Related papers: Some remarks on integral parameters of Wiener proc…

In this paper we find fractional Riemann-Liouville derivatives for the Takagi-Landsberg functions. Moreover, we introduce their generalizations called weighted Takagi-Landsberg functions which have arbitrary bounded coefficients in the…

The integer $d=\prod_{i=1}^s p_i^{b_i}$ is called an exponential divisor of $n=\prod_{i=1}^s p_i^{a_i}>1$ if $b_i \mid a_i$ for every $i\in \{1,2,...,s\}$. Let $\tau^{(e)}(n)$ denote the number of exponential divisors of $n$, where…

We derive a generalization of the Wiener-Khinchin theorem for nonstationary processes by introducing a time-dependent spectral density that is related to the time-averaged power. We use the nonstationary theorem to investigate aging…

Let $\{X_{1}(t)\}_{0\leq t\leq1}$ and $\{X_{2}(t)\}_{0\leq t\leq1}$ be two independent continuous centered Gaussian processes with covariance functions$R_{1}$ and $R_{2}$. This paper shows that if the covariance functions are of finite…

The partition function for unitary two matrix models is known to be a double KP tau-function, as well as providing solutions to the two dimensional Toda hierarchy. It is shown how it may also be viewed as a Borel sum regularization of…

In this paper we study linear correlations of the divisor function tau(n) = sum_{d|n} 1 using methods developed by Green and Tao. For example, we obtain an asymptotic for sum_{n,d} tau(n) tau(n+d) ... tau(n+ (k-1)d).

We consider very general "random integers" and (attempt to) prove that many multiplicative and additive functions of such integers have limiting distributions. These integers include, for instance, the curvatures of Apollonian circle…

We show that the generating series of some Hodge integrals involving one or two partitions are tau-functions of the KP hierarchy or the 2-Toda hierarchy respectively. We also formulate a conjecture on the connection between relative…

We construct the basis of a stochastic calculus for so-called Volterra processes, i.e., processes which are defined as the stochastic integral of a time-dependent kernel with respect to a standard Brownian motion. For these processes which…

We give a new proof of the trace formula for regular graphs. Our approach is inspired by path integral approach in quantum mechanics, and calculations are mostly combinatorial.

In this article we investigate the rough paths structure of a process $X_t$ living in a fixed Wiener chaos. Specifically, we formulate various types of rough lifts of $X_t$ and study their properties. As application, we study the…

The result of performing integrations over connection type variables in the path integral for the discrete field theory may be poorly defined in the case of non-compact gauge group with the Haar measure exponentially growing in some…

A PV number is an algebraic integer $\alpha$ of degree $d \geq 2$ all of whose Galois conjugates other than itself have modulus less than $1$. Erd\"{o}s \cite{erdos} proved that the Fourier transform $\widehat \varphi,$ of a nonzero…

A formula based on a vertex contributions of the Steiner $k$-Wiener index is induced by a newly introduced $k$-Steiner betweenness centrality, which measures the number of $k$-Steiner trees that include a particular vertex as a non-terminal…

We present an asymptotic expansion formula of an estimator for the drift coefficient of the fractional Ornstein-Uhlenbeck process. As the machinery, we apply the general expansion scheme for Wiener functionals recently developed by the…

We prove a Wiener-type theorem for arcs in the unit circle which concerns express the measure of an arc in the unit circle via the measure's Fourier coefficients. Then we use it to give the Fourier series of the Cantor and to compute the…

This paper contains sharp estimates about the distribution of multiple random integrals of functions of several variables with respect to a normalized empirical measure, about the distribution of U-statistics and multiple Wiener-Ito…

The nonrelativistic standard model for a continuous, one-parameter diffusion process in position space is the Wiener process. As well-known, the Gaussian transition probability density function (PDF) of this process is in conflict with…

This paper deals with the evaluation of some definite Euler-type integrals in terms of the Wright hypergeometric function. We obtain a theorem on the Wright hypergeometric function and then use this theorem to evaluate some definite…

This paper deals with efficient numerical methods for computing the action of the generating function of Bernoulli polynomials, say $q(\tau,w)$, on a typically large sparse matrix. This problem occurs when solving some non-local boundary…