Related papers: Form Factors for Generalized Grey Brownian Motion
In this paper we investigate the energy functions for a class of non Gaussian processes. These processes are characterized in terms of the Mittag-Leffler function. We obtain closed analytic form for the energy function, in particular we…
In this paper we introduce and study three classes of fractional periodic processes. An application to ring polymers is investigated. We obtain a closed analytic expressions for the form factors, the Debye functions and their asymptotic…
We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based "geometrical…
We introduce a new Gaussian process, a generalization of both fractional and subfractional Brownian motions, which could serve as a good model for a larger class of natural phenomena. We study its main stochastic properties and some…
A pathwise construction of discontinuous Brownian motions on metric graphs is given for every possible set of non-local Feller-Wentzell boundary conditions. This construction is achieved by locally decomposing the metric graphs into star…
In this paper we investigate the representation of a class of non Gaussian processes, namely generalized grey Brownian motion, in terms of a weighted integral of a stochastic process which is a solution of a certain stochastic differential…
We provide new values for the model parameters of the covariant constituent quark model (with built--in infrared confinement) in the meson sector by a fit to the leptonic decay constants and a number of electromagnetic decays. We then…
It is shown that a Mittag-Leffler density has interesting properties. The Mittag-Leffler random variable has a structural representation in terms of a positive Levy variable and the power of a gamma variable where these two variables are…
The generalized fractional Brownian motion is a Gaussian self-similar process whose increments are not necessarily stationary. It appears in applications as the scaling limit of a shot noise process with a power law shape function and…
Brownian and fractional processes are useful computational tools for the modelling of physical phenomena. Here, modelling linear homopolymers in solution as Brownian or fractional processes, we develop a formalism to take into account both…
We present an extension of the deformation method applied to self-dual solutions of generalized Abelian Higgs-Chern-Simons models. Starting from a model defined by a potential $V(| \phi |)$ and a non-canonical kinetic term $\omega(| \phi |)…
In the context of non-Gaussian analysis, Schneider [27] introduced grey noise measures, built upon Mittag-Leffler functions; analogously, grey Brownian motion and its generalizations were constructed (see, for example, [25], [6], [7], [8]).…
We develop a general approach to constructing a deformation that describes the mapping of any dynamical system with irreducible first-class constraints in the phase space into another dynamical system with first-class constraints. It is…
Experimental data collected to provide us with information on the course of dielectric relaxation phenomena are got according to two distinct schemes: one can measure either the time decay of depolarization current or use methods of the…
Path-integral methods can be used to derive a `path-decomposition expansion' for the temperature Green function of a magnetized free-electron gas confined by a hard wall. With the help of this expansion the asymptotic behaviour of the…
$B_s^0\rightarrow D_s^{-}$ and $B_s^0\rightarrow D_s^{*-}$ weak transition form factors are estimated for the whole physical region with a method based on an instantaneous approximated Mandelstam formulation of transition matrix elements…
Factor analysis models are widely utilized in social and behavioral sciences, such as psychology, education, and marketing, to measure unobservable latent traits. In this article, we introduce a nonlinear structured latent factor analysis…
In this article, we introduce Mittag-Leffler L\'evy process and provide two alternative representations of this process. First, in terms of Laplace transform of the marginal densities and next as a subordinated stochastic process. Both…
The paper explores various special functions which generalize the two-parametric Mittag-Leffler type function of two variables. Integral representations for these functions in different domains of variation of arguments for certain values…
Mittag-Leffler analysis is an infinite dimensional analysis with respect to non-Gaussian measures of Mittag-Leffler type which generalizes the powerful theory of Gaussian analysis and in particular white noise analysis. In this paper we…