Related papers: A General Integral
From a suitable integral representation of the Laplace transform of a positive semi-definite quadratic form of independent real random variables with not necessarily identical densities a univariate integral representation is derived for…
We give a survey of the use of infinitesimals within mathematical analysis to rigorously deal with the delta-function from physics, and more generally, with distributions in the sense of L. Schwartz. We use the framework of nonstandard…
In distribution theory the pullback of a general distribution by a $C^{\infty}$-function is well-defined whenever the normal bundle of the $C^{\infty}$-function does not intersect the wavefront set of the distribution. However, the…
We present a geometric approach to defining an algebra $\hat{\mathcal G}(M)$ (the Colombeau algebra) of generalized functions on a smooth manifold $M$ containing the space ${\mathcal D}'(M)$ of distributions on $M$. Based on differential…
This paper generalises inference functions (Godambe, 1960) to distributional statistical models, in which each probability measure is represented by a distribution--kernel pair $(T_\theta, \varphi) \in \mathcal S'(\mathbb R) \times \mathcal…
For the functions $f$, which can be represented in the form of the convolution $f(x)=\frac{a_{0}}{2}+\frac{1}{\pi}\int\limits_{-\pi}^{\pi}\sum\limits_{k=1}^{\infty}e^{-\alpha k^{r}}\cos(kt-\frac{\beta\pi}{2})\varphi(x-t)dt$,…
Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…
We present a simplified integral of functions of several variables. Although less general than the Riemann integral, most functions of practical interest are still integrable. On the other hand, the basic integral theorems can be obtained…
A Steinhaus random multiplicative function $f$ is a completely multiplicative function obtained by setting its values on primes $f(p)$ to be independent random variables distributed uniformly on the unit circle. Recent work of Harper shows…
Pointwise H\"older exponents describe the degree of regularity of a function near a point. For a function $f:\mathbb{R}\to\mathbb{R}$, a number $\alpha>0$ and a point $t_0\in\mathbb{R}$, write $f\in C^\alpha(t_0)$ if there is a constant $C$…
Following the theory of information measures based on the cumulative distribution function, we propose the fractional generalized cumulative entropy, and its dynamic version. These entropies are particularly suitable to deal with…
The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…
We propose a new integral based on Taylor measures, study its properties extensively, and we illustrate that it includes many concepts from mathematics as special cases. In particular, the new integral emerges as a generalization of the…
Karamata's integral representation for slowly varying functions is extended to a broader class of the so-called $\psi$-locally constant functions, i.e. functions $f(x)>0$ having the property that, for a given non-decreasing function $\psi…
A Wright function based framework is proposed to combine and extend several distribution families. The $\alpha$-stable distribution is generalized by adding the degree of freedom parameter. The PDF of this two-sided super distribution…
The concept of generalized functions taking values in a differentiable manifold is extended to a functorial theory. We establish several characterization results which allow a global intrinsic formulation both of the theory of…
Derivative of a function can be expressed in terms of integration over a small neighborhood of the point of differentiation, so-called differentiation by integration method. In this text a maximal generalization of existing results which…
Let $\alpha$ be a Steinhaus or a Rademacher random multiplicative function. For a wide class of multiplicative functions $f$ we show that the sum $\sum_{n \le x}\alpha(n) f(n)$, normalised to have mean square $1$, has a non-Gaussian…
The theory of normal variance mixture distributions is used to provide elementary derivations of closed-form expressions for the definite integrals $\int_0^\infty x^{-2\nu}\cos(bx)\gamma(\nu,\alpha x^2)\,\mathrm{d}x$ (for $\nu>1/2$, $b>0$…
A number of fundamental quantities in statistical signal processing and information theory can be expressed as integral functions of two probability density functions. Such quantities are called density functionals as they map density…