increments. In this paper we examine the…
Para-Hermitian polynomial matrices obtained by matrix spectral factorization lead to functions useful in control theory systems, basis functions in numerical methods or multiscaling functions used in signal processing. We introduce a fast…