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Fractional calculus is the calculus of differentiation and integration of non-integer orders. In a recently paper (Annals of Physics 323 (2008) 2756-2778), the Fundamental Theorem of Fractional Calculus is highlighted. Based on this…
Given a probability density $P({\bf x}|{\boldsymbol \lambda})$, where $\bf x$ represents continuous degrees of freedom and $\lambda$ a set of parameters, it is possible to construct a general identity relating expectations of observable…
A matrix model approach to proof of the AGT relation is briefly reviewed. It starts from the substitution of conformal blocks by the Dotsenko-Fateev beta-ensemble averages and Nekrasov functions by a double deformation of the exponentiated…
This paper explores the well-posedness of the Cauchy problem for the Fokker-Planck equation associated with the partial differential operator $L$ with low regularity condition. To address uniqueness, we apply a recently developed…
Let $X=(X_t)$ be a one-dimensional Ornstein-Uhlenbeck process with an initial density function $f$ supported on the positive real-line that is a regularly varying function with exponent $-(1+\eta)$, with $\eta\in (0,1)$. We prove the…
Motivated by the effective impact of the Pascal functional and the Wronskian matrices, we investigate several identities and differential equation for the Sheffer-Appell polynomial sequence by using matrix algebra. The matrix approach,…
We reconsider in some detail a construction allowing (Borel) convergence of an alternative perturbative expansion, for specific physical quantities of asymptotically free models. The usual perturbative expansions (with an explicit mass…
Let $\sum_{\beta\in\nats^d} F_\beta x^\beta$ be a multivariate power series. For example $\sum F_\beta x^\beta$ could be a generating function for a combinatorial class. Assume that in a neighbourhood of the origin this series represents a…
We show the pointwise convergence of the averages \[ \mathcal{A}_N f(x) = \frac{1}{\# \mathbf{B}_N} \sum_{n \in \mathbf{B}_N} f(x + n) \] for $f \in \ell^1(\mathbb{Z})$ where $\mathbf{B}_N = \mathbf{B} \cap [1, N]$, and $\mathbf{B}$ is a…
For a sequence of integers $\{a(x)\}_{x \geq 1}$ we show that the distribution of the pair correlations of the fractional parts of $\{ \langle \alpha a(x) \rangle \}_{x \geq 1}$ is asymptotically Poissonian for almost all $\alpha$ if the…
First we reprove, using representation theory and the relative trace formula of Jacquet, an average value result of Duke for modular L-series at the critical center. We also establish a refinement. To be precise, the L-value which appears…
The galactic evolutionary theory is now sufficiently mature to provide information about the galaxy formation phase. From evolutionary models we establish a link between the present features of late type galaxies and the protogalactic…
Suppose $\{ X_k \}_{k \in \mathbb{Z}}$ is a sequence of bounded independent random matrices with common dimension $d\times d$ and common expectation $\mathbb{E}[ X_k ]= X$. Under these general assumptions, the normalized random matrix…
Motivated by problems from statistical analysis for discretely sampled SPDEs, first we derive central limit theorems for higher order finite differences applied to stochastic process with arbitrary finitely regular paths. These results are…
In this paper, we consider characterisations of the class of unitary matrix integrals $\big\langle (\det U)^q {\rm e}^{s^{1/2} \operatorname{Tr}(U + U^\dagger)} \big\rangle_{U(l)}$ in terms of a first-order matrix linear differential…
The new complete orthonormal sets of -Laguerre type polynomials (-LTP,) are suggested. Using Schr\"odinger equation for complete orthonormal sets of -exponential type orbitals (-ETO) introduced by the author, it is shown that the origin of…
The Laguerre functions $l_{n,\tau}^\alpha$, $n=0,1,\dots$, are constructed from generalized Laguerre polynomials. The functions $l_{n,\tau}^\alpha$ depend on two parameters: scale $\tau>0$ and order of generalization $\alpha>-1$, and form…
There is proposed the Maillet--Malgrange type theorem for a generalized power series (having complex power exponents) formally satisfying an algebraic ordinary differential equation. The theorem describes the growth of the series…
The continuous-discrete filtering problem requires the solution of a partial differential equation known as the Fokker-Planck-Kolmogorov forward equation (FPKfe). In this paper, the path integral formula for the fundamental solution of the…
We study the arithmetic (real) function f=g*1, with g "essentially bounded" and supported over the integers of [1,Q]. In particular, we obtain non-trivial bounds, through f "correlations", for the "Selberg integral" and the "symmetry…