Related papers: Exponential moments of affine processes

The $\phi$-divergence-based moment method was recently introduced Abdelmalik et al. (2023) for the discretization of the radiative transfer equation. At the continuous level, this method is very close to the entropy-based MN methods and…

We prove that certain asymptotic moments exist for some random distance expanding dynamical systems and Markov chains in random dynamical environment, and compute them in terms of the derivatives at the $0$ of an appropriate pressure…

We present a family of explicit formulae for evaluating absolute moments of probability measures on $\mathbb{R}^d$ in terms of Fourier transforms. As to the space of probability measures possessing finite absolute moments of an arbitrary…

Assuming the generalized Riemann hypothesis, we evaluate sharp upper bounds for the shifted moments of quadratic Dirichlet L-functions with moduli 8p, where p ranges over odd primes. We then apply this result to prove bounds for the moments…

We obtain the asymptotic main term of moments of arbitrary derivatives of $L$-functions in the function field setting. Specifically, the first, second, and mixed fourth moments. The average is taken over all non-trivial characters of a…

In this paper, we investigate the size of moments of quadratic character sums averaged over the family of fundamental discriminants. We obtain an asymptotic formula for all integer moments in a restricted range of parameters using a…

Inspired by Stein's lemma, we derive two expressions for the joint moments of elliptical distributions. We use two different methods to derive $E[X_{1}^{2}f(\mathbf{X})]$ for any measurable function $f$ satisfying some regularity…

We establish upper bounds for moments of smoothed quadratic Dirichlet character sums under the generalized Riemann hypothesis, confirming a conjecture of M. Jutila.

In this paper we investigate the solution of generalized distributed order diffusion equations with composite time fractional derivative by using the Fourier-Laplace transform method. We represent solutions in terms of infinite series in…

We show that the maximum moments of the sum of independent positive semidefinite random matrices with given norm upper bounds and norms of expectations is attained when all the random matrices are the multiplications of certain random…

In this paper, a maximum principle for the one-dimensional sub-diffusion equation with Atangana-Baleanu fractional derivative is formulated and proved. The proof of the maximum principle is based on an extremum principle for the…

We study the moments of $\mbox{Tr}(\Theta_\chi)$ as $\chi$ runs over Dirichlet characters defined over $\mathbb{F}_q[T]$ of fixed order $r$. In particular, we show that after an appropriate normalization, the $q$-limit of the power sum…

If $\mathbf Y$ is a standard Fleming-Viot process with constant mutation rate (in the infinitely many sites model) then it is well known that for each $t>0$ the measure $\mathbf Y_t$ is purely atomic with infinitely many atoms. However,…

We introduce a class of Markov processes, called $m$-polynomial, for which the calculation of (mixed) moments up to order $m$ only requires the computation of matrix exponentials. This class contains affine processes, processes with…

We consider additive functionals as a time and space-dependent function of a diffusion corresponding to nonhomogeneous uniformly elliptic divergence form operator. We show that if the function belongs to natural domain of strong solutions…

In this note we introduce three problems related to the topic of finite Hausdorff moments. Generally speaking, given the first n+1 (n in N or n=0) moments, alpha(0), alpha(1),..., alpha(n), of a real-valued continuously differentiable…

We establish conditions for uniform $r$-th moment bound of certain $\R^d$-valued functions of a discrete-time stochastic process taking values in a general metric space. The conditions include an appropriate negative drift together with a…

This is an appendix containing further examples to S. Janson, Moments of Gamma type and the Brownian supremum process area, arXiv:1002.4135 [math.PR] and Probability Surveys 7 (2010), 1-52.

We obtain an upper bound on the expected supremum of a Bernoulli process indexed by the image of an index set under a uniformly Lipschitz function class in terms of properties of the index set and the function class, extending an earlier…

A general fractional relaxation equation is considered with a convolutional derivative in time introduced by A. Kochubei (Integr. Equ. Oper. Theory 71 (2011), 583-600). This equation generalizes the single-term, multi-term and…