Related papers: Explicit formulae in probability and in statistica…
R. Doney identifies a striking factorization of the arc-sine law in terms of the suprema of two independent stable processes of the same index by an elegant random walks approximation. In this paper, we provide an alternative proof and a…
Large sampling intervals can affect reconstruction of Kramers-Moyal coefficients from data. A new method, which is direct, non-stochastic and exact up to numerical accuracy, can estimate these finite-time effects. For the first time, exact…
Recently there has been a renewed interest in asymptotic Euler-MacLaurin formulas, partly due to applications to spectral theory of differential operators. Using elementary means, we recover such formulas for compactly supported smooth…
Probabilistic description of results of measurements and its consequences for understanding quantum mechanics are discussed. It is shown that the basic mathematical structure of quantum mechanics like the probability amplitudes, Born rule,…
In this paper we survey the history of, and recent developments on, two major conjectures originating in Zilber's model-theoretic work on complex exponentiation -- Existential Closedness and Zilber-Pink. The main focus is on the modular…
A new characterization of the exponential distribution is obtained. It is based on an equation involving randomly shifted (translated) order statistics. No specific distribution is assumed for the shift random variables. The proof uses a…
We consider a scalar-valued implicit function of many variables, and provide two closed formulae for all of its partial derivatives. One formula is based on products of partial derivatives of the defining function, the other one involves…
In 1979, building on S. Lie's theory of symmetries of (partial) differrential equations, P.J. Olver formulated inductive formulas which are appropriate for the computation of the prolongations of an infinitesimal Lie symmetry to jet spaces,…
The study of the relation between Lie algebras and groups, and especially the derivation of new algebras from them, is a problem of great interest in mathematics and physics, because finding a new Lie group from an already known one also…
We study a class of semi-implicit Taylor-type numerical methods that are easy to implement and designed to solve multidimensional stochastic differential equations driven by a general rough noise, e.g. a fractional Brownian motion. In the…
In this paper, by using some families of special numbers and polynomials with their generating functions, we give various properties of these numbers and polynomials. These numbers are related to the well-known numbers and polynomials,…
We consider Markovian dynamics modeling open mesoscopic systems which are driven away from detailed balance by a nonconservative force. A systematic expansion is obtained of the stationary distribution around an equilibrium reference, in…
Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…
The study of distributed order calculus usually concerns about fractional derivatives of the form $\int_0^1 \partial^\alpha u \, m(d\alpha)$ for some measure $m$, eventually a probability measure. In this paper an approach based on L\'evy…
Multiphysics problems involving two or more coupled physical phenomena are ubiquitous in science and engineering. This work develops a new partitioned exponential approach for the time integration of multiphysics problems. After a possible…
The theory of direct integral decompositions of both bounded and unbounded operators is further developed; in particular, results about spectral projections, functional calculus and affiliation to von Neumann algebras are proved. For…
When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…
We establish a variational formula for the exponential decay rate of the Green function of Brownian motion evolving in a random stationary and ergodic nonnegative potential. Such a variational formula is established by Schroeder in 'Green's…
By a symbolic method, we introduce multivariate Bernoulli and Euler polynomials as powers of polynomials whose coefficients involve multivariate L\'evy processes. Many properties of these polynomials are stated straightforwardly thanks to…
In this paper we discuss some non-trivial relations for ordered exponentials on smooth Riemannian manifolds. As an example of application, we study a dependence of the four-dimensional quantum Yang-Mills effective action on the background…