Related papers: A Fractional Hawkes process
A systematic semiclassical expansion of the hydrogen problem about the classical Kepler problem is shown to yield remarkably accurate results. Ad hoc changes of the centrifugal term, such as the standard Langer modification where the factor…
We consider the conventional Laplace transform of $f(x)$, denoted by $\mathcal{L}[f(x); p]~\equiv~F(p)=\int_{0}^{\infty} e^{-p x} f(x) dx$ with ${\rm \mathfrak{Re}}(p) > 0$. For $0 < \alpha < 1$ we furnish the closed form expressions for…
We consider a Poisson process $\eta$ on a measurable space $(\BY,\mathcal{Y})$ equipped with a partial ordering, assumed to be strict almost everwhwere with respect to the intensity measure $\lambda$ of $\eta$. We give a Clark-Ocone type…
As a tool for capturing irregular temporal dependencies (rather than resorting to binning temporal observations to construct time series), Hawkes processes with exponential decay have seen widespread adoption across many application…
We introduce a parameter $W(\beta,L)= (\pi\,\langle |m| \rangle^2/\langle m^2 \rangle - 2)/(\pi-2)$ which like the kurtosis (Binder cumulant) is a phenomenological coupling characteristic of the shape of the distribution $p(m)$ of the order…
The Prabhakar function (namely, a three parameter Mittag-Leffler function) is investigated. This function plays a fundamental role in the description of the anomalous dielectric properties in disordered materials and heterogeneous systems…
In this manuscript we define the right fractional derivative and its corresponding right fractional integral for the recently introduced nonlocal fractional derivative with Mittag-Leffler kernel. Then, we obtain the related integration by…
A scheme for approximating the kernel $w$ of the fractional $\alpha$-integral by a linear combination of exponentials is proposed and studied. The scheme is based on the application of a composite Gauss-Jacobi quadrature rule to an integral…
The $O(\alpha)$ leptonic QED corrections to neutral current polarized deep inelastic lepton-nucleon scattering are calculated in leptonic variables both for the case of longitudinal and transverse nucleon polarization. The results of the…
We present the current status of the computation of the form factor $f_+ (q^2)$ for the semi-leptonic decay $\mathrm B_\mathrm s \to \mathrm K \ell \nu$ by the ALPHA collaboration. We use gauge configurations which were generated as part of…
Atangana and Baleanu proposed a new fractional derivative with non-local and no-singular Mittag-Leffler kernel to solve some problems proposed by researchers in the field of fractional calculus. This new derivative is better to describe…
Two representations of the Bessel zeta function are investigated. An incomplete representation is constructed using contour integration and an integral representation due to Hawkins is fully evaluated (analytically continued) to produce two…
This paper introduces a generalized fractional Halanay-type coupled inequality, which serves as a robust tool for characterizing the asymptotic stability of diverse time fractional functional differential equations, particularly those…
We derive a new parton-like formula, which establishes a simple connection between the electroweak decay rate $\Gamma (\bar B \to X_s\gamma$) and the rate of a free b-quark decay. The main features of our approach are the treatment of the…
Integration by parts plays a crucial role in mathematical analysis, e.g., during the proof of necessary optimality conditions in the calculus of variations and optimal control. Motivated by this fact, we construct a new, right-weighted…
By adding new gauge singlets of neutral leptons, the improved versions of the 3-3-1 models with right-handed neutrinos have been recently introduced in order to explain recent experimental neutrino oscillation data through the inverse…
Inspired by the article "Anomalous relaxation model based on the fractional derivative with a Prabhakar-like kernel" (Z. Angew. Math. Phys. (2019) 70:42) which authors D. Zhao and HG. Sun studied the integro-differential equation with the…
We consider inelastic QED processes, the cross sections of which do not drop with increasing energy. Such reactions have the form of two-jet processes with the exchange of a virtual photon in the t-channel. We consider them in the region of…
We generalize the fractional Caputo derivative to the fractional derivative ${^CD^{\alpha,\beta}_{\gamma}}$, which is a convex combination of the left Caputo fractional derivative of order $\alpha$ and the right Caputo fractional derivative…
Obtaining reliable, adaptive confidence sets for prediction functions (hypotheses) is a central challenge in sequential decision-making tasks, such as bandits and model-based reinforcement learning. These confidence sets typically rely on…