Related papers: Convergence Theorems for Generalized Functional Se…
A fractional generalization of the Floquet theorem is suggested for fractional Schr\"odinger equations (FTSE)s with the time-dependent periodic Hamiltonians. The obtained result, called the fractional Floquet theorem (fFT), is formulated in…
This paper presents some limit theorems for certain functionals of moving averages of semimartingales plus noise which are observed at high frequency. Our method generalizes the pre-averaging approach (see [Bernoulli 15 (2009) 634--658,…
The convergence of double Fourier series of functions of bounded partial $\Lambda$-variation is investigated. The sufficient and necessary conditions on the sequence $\Lambda=\{\lambda_n\}$ are found for the convergence of Fourier series of…
The martingale expansion provides a refined approximation to the marginal distributions of martingales beyond the normal approximation implied by the martingale central limit theorem. We develop a martingale expansion framework specifically…
We prove a general transfer theorem for multivariate random sequences with independent random indexes in the double array limit setting. We also prove its partial inverse providing necessary and sufficient conditions for the convergence of…
In this paper, we introduce the fractional Fourier series on the fractional torus and study some basic facts of fractional Fourier series, such as fractional convolution and fractional approximation. Meanwhile, fractional Fourier inversion…
In this PhD thesis we introduce a generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives, and study them using standard (indirect) and direct methods. In…
We propose a fractional variant of Mellin's transform which may find an application in the Conformal Field Theory. Its advantage is the presence of an arbitrary parameter which may substantially simplify calculations and help adjusting…
In the paper we consider models of generalized counting processes time-changed by a general inverse subordinator, we characterize their distributions and present governing equations for them. The equations are given in terms of the…
An explicit formula is obtained for the generalized Macdonald functions on the $N$-fold Fock tensor spaces, calculating a certain matrix element of a composition of several screened vertex operators. As an application, we prove the…
In this paper, algorithms are developed for computing the Stirling transform and the inverse Stirling transform; specifically, we investigate a class of sequences satisfying a two-term recurrence. We derive a general identity which…
We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…
We consider a sequence of additive functionals {\phi_n}, set on a sequence of Markov chains {X_n} that weakly converges to a Markov process X. We give sufficient condition for such a sequence to converge in distribution, formulated in terms…
The theory of frames normal for general connections on differentiable bundles is developed. Links with the existing theory of frames normal for covariant derivative operators (linear connections) in vector bundles are revealed. The…
The determination of the time averages of continuous functions, or discrete time sequences is important for various problems in physics and engineering, and the generalized final-value theorems of the Laplace and z-transforms, relevant to…
The central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes, especially stochastic integrals and differential equations. In this paper, general central limit theorems and functional…
We derive diffusion constants and martingales for senile random walks with the help of a time-change. We provide direct computations of the diffusion constants for the time-changed walks. Alternatively, the values of these constants can be…
In the present article the author extends the Fourier transform to a more general class of functions; First to power-law functions with integer and half-integer exponents then to the widely used quantum statistics function (Fermi-Dirac and…
In this paper, certain generalized fractional derivative formulae are introduced involving the k-Mittag-Leffler function. Then their image formulae (using Beta transform, Laplace transform and Whittaker transform) are also established. The…
Suppose that a real valued process X is given as a solution to a stochastic differential equation. Then, for any twice continuously differentiable function f, the backward Kolmogorov equation gives a condition for f(t,X) to be a local…