Related papers: Some remarks on integral parameters of Wiener proc…
Ito's Lemma implies that if $W$ is a Wiener process and $f$ is a twice continuously differentiable function, then the process $f(W)$ is the sum of a time integral and an Ito integral. The Ito integrand is not necessarily locally square…
The Poincare series of a multi-index filtration on the ring of germs of functions can be written as a certain integral with respect to the Euler characteristic over the projectivization of the ring. Here this integral is considered with…
The Wiener index of a vertex coloring of a graph is defined to be the sum of all pairwise geodesic distances between vertices of the same color. We provide characterizations of vertex colorings of paths and cycles whose Wiener index is as…
The paper presents new and known results on estimates of important linear and nonlinear approximation characteristics of generalized Wiener classes of functions of several variables in different metrics.
The Wiener index W(G) of a connected graph $G$ is the sum of distances between all pairs of vertices in G$. In this paper, we first give the recurrences or explicit formulae for computing the Wiener indices of spiro and polyphenyl hexagonal…
We study a triple of stochastic processes: a Wiener process $W_t$, $t \geq 0$, its running maxima process $M_t=\sup \{W_s: s \in [0,t]\}$ and its running minima process $m_t=\inf \{W_s: s \in [0,t]\}$. We derive the analytical formulas for…
We consider empirical measures in a triangular array setup with underlying distributions varying as sample size grows. We study asymptotic properties of multiple integrals with respect to normalized empirical measures. Limit theorems…
In the article, we find the asymptotic distribution of the derivative of the taut string accompanying a Wiener process in a strip of fixed width on long time intervals. This enables to find explicit expressions for minimal energy (averaged…
The results of Koml\'{o}s, Major and Tusn\'{a}dy give optimal Wiener approximation of partial sums of i.i.d. random variables and provide an extremely powerful tool in probability and statistical inference. Recently Wu [Ann. Probab. 35…
Given a variety over $\mathbb{Q}$, we study the distribution of the number of primes dividing the coordinates as we vary an integral point. Under suitable assumptions, we show that this has a multivariate normal distribution. We generalise…
We consider integrals of tau functions of Zakharov-Shabat systems whose higher times are related to the eigenvalues of products of random matrices. Apart of random matrices there is the set of $n$ pairs of given matrices which play the role…
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 establish new Bombieri-Vinogradov type estimates for a wide class of multiplicative arithmetic functions and derive several applications, including: a new proof of a recent estimate by Drappeau and Topacogullari for arithmetical…
Fractional Wiener--Weierstrass bridges are a class of Gaussian processes that arise from replacing the trigonometric function in the construction of classical Weierstrass functions by a fractional Brownian bridge. We investigate the sample…
For an element $a$ of an integral domain D under an equivalence relation \tau, the \tau-factorization of a is defined as \lambda a_1 a_2... a_k, where \lambda is a unit in D and a_i \tau a_j for all i, j. An irreducible element has no…
We study the convergence to the multiple Wiener-It\^{o} integral from processes with absolutely continuous paths. More precisely, consider a family of processes, with paths in the Cameron-Martin space, that converges weakly to a standard…
In this article, we present relations for the Euler totient function $\varphi(n)$ and the number of divisors $\tau(n)$ in terms of finite sums of integer parts of rational numbers or greatest common divisors of pairs of integers. Some of…
The Wiener index is defined as the sum of distances between all unordered pairs of vertices in a graph. It is one of the most recognized and well-researched topological indices, which is on the other hand still a very active area of…
The integrability problem consists in finding the class of functions a first integral of a given planar polynomial differential system must belong to. We recall the characterization of systems which admit an elementary or Liouvillian first…
We consider the simplest gauge theories given by one- and two- matrix integrals and concentrate on their stringy and geometric properties. We remind general integrable structure behind the matrix integrals and turn to the geometric…