Related papers: Bernstein-gamma functions and exponential function…
We generalize the classical Bernstein theorem concerning the constructive description of classes of functions uniformly continuous on the real line. The approximation of continuous bounded functions by entire functions of exponential type…
In this paper, we study semiparametric inference for linear multivariate Hawkes processes, a class of point processes widely used to describe self and mutually exciting phenomena. We establish a convolution theorem giving the best limiting…
The classical Stirling's formula gives the asymptotic behavior of the gamma function. Katayama and Ohtsuki generalized this formula for Barnes' multiple gamma functions. In this paper, we further generalize these formulas for the multiple…
The generalization of fractional Brownian motion in infinite-dimensional white and grey noise spaces has been recently carried over, following the Mandelbrot-Van Ness representation, through Riemann-Liouville type fractional operators. Our…
We study the approximation of univariate and multivariate set-valued functions (SVFs) by the adaptation to SVFs of positive samples-based approximation operators for real-valued functions. To this end, we introduce a new weighted average of…
The concept of a L\'evy subordinator is generalized to a family of non-decreasing stochastic processes, which are parameterized in terms of two Bernstein functions. Whereas the independent increments property is only maintained in the…
We characterize a holomorphic positive definite function $f$ defined on a horizontal strip of the complex plane as the Fourier-Laplace transform of a unique exponentially finite measure on $\mathbb{R}$. The classical theorems of Bochner on…
In this article we present a Bernstein inequality for sums of random variables which are defined on a graphical network whose nodes grow at an exponential rate. The inequality can be used to derive concentration inequalities in…
We study the exponential functional $\int_0^\infty e^{-\xi_{s-}} \, d\eta_s$ of two one-dimensional independent L\'evy processes $\xi$ and $\eta$, where $\eta$ is a subordinator. In particular, we derive an integro-differential equation for…
We show that classical density functional theory can be based on the constrained search method [M. Levy, Proc. Natl. Acad. Sci. 76, 6062 (1979)]. From the Gibbs inequality one first derives a variational principle for the grand potential as…
A new family of probability distributions $\beta_{M, N},$ $M=0\cdots N,$ $N\in\mathbb{N}$ on the unit interval $(0, 1]$ is defined by the Mellin transform. The Mellin transform of $\beta_{M, N}$ is characterized in terms of products of…
A generalization of the Zernike circle polynomials for expansion of functions vanishing outside the unit disk is given. These generalized Zernike functions have the form Zm,{\alpha} n ({\rho}, \vartheta) = Rm,{\alpha} n ({\rho})…
In this paper, we work in the setting of Bessel operators and Bessel Laplace equations studied by Weinstein, Huber, and the harmonic function theory in this setting introduced by Muckenhoupt--Stein, especially the generalised…
We define a generalisation of the completed Riemann zeta function in several complex variables. It satisfies a functional equation, shuffle product identities, and has simple poles along finitely many hyperplanes, with a recursive structure…
We prove various theorems on approximation using polynomials with integer coefficients in the Bernstein basis of any given order. In the extreme, we draw the coefficients from $\{ \pm 1\}$ only. A basic case of our results states that for…
L\'evy-type perpetuities being the a.s. limits of particular generalized Ornstein-Uhlenbeck processes are a natural continuous-time generalization of discrete-time perpetuities. These are random variables of the form…
Positive self-similar Markov processes (pssMp) are positive Markov processes that satisfy the scaling property and it is known that they can be represented as the exponential of a time-changed L\'evy process via Lamperti representation. In…
Assuming the Generalized Riemann Hypothesis, we provide explicit upper bounds for moduli of $\log{\mathcal{L}(s)}$ and $\mathcal{L}'(s)/\mathcal{L}(s)$ in the neighbourhood of the 1-line when $\mathcal{L}(s)$ are the Riemann, Dirichlet and…
This paper studies large sample properties of a Bayesian approach to inference about slope parameters $\gamma$ in linear regression models with a structural break. In contrast to the conventional approach to inference about $\gamma$ that…
By the unfolding method, Rankin-Selberg L-functions for ${\rm GL}(n)\times{\rm GL}(m)$ can be expressed in terms of period integrals. These period integrals actually define invariant forms on tensor products of the relevant automorphic…