Related papers: On the eigenfunctions of the complex Ornstein-Uhle…
For a family of elliptic operators with rapidly oscillating periodic coefficients, we study the convergence rates for Dirichlet eigenvalues and bounds of the normal derivatives of Dirichlet eigenfunctions. The results rely on an…
We establish an operator--theoretic correspondence between periodic Bernoulli kernels and Hermite polynomials, framed through the umbral calculus and a quantum analogy. Starting from the analytic master function $F^\ast$, the periodic…
In this work, firstly in the direct sum of Hilbert spaces of vector-functions $L^{2} (H,(-\infty,a_{1})) \oplus L^{2} (H,(a_{2},b_{2}))\oplus^{2} (H,(a_{3},+\infty))$, $- \infty<a_{1}<a_{2}<b_{2}<a_{3}<+\infty$ all normal extensions of the…
We provide necessary and sufficient conditions for a Hilbert space-valued Ornstein-Uhlenbeck process to be reversible with respect to its invariant measure $\mu$. For a reversible process the domain of its generator in $L^p(\mu )$ is…
We define a family of pseudodifferential operators on the Hilbert space $L^2(\mathbf{Q}_p)$ of complex valued square-integrable functions on the $p$-adic number field $\mathbf{Q}_p$. The Riemann zeta-function and the related Dirichlet…
The goal of this paper is to construct ergodic estimators for the parameters in the double exponential Ornstein-Uhlenbeck process, observed at discrete time instants with time step size h. The existence and uniqueness, the strong…
A certain representation for the Heisenberg algebra in finite-difference operators is established. The Lie-algebraic procedure of discretization of differential equations with isospectral property is proposed. Using $sl_2$-algebra based…
The article is devoted to a new proof of the expansion for iterated Ito stochastic integrals with respect to the components of a multidimensional Wiener process. The above expansion is based on Hermite polynomials and generalized multiple…
We describe the graded characters and Hilbert functions of certain graded artinian Gorenstein quotients of the polynomial ring which are also representations of the symmetric group. Specifically, we look at those algebras whose socles are…
We consider the nonautonomous Ornstein-Uhlenbeck operator in some weighted spaces of continuous functions in $\R^N$. We prove sharp uniform estimates for the spatial derivatives of the associated evolution operator $\OU$, which we use to…
Zeilberger's algorithm provides a method to compute recurrence and differential equations from given hypergeometric series representations, and an adaption of Almquist and Zeilberger computes recurrence and differential equations for…
We consider different generalizations of the Euler formula and discuss the properties of the associated trigonometric functions. The problem is analyzed from different points of view and it is shown that it can be formulated in a natural…
In 1997 the author found a criterion for the Riemann hypothesis for the Riemann zeta function, involving the nonnegativity of certain coefficients associated with the Riemann zeta function. In 1999 Bombieri and Lagarias obtained an…
We characterize the domain of the realization of the linear parabolic operator Gu := u_t + L(t)u (where, for each real t, L(t) is an Ornstein-Uhlenbeck operator), in L^2 spaces with respect to a suitable measure, that is invariant for the…
We introduce the elliptical Ornstein-Uhlenbeck (OU) process, which is a generalisation of the well-known univariate OU process to bivariate time series. This process maps out elliptical stochastic oscillations over time in the complex…
We consider and provide an accurate study for the fractional Zernike functions on the punctured unit disc, generalizing the classical Zernike polynomials and their associated $\beta$-restricted Zernike functions. Mainly, we give the…
It is considered Ornstein-Uhlenbeck process $ x_t = x_0 e^{-\theta t} + \mu (1-e^{-\theta t}) + \sigma \int_0^t e^{-\theta (t-s)} dW_s$, where $x_0 \in R$, $\theta>0$, $ \mu \in R$ and $\sigma > 0$ are parameters. By use values $(z_k)_{k…
M.Levitin and E.Shargorodsky purposed in a recent article, [math.SP/0212087], the use of the so called ``second order relative spectrum'', to find eigenvalues of self-adjoint operators in gaps of the essential spectrum. Let $M$ be a…
An Ornstein-Uhlenbeck (OU) process can be considered as a continuous time interpolation of the discrete time AR$(1)$ process. Departing from this fact, we analyse in this work the effect of iterating OU treated as a linear operator that…
We consider non-local Ornstein-Uhlenbeck (OU) operators that correspond to Ornstein-Uhlenbeck processes driven by L\'evy processes. These are ergodic Markov processes and the OU operator is in general non-normal in the $L^2$ space weighted…