Related papers: An optimal approximation of Rosenblatt sheet by mu…
We clearly characterize the relation between real and complex Wiener-Ito integrals. Given a complex multiple Wiener-Ito integral, we get explicit expressions for two kernels of its real and imaginary parts. Conversely, consider a…
The Hermite random field has been introduced as a limit of some weighted Hermite variations of the fractional Brownian sheet. In this work we define it as a multiple integral with respect to the standard Brownian sheet and introduce Wiener…
We build, using the notion of zinbiel algebra, some commutative subalgebras $C_{u,v}$ inside an algebra of formal iterated integrals. There is a quotient map from this algebra of formal iterated integrals to the algebra of motivic multiple…
Adapting ideas of Daubechies and Klauder [J. Math. Phys. {\bf 26} (1985) 2239] we derive a rigorous continuum path-integral formula for the semigroup generated by a spin Hamiltonian. More precisely, we use spin-coherent vectors parametrized…
We compute the integral of monomials of the form $x^{2\beta}$ over the unit sphere and the unit ball in $R^n$ where $\beta = (\beta_1,...,\beta_n)$ is a multi-index with real components $\beta_k > -1/2$, $1 \le k \le n$, and discuss their…
Integral formulae for foliated Riemannian manifolds provide obstructions for existence of foliations or compact leaves of them with given geometric properties. Recently, we associated a new Riemannian metric to a codimension-one foliated…
In this paper, we develop the theory of weighted Bergman space and obtain a general representation formula of the Bergman kernel function for the spaces on the Reinhardt domain containing the origin. As applications, we calculate the…
We obtain explicit double-contour representations for the correlation kernels of the discrete orthogonal ($\beta=1$) and symplectic ($\beta=4$) random matrix ensembles with Meixner, Charlier, and Krawtchouk weights. A single…
Building upon recent work by the author, we prove that multivariate integration in the following subspace of the Wiener algebra over $[0,1)^d$ is strongly polynomially tractable: \[ F_d:=\left\{ f\in C([0,1)^d)\:\middle| \:…
In the present paper the optimal quadrature formulas in the sense of Sard are constructed for numerical integration of the integral $\int_a^b e^{2\pi i\omega x}\varphi(x)d x$ with $\omega\in \mathbb{R}$ in the Hilbert space…
In this paper, we first introduce multifrational Riemann-Liouville Brownian sheets. Then, we show a result of approximation in law of the multifractional Riemann-Liouville Brownian sheet. The construction of these approximations is based on…
An analytical result is given for the exact evaluation of an integral which arises in the analysis of acoustic radiation from wave packet sources: $ I_{mn}(\beta,q) = \int_{-\infty}^{\infty} e^{-\beta^{2}x^{2}-i q x}x^{m+1/2}J_{n+1/2}(x)…
We introduce a concept of approximately invertible elements in non-unital normed algebras which is, on one side, a natural generalization of invertibility when having approximate identities at hand, and, on the other side, it is a direct…
We calculate the exact value and find the polynomial of the best weighted polynomial approximation of kernels of the form $\frac {A+Bt}{(t^2+\lambda^2)^{s+1}}$, where $A$ and $B$ are fixed complex numbers, $\lambda>0$, $s\in {\mathbb N}$,…
In this paper, we show an approximation in law, in the space of the continuous functions on $[0,1]^2$, of two-parameter Gaussian processes that can be represented as a Wiener type integral by processes constructed from processes that…
The paper is devoted to integral quantization, a procedure based on operator-valued measure and resolution of the identity. We insist on covariance properties in the important case where group representation theory is involved. We also…
In this paper, we consider the Wright's generalized Bessel kernel $K^{(\alpha,\theta)}(x,y)$ defined by $$\theta x^{\alpha}\int_0^1J_{\frac{\alpha+1}{\theta},\frac{1}{\theta}}(ux)J_{\alpha+1,\theta}((uy)^{\theta})u^\alpha\,\mathrm{d} u,…
We prove sufficient conditions, ensuring that a sequence of multiple Wiener-It\^{o} integrals (with respect to a general Gaussian process) converges stably to a mixture of normal distributions. Our key tool is an asymptotic decomposition of…
The present paper is devoted to construction of an optimal quadrature formula for approximation of Fourier integrals in the Hilbert space $W_2^{(1,0)}[a,b]$ of non-periodic, complex valued functions. Here the quadrature sum consists of…
We present two modules that expand functionalities of the all-electron full-potential density functional theory package WIEN2k for computation of the Chern and $Z_2$ topological invariants. Characterization of topological properties relies…