Related papers: On some explicit integrals related to "fractal foo…
In this work we discuss techniques for the numerical computation of Fox functions that represent Feynman integrals. Illustrative examples based on Sinc numerical methods and Quasi-Monte Carlo methods are given
It is argued that the evolution of complex phenomena ought to be described by fractional, differential, stochastic equations whose solutions have scaling properties and are therefore random, fractal functions. To support this argument we…
This paper develops a technical and practical reinterpretation of the real interval [a,b] under the paradigm of fractal countability. Instead of assuming the continuum as a completed uncountable totality, we model [a,b] as a layered…
We study the complexity of deterministic and probabilistic inversions of partial computable functions on the reals.
One may consider the generalization of Jacobi polynomials and the Jacobi function of the second kind to a general function where the index is allowed to be a complex number instead of a non-negative integer. These functions are referred to…
In this paper, we present an~algorithm that computes funnels along trajectories of systems of ordinary differential equations. A funnel is a time-varying set of states containing the given trajectory, for which the evolution from within the…
In this paper, we determine the almost sure multifractal spectrum of a class of random functions constructed as sums of pulses with random dilations and translations. In addition, the continuity modulii of these functions is investigated.
We consider the discrete time quantum random walks on a Sierpinski gasket. We study the hitting probability as the level of fractal goes to infinity in terms of their localization exponents $\beta_w$ , total variation exponents $\delta_w$…
Counting functions are constructed for sums of integers raised to a fixed positive rational power. That is, given values formed by $u_1^{j/k} + u_2^{j/k} + ... + u_l^{j/k}$, $u_i \in \mathbb{Z}^+$, the number of values less than or equal to…
We survey some geometrical properties of trajectories of $d$-dimensional random walks via the application of functional limit theorems. We focus on the functional law of large numbers and functional central limit theorem (Donsker's…
Highly oscillatory integrals, such as those involving Bessel functions, are best evaluated analytically as much as possible, as numerical errors can be difficult to control. We investigate indefinite integrals involving monomials in $x$…
A "Bochner-type" integral for vector lattice-valued functions with respect to (possibly infinite) vector lattice-valued measures is presented with respect to abstract convergences, satisfying suitable axioms, and some fundamental properties…
These notes are devoted to fluctuations of one-dimensional random walks. We discuss various approaches to first-passage times and to the corresponding conditional distributions. After discussion of some classical methods, such as reflection…
We introduce a fractional theory of the calculus of variations for multiple integrals. Our approach uses the recent notions of Riemann-Liouville fractional derivatives and integrals in the sense of Jumarie. Main results provide fractional…
We show, in a formal way, how a class of complex quasiprobability distribution functions may be introduced by using the fractional Fourier transform. This leads to the Fresnel transform of a characteristic function instead of the usual…
Work is reported on finite integral representations for 2-loop massive 2-, 3- and 4-point functions, using orthogonal and parallel space variables. It is shown that this can be utilized to cover particles with arbitrary spin (tensor…
An approximate formula for complex Riemann Xi function, previously developed, is used to refine Backlund's estimate of the number of zeros till a chosen imaginary coordinate
We investigate a collection of orthonormal functions that encodes information about the continued fraction expansion of real numbers. When suitably ordered these functions form a complete system of martingale differences and are a special…
We consider the regularity of sample paths of Volterra-L\'{e}vy processes. These processes are defined as stochastic integrals $$ M(t)=\int_{0}^{t}F(t,r)dX(r), \ \ t \in \mathds{R}_{+}, $$ where $X$ is a L\'{e}vy process and $F$ is a…
This article is the first of a series of three presenting an alternative method to compute the one-loop scalar integrals. This novel method enjoys a couple of interesting features as compared with the method closely following 't Hooft and…