Related papers: Some Darling-Siegert relationships connected with …
In the paper, the author establishes some identities which show that the functions $\frac1{(1-e^{\pm t})^k}$ and the derivatives $\bigl(\frac1{e^{\pm t}-1}\bigr)^{(i)}$ can be expressed each other by linear combinations with coefficients…
The aim of this paper is to investigate discrete approximations of the exponential functional $\int_0^{\infty} \exp(B(t) - \nu t) \di t$ of Brownian motion (which plays an important role in Asian options of financial mathematics) by the…
Using a deformed calculus based on the Dunkl operator, two new deformations of Bessel functions are proposed. Some properties i.e. generating function, differential-difference equation, recursive relations, Poisson formula... are also given…
A celebrated analogy between prime factorizations of integers and cycle decompositions of permutations is explored here. Asymptotic formulas characterizing semismooth numbers (possessing at most several large factors) carry over to random…
A discrete formulation of the real-time path integral as the expectation value of a functional of paths with respect to a complex probability on a sample space of discrete valued paths is explored. The formulation in terms of complex…
We analyze fluctuations of random walks with generally distributed increments. Integral representations for key performance measures are obtained by extending an inversion theorem of Hewitt [11] for Laplace-Stieltjes transforms. Another…
We consider reflecting random walks on the nonnegative integers with drift of order 1/x at height x. We establish explicit asymptotics for various probabilities associated to such walks, including the distribution of the hitting time of 0…
A family of random probabilities is defined and studied. This family contains the Dirichlet process as a special case, corresponding to an inner point in the appropriate parameter space. The extension makes it possible to have random means…
We consider discrete (time and space) random walks confined to the quarter plane, with jumps only in directions $(i,j)$ with $i+j \geq 0$ and small negative jumps, i.e., $i,j \geq -1$. These walks are called singular, and were recently…
We consider the use of random walks as an approach to obtain connection coefficients for higher-order Bernoulli and Euler polynomials. In particular, we consider the cases of a $1$-dimensional linear reflected Brownian motion and of a…
We explore the interplay between random and deterministic phenomena using a representation of uncertainty based on the measure-theoretic concept of outer measure. The meaning of the analogues of different probabilistic concepts is…
We introduce a new generalization of Stirling numbers of the second kind and analyze their properties, including generating functions, integral representations, and recurrence relations. These numbers are used to approximate Riemann zeta…
This paper reviews known results which connect Riemann's integral representations of his zeta function, involving Jacobi's theta function and its derivatives, to some particular probability laws governing sums of independent exponential…
An important line of research is the investigation of the laws of random variables known as Dirichlet means as discussed in Cifarelli and Regazzini(1990). However there is not much information on inter-relationships between different…
We consider a family of determinantal random point processes on the two-dimensional lattice and prove that members of our family can be interpreted as a kind of Gibbs ensembles of nonintersecting paths. Examples include probability measures…
We evaluate definite integrals involving the product of four modified Bessel functions of the first and second kind and a power function. We provide general formulas expressed in terms of the Meijer $G$-function and generalized…
In recent years, there has been an interest in deriving certain important probabilistic results as consequences of deterministic ones; see for instance \cite{beig} and \cite{acc}. In this work, we continue on this path by deducing a well…
The present paper provides exact expressions for the probability distributions of linear functionals of the two-parameter Poisson--Dirichlet process $\operatorname {PD}(\alpha,\theta)$. We obtain distributional results yielding exact forms…
The aim of this paper is to define some new number-theoretic functions including necklaces polynomials and the numbers of special words such as Lyndon words. By using Dirichlet convolution formula with well-known number-theoretic functions,…
Prompted by an example arising in critical percolation, we study some reflected Brownian motions in symmetric planar domains and show that they are intertwined with one-dimensional diffusions. In the case of a wedge, the reflected Brownian…