Related papers: A de Bruijn identity for discrete random variables
An identity for binomial symbols modulo an odd positive integer $n$ relating to the least prime factor of $n$ is proved. The identity is discussed within the context of Pell conics.
We introduce a fractional stochastic heat equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by an infinite-dimensional fractional Brownian motion. We characterize…
Thermodynamic properties can be in principle derived from the partition function, which, in many-atom systems, is hard to evaluate as it involves a sum on the accessible microscopic states. Recently, the partition function has been computed…
For a (killed) spectrally negative L\'evy process we provide an analytic expression for the distribution of its overshoot over a fixed level in terms of the infinitesimal generator and the scale function of the process. Our identity…
We study the eigenvalue problem for a superlinear convolution operator in the special case of bilinear constitutive laws and establish the existence and uniqueness of a one-parameter family of nonlinear eigenfunctions under a topological…
Jittering estimators are nonparametric function estimators for mixed data. They extend arbitrary estimators from the continuous setting by adding random noise to discrete variables. We give an in-depth analysis of the jittering kernel…
We introduce new method for generating correlated or uncorrelated Bernoulli random variables by using the binary expansion of a continuous random variable with support on the unit interval. We show that when this variable has a symmetric…
In this note, we compute the Mellin transform of a Poissonian exponential functional, the underlying process being a simple continuous time random walk. It shows that the Poissonian functional can be expressed in term of the inverse of a…
We introduce fractional Brownian motion processes (fBm) as an alternative model for the turbulent index of refraction. These processes allow to reconstruct most of the refractive index properties, but they are not differentiable. We…
Mixture distributions provide a versatile and widely used framework for modeling random phenomena, and are particularly well-suited to the analysis of geoscientific processes and their attendant risks to society. For continuous mixtures of…
We prove an identity about partitions with a very elementary formulation. We had previously conjectured this identity, encountered in the study of shifted Jack polynomials (math.CO/9901040). The proof given is using a trivariate generating…
The formulation of combinatorial differential forms, proposed by Forman for analysis of topological properties of discrete complexes, is extended by defining the operators required for analysis of physical processes dependent on scalar…
The non-Fourier heat conduction phenomenon on room temperature is analyzed from various aspects. The first one shows its experimental side, in what form it occurs and how we treated it. It is demonstrated that the Guyer-Krumhansl equation…
A multidimensional generalization of the Bernstein class of functions and the properties of functions of the introduced class are examined. In particular, a new proof of the integral representation of Bernstein functions of many variables…
In this paper, we use the blending functions of Bernstein polynomials with shifted knots for construction of Bezier curves and surfaces. We study the nature of degree elevation and degree reduction for Bezier Bernstein functions with…
We study the questions of determining the asymptotics of the probabilistic characteristics of additive arithmetic functions in the paper, regardless of whether they have a limit distribution or not. Several assertions are proved about the…
The short-time heat kernel expansion of elliptic operators provides a link between local and global features of classical geometries. For many geometric structures related to (non-)involutive distributions, the natural differential…
For any variable number, a non-stationary Ruijsenaars function was recently introduced as a natural generalization of an explicitly known asymptotically free solution of the trigonometric Ruijsenaars model, and it was conjectured that this…
We construct new smallest parts partition functions and smallest parts crank functions by considering variations of Bailey's Lemma and conjugate Bailey pairs. The functions we introduce satisfy simple linear congruences modulo $3$ and $5$.…
We obtain results on both weak and almost sure asymptotic behaviour of power variations of a linear combination of independent Wiener process and fractional Brownian motion. These results are used to construct strongly consistent parameter…