Related papers: A de Bruijn identity for discrete random variables
In this paper, the discretization of a nonlinear wave equation whose nonlinear term is a power function is introduced. The difference equation derived by discretizing the nonlinear wave equation has solutions which show characteristics…
This work provides an introduction and overview on some basic mathematical aspects of the single-flux Aharonov-Bohm Schr\"odinger operator. The whole family of admissible self-adjoint realizations is characterized by means of four different…
We study the asymptotic behavior of blow-up solutions of the heat equation with nonlinear boundary conditions. In particular, we classify the asymptotic behavior of blow-up solutions and investigate the spacial singularity of their blow-up…
Motivated by a polynomial identity of certain iterated integrals, first observed in [CGM20] in the setting of lattice paths, we prove an intriguing combinatorial identity in the shuffle algebra. It has a close connection to de Bruijn's…
Spitzer's identity describes the position of a reflected random walk over time in terms of a bivariate transform. Among its many applications in probability theory are congestion levels in queues and random walkers in physics. We present a…
We present a concise explicit expression for the heat trace coefficients of spheres. Our formulas yield certain combinatorial identities which are proved following ideas of D. Zeilberger. In particular, these identities allow to recover in…
Associated to each complex-valued random variable satisfying appropriate integrability conditions, we introduce a different generalization of the Stirling numbers of the second kind. Various equivalent definitions are provided. Attention,…
In this article, we give some existence and smoothness results for the law of the solution to a stochastic heat equation driven by a finite dimensional fractional Brownian motion with Hurst parameter $H>1/2$. Our results rely on recent…
Building on work of Hardy and Ramanujan, Rademacher proved a well-known formula for the values of the ordinary partition function $p(n)$. More recently, Bruinier and Ono obtained an algebraic formula for these values. Here we study the…
For 1D Hamiltonian systems with periodic solutions, Helmholtz formalism provides a tantalizing interpretation of classical thermodynamics, based on time integrals of purely mechanical quantities and without need of statistical description.…
Previously, we proved an identity for theta functions of degree eight, and several applications of it were also discussed. This identity is a natural extension of the addition formula for the Weierstrass sigma-function. In this paper we…
We explicitly compute the exit law of a certain hypoelliptic Brownian motion on a solvable Lie group. The underlying random variable can be seen as a multidimensional exponential functional of Brownian motion. As a consequence, we obtain…
Binary data are highly common in many applications, however it is usually modelled with the assumption that the data are independently and identically distributed. This is typically not the case in many real-world examples and such the…
Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…
In this work we present an explicit representation of the orthonormal Bernstein polynomials and demonstrate that they can be generated from a linear combination of non-orthonormal Bernstein polynomials. In addition, we report a set of $n$…
We generalize Menon's identity by considering sums representing arithmetical functions of several variables. As an application, we give a formula for the number of cyclic subgroups of the direct product of several cyclic groups of arbitrary…
N.G. de Bruijn carried out fundamental work on integers having only small prime factors and the Dickman-de Bruijn function that arises on computing the density of those integers. In this he used his earlier work on linear functionals and…
The random utility model is known to be unidentified, but there are times when the model admits a unique representation. We offer two characterizations for the existence of a unique random utility representation. Our first characterization…
An inequality for the variance of an additive function defined on random decomposable structures, called assemblies, is established. The result generalizes estimates obtained earlier in the cases of permutations and mappings of a finite set…
The 6-element Brandt monoid $B_2^1$ admits a unique addition under which it becomes an additively idempotent semiring. We show that this addition is a term operation of $B_2^1$ as an inverse semigroup. As a consequence, we exhibit an easy…