Related papers: Moment formulas for multi-type continuous state an…
We study differentiable mixed-moment models (full zeroth and first moment, half higher moments) for a Fokker-Planck equation in one space dimension. Mixed-moment minimum-entropy models are known to overcome the zero net-flux problem of…
Recently the identity method was proposed to calculate second moments of the multiplicity distributions from event-by-event measurements in the presence of the effects of incomplete particle identification. In this paper the method is…
This work provides a brief introduction to continuous-state branching processes (CB-processes) and continuous-state branching processes with immigration (CBI-processes) accessible to graduate students with reasonable background in…
We give some representation about recent achievements in analysis of the M/G/1 queue with egalitarian processor sharing discipline (EPS). The new formmulas are derived for the j-th moments (j=1,2,...) of the (conditional) stationary sojourn…
Dirichlet averages of multivariate functions are employed for a derivation of basic recurrence formulas for the moments of multivariate Dirichlet splines. An algorithm for computing the moments of multivariate simplex splines is presented.…
This paper focuses on the problem of the degree sequence for a mixed random graph process which continuously combines the {\it classical} model and the BA model. Note that the number of step added edges for the mixed model is random and…
Continuous-state branching processes (CSBPs) with immigration (CBIs), stopped on hitting zero, are generalized by allowing the process governing immigration to be any L\'evy process without negative jumps. Unlike the CBIs, these newly…
Despite the relevance of the binomial distribution for probability theory and applied statistical inference, its higher-order moments are poorly understood. The existing formulas are either not general enough, or not structured and…
We calculate joint moments of the characteristic polynomial of a random unitary matrix from the circular unitary ensemble and its derivative in the case that the power in the moments is an odd positive integer. The calculations are carried…
We present the method of moments approach to pricing barrier-type options when the underlying is modelled by a general class of jump diffusions. By general principles the option prices are linked to certain infinite dimensional linear…
The results of Amir-Corwin-Quastel, Calabrese-Le Doussal-Rosso, Dotsenko, and Sasamoto-Spohn imply that the one-point distribution of the solution of the KPZ equation with the narrow wedge initial condition coincides with that for a…
We consider a fractional counting process with jumps of amplitude $1,2,\ldots,k$, with $k\in \mathbb{N}$, whose probabilities satisfy a suitable system of fractional difference-differential equations. We obtain the moment generating…
Consideration is given to the three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in)homogeneous continuous-time Markov chains. This class is…
In this paper the asymptotic behavior of a critical multi-type branching process with immigration is described when the offspring mean matrix is irreducible, in other words, when the process is indecomposable. It is proved that sequences of…
We study the asymptotic behavior of branching diffusion processes in periodic media. For a super-critical branching process, we distinguish two types of behavior for the normalized number of particles in a bounded domain, depending on the…
We conjecture results about the moments of mixed derivatives of the Riemann zeta function, evaluated at the non-trivial zeros of the Riemann zeta function. We do this in two different ways, both giving us the same conjecture. In the first,…
We consider large values of long linear exponential sums involving Fourier coefficients of holomorphic cusp forms. The sums we consider involve rational linear twists $e(nh/k)$ with sufficiently small denominators. We prove both pointwise…
Guided by the relationship between the breadth-first walk of a rooted tree and its sequence of generation sizes, we are able to include immigration in the Lamperti representation of continuous-state branching processes. We provide a…
We investigate the properties of the moments of the cot function using the central factorial numbers. Using a new integral representation of the central factorial numbers, we find a new way to express these moments in terms of recursive…
In this paper we introduce and investigate moment generating Stirling numbers of the first kind, "`MSN1"'. They are inverses of MSN2's, which make the representation of the moments for a lot of statistical distributions in closed formulas…