Related papers: Integrated Wishart bridge processes and generalise…
A generalized magnetothermoelasticity, in the context of Lord-Shulman theory, is employed to investigate the interaction of a homogeneous and isotropic perfect conducting half space with rotation. The Laplace transform for time variable is…
Quadratic harnesses are typically non-homogeneous Markov processes with time-dependent state space. Using an appropriately defined affine transformation we show that all bridges of a given quadratic harness can be transformed into other…
Let $X$ be a squared Bessel process. Following a Feynman-Kac approach, the Laplace transforms of joint laws of $(U, \int_0^{R_y}X_s^p\,ds)$ are studied where $R_y$ is the first hitting time of $y$ by $X$ and $U$ is a random variable…
This paper studies the law of any power of the integral of geometric Brownian motion over any finite time interval. As its main results, two integral representations for this law are derived. This is by enhancing the Laplace transform…
We observe the Galton-Watson Branching Processes. Limit properties of transition functions and their convergence to invariant measures are investigated.
Using the De Finetti representation of the Curie-Weiss model, the uniform coupling of Bernoulli random variables and the Laplace inversion formula (almost surely), we show that the full phase diagram of the Curie-Weiss model can be…
In this paper we comment the Post inversion formula for Laplace transform, and its possible application to the branch of Analytic Number theory (Arithmetical functions, RH and PNT), involving a condition in the form of iterated limit to…
In this paper, a generalised integral called the Laplace integral is defined on unbounded intervals, and some of its properties, including necessary and sufficient condition for differentiating under the integral sign, are discussed. It is…
A generalization of the Laplace transform based on the generalized Tsallis $q$-exponential is given in the present work for a new type of kernel. We also define the inverse transform for this generalized transform based on the complex…
This paper refers to the study of generalized Struve type function. Using generalized Galue type Struve function (GTSF) by Nisar et al. [13], we derive various integral transform, including Euler transform, Laplace transform, Whittakar…
The traditional theory of Laplace transformation in its currently prevalent form is unsatisfactory. Its deficiencies can be traced back to a mismatch of the definition intervals of the original function and of the inverse L-transform. A new…
We consider the generalization of Laplace invariants to linear differential systems of arbitrary rank and dimension. We discuss completeness of certain subsets of invariants.
We study a discrete-time Markov process on triangular arrays of matrices of size $d\geq 1$, driven by inverse Wishart random matrices. The components of the right edge evolve as multiplicative random walks on positive definite matrices with…
Consistent initialization of the Laplace transform has been a fundamental and long-standing issue. The consistency of the L- approach has been questioned, yet it is a popular approach since the L+ approach requires a priori computation of…
These lecture notes provide an introduction to the theory of Wishart distributions and Wishart processes, particularly what concerns their existence and their realizations as solutions of Wishart SDEs. The material is based on recent…
In this article, we extend the integration by parts formulae for the laws of Bessel bridges obtained in previous work with Zambotti, by showing that these formulae hold for very general test functionals on $L^{2}(0,1)$. A key step consists…
We study Karhunen-Loeve expansions of the process $(X_t^{(\alpha)})_{t\in[0,T)}$ given by the stochastic differential equation $dX_t^{(\alpha)} = -\frac\alpha{T-t} X_t^{(\alpha)} dt+ dB_t,$ $t\in[0,T),$ with an initial condition…
In this paper, we almost completely solve the existence of an almost resolvable cycle system with odd cycle length. We also use almost resolvable cycle systems as well as other combinatorial structures to give some new solutions to the…
An alpha-Wiener bridge is a one-parameter generalization of the usual Wiener bridge, where the parameter alpha>0 represents a mean reversion force to zero. We generalize the notion of alpha-Wiener bridges to continuous functions…
Given $a,b\ge 0$ and $t>0$, let $\rho =\{ \rho _{s}\} _{0\le s\le t}$ be a three-dimensional Bessel bridge from $a$ to $b$ over $[0,t]$. In this paper, based on a conditional identity in law between Brownian bridges stemming from Pitman's…