Related papers: Exponential moments of affine processes
In this paper we find lower bounds on higher moments of the error term in the Chebotarev density theorem. Inspired by the work of Bella\''{\i}che, we consider general class functions and prove bounds which depend on norms associated to…
We formalize a transfinite Phi process that treats all possibility embeddings as operators on structured state spaces including complete lattices, Banach and Hilbert spaces, and orthomodular lattices. We prove a determinization lemma…
Given a domain $\Omega \subseteq \mathbb{R}^2$, let $\mathcal{D}(\Omega,x,R)$ be the number of lattice points from $\mathbb{Z}^2$ in $R\Omega-x$, for $R \ge 1$ and $x\in \mathbb{T}^2$, minus the area of $R\Omega$: $$\mathcal{D}(\Omega,x,R)…
The well-known Bennett-Hoeffding bound for sums of independent random variables is refined, by taking into account truncated third moments, and at that also improved by using, instead of the class of all increasing exponential functions,…
Let $f\left(K\right)$ be the number of unramified extensions $L/K$ of a quadratic number field $K$ with $\mathrm{Gal}\left(L/K\right)=H$ and $\mathrm{Gal}\left(L/\mathbb{Q}\right)=G$ where $G$ is a central extension of $\mathbb{F}_{2}^{n}$…
Taking the two-dimensional $\phi^4$ theory as an example, we numerically solve the deterministic equations of motion with random initial states. Short-time behavior of the solutions is systematically investigated. Assuming that the…
In this paper, we prove a quantitative version of the Oppenheim conjecture for indefinite ternary quadratic forms: for any indefinite irrational ternary quadratic form $Q$ that is not extremely well approxiable by rational forms, and for…
We propose a generalized diffusion equation for a flat Euclidean space subjected to a continuous infinitesimal scale transform. For the special cases of an algebraic or exponential expansion/contraction, governed by time-dependent scale…
We obtain for the Kempner series (i.e. harmonic series where certain digits are excluded from all denominators, for example the digit 9 in base 10) new representations as geometrically convergent series. The coefficients for these…
In this paper we study the moment generating function and the moments of occupation time functionals of one-dimensional diffusions. Assuming, specifically, that the process lives on $\mathbb{R}$ and starts at~0, we apply Kac's moment…
We study an affine two-factor model introduced by Barczy et al. (2014). One component of this two-dimensional model is the so-called $\alpha$-root process, which generalizes the well known CIR process. In this paper, we show that this…
Variational formulas for the Laplace transform of the exit time from an open set of a Hunt process generated by a regular lower bounded semi-Dirichlet form are established. While for symmetric Markov processes, variational formulas are…
We device a new method to calculate a large number of Mellin moments of single scale quantities using the systems of differential and/or difference equations obtained by integration-by-parts identities between the corresponding Feynman…
The 3D compressible and incompressible Euler equations with a physical vacuum free boundary condition and affine initial conditions reduce to a globally solvable Hamiltonian system of ordinary differential equations for the deformation…
We study Markov chains formed by squared singular values of products of truncated orthogonal, unitary, symplectic matrices (corresponding to the Dyson index $\beta = 1,2,4$ respectively) where time corresponds to the number of terms in the…
We obtain several exact results for universal distributions involving the maximum of the Airy$_2$ process minus a parabola and plus a Brownian motion, with applications to the 1D Kardar-Parisi-Zhang (KPZ) stochastic growth universality…
In this paper we establish functional Erd\H{o}s-Renyi laws for L\'evy processes, i.e. limit theorems for sets of functions on [0,1] associated to their increments. First, we determine precise conditions under which, in a general framework,…
We obtain a general characterization of discrete-time all-pass rational matrix functions from state-space representations. It can be employed to address model reduction problems in the same vein of the theory developed by Glover in the…
We consider processes that coincide with a given diffusion process outside a finite collection of domains. In each of the domains, there is, additionally, a large drift directed towards the interior of the domain. We describe the limiting…
This note outlines the steps for proving that the moments of a randomly-selected subset of a general ETF (complex, with aspect ratio $0<\gamma<1$) converge to the corresponding MANOVA moments. We bring here an extension for the proof of the…