Related papers: Generalized Gamma Process: some results about comp…
We consider a fractional generalization of gradient systems. We use differential forms and exterior derivatives of fractional orders. Examples of fractional gradient systems are considered. We describe the stationary states of these…
We review some recent results on connections between Brownian motion, Whittaker functions, random matrices and representation theory.
Our purpose is to investigate properties for processes with stationary and independent increments under $G$-expectation. As applications, we prove the martingale characterization to $G$-Brownian motion and present a decomposition for…
Various phenomenological models of particle multiplicity distributions are discussed using a general form of the grand canonical partition function. These phenomenological models include a wide range of varied processes such as coherent…
Vector fields with components which are generalized zero-forms are constructed. Inner products with generalized forms, Lie derivatives and Lie brackets are computed. The results are shown to generalize previously reported results for…
To any graph with external half-edges and internal masses, we associate canonical integrals which depend non-trivially on particle masses and momenta, and are always finite. They are generalised Feynman integrals which satisfy graphical…
We describe generalized Brownian motion related to parabolic equation systems from a logical point of view, i.e., as a generalization of Anderson's random walk. The connection to classical spaces is based on the Loeb measure. It seems that…
A rigorous connection between large deviations theory and Gamma-convergence is established. Applications include representations formulas for rate functions, a contraction principle for measurable maps, a large deviations principle for…
We develop a master equation formalism to describe the evolution of the average density matrix of a closed quantum system driven by a stochastic Hamiltonian. The average over random processes generally results in decoherence effects in…
In a recent article a generalization of the binomial distribution associated with a sequence of positive numbers was examined. The analysis of the nonnegativeness of the formal expressions was a key-point to allow to give them a statistical…
In this paper we investigate the form factors of paths for a class of non Gaussian processes. These processes are characterized in terms of the Mittag-Leffler function. In particular, we obtain a closed analytic form for the form factors,…
The main purpose of this paper of the paper is an explicite construction of generalized Gaussian process with function $t_b(V)=b^{H(V)}$, where $H(V)=n-h(V)$, $h(V)$ is the number of singletons in a pair-partition $V \in \st{P}_2(2n)$. This…
On the basis of integral representations of Poisson and binomial distribution functions via complete and incomplete Euler \Gamma- and B-functions, we introduce and discuss continuous counterparts of the Poisson and binomial distributions.…
This paper describes how one can use the well-known Bayesian prior to posterior analysis of the Dirichlet process, and less known results for the gamma process, to address the formidable problem of assessing the distribution of linear…
This work contributes to the theory and applications of Hawkes processes. We introduce and examine a new class of Hawkes processes that we call generalized Hawkes processes, and their special subclass -- the generalized multivariate Hawkes…
We present a semiclassical calculation of the generalized form factor which characterizes the fluctuations of matrix elements of the quantum operators in the eigenbasis of the Hamiltonian of a chaotic system. Our approach is based on some…
Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…
A classification of integrable two-component systems of non-evolutionary partial differential equations that are analogous to the Camassa-Holm equation is carried out via the perturbative symmetry approach. Independently, a classification…
In this article, we present a new two-dimensional generalization of the gamma function based on the product of the one-dimensional generalized beta function and the one-dimensional generalized gamma function. As will become clear later,…
In this paper we study an analytic Yeh--Feynman integral and an analytic Yeh--Fourier--Feynman transform associated with Gaussian processes. Fubini theorems involving the generalized analytic Yeh--Feynman integrals are established. The…