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The concept of a L\'evy subordinator is generalized to a family of non-decreasing stochastic processes, which are parameterized in terms of two Bernstein functions. Whereas the independent increments property is only maintained in the…

Probability · Mathematics 2019-09-10 Jan-Frederik Mai , Matthias Scherer

Certain criteria are demonstrated for a spatial derivation of a von Neumann algebra to generate a one-parameter semigroup of endomorphisms of that algebra. These are then used to establish a converse to recent results of Borchers and of…

High Energy Physics - Theory · Physics 2015-06-26 D. R. Davidson

A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…

Probability · Mathematics 2022-07-04 Tomasz Bielecki , Jacek Jakubowski , Maciej Wiśniewolski

We consider semigroups of operators for hierarchies of evolution equations of large particle systems, namely, of the dual BBGKY hierarchy for marginal observables and the BBGKY hierarchy for marginal distribution functions. We establish…

Mathematical Physics · Physics 2014-12-11 V. I. Gerasimenko , Yu. Yu. Fedchun

We give a complete classification of a certain family of step functions related to the Nyman--Beurling approach to the Riemann hypothesis and previously studied by V. I. Vasyunin. Equivalently, we completely describe when certain sequences…

Number Theory · Mathematics 2014-02-26 Jonathan Bober

Maps on a parameter space for expressing distribution functions are exactly derived from the Perron-Frobenius equations for a generalized Boole transform family. Here the generalized Boole transform family is a one-parameter family of maps…

Mathematical Physics · Physics 2018-04-18 Shin-itiro Goto , Ken Umeno

K. It\^{o} characterised in \cite{ito} zero-mean stationary Gauss Markov-processes evolving on a class of infinite-dimensional spaces. In this work we extend the work of It\^{o} in the case of Hilbert spaces: Gauss-Markov families that are…

Probability · Mathematics 2013-07-11 Ben Goldys , Szymon Peszat , Jerzy Zabczyk

We obtain a first order extension of the large deviation estimates in the G\"{a}rtner-Ellis theorem. In addition, for a given family of measures, we find a special family of functions having a similar Laplace principle expansion up to order…

Mathematical Finance · Quantitative Finance 2014-06-17 Archil Gulisashvili , Josef Teichmann

The hypergeometric functions ${}_nF_{n-1}$ are higher transcendental functions, but for certain parameter values they become algebraic, because the monodromy of the defining hypergeometric differential equation becomes finite. It is shown…

Commutative Algebra · Mathematics 2014-03-06 Robert S. Maier

A new family of commutative semifields with two parameters is presented. Its left and middle nucleus are both determined. Furthermore, we prove that for any different pairs of parameters, these semifields are not isotopic. It is also shown…

Combinatorics · Mathematics 2013-04-16 Yue Zhou , Alexander Pott

We characterize bivariate natural exponential families having the diagonal of the variance function of the form \[ \textrm{diag} V(m_1,m_2)=\left(Am_1^2+am_1+bm_2+e,Am_2^2+cm_1+dm_2+f\right), \] with $A<0$ and $a,\ldots,f\in\mathbb{R}$. The…

Statistics Theory · Mathematics 2015-04-22 Joanna Matysiak

We continue to study an infinite-parametric family of gauge theories with an arbitrary function of the self-dual part of the field strength as the Lagrangian. The arising one-loop divergences are computed using the background field method.…

High Energy Physics - Theory · Physics 2015-06-23 Kirill Krasnov

In this paper we aim at characterizing the gauge balls in the Heisenberg group $\mathbb{H}^n$ as the only domains where suitable overdetermined problems of Serrin type can be solved. We discuss a one parameter family of overdetermined…

Analysis of PDEs · Mathematics 2023-10-17 Vittorio Martino , Giulio Tralli

This work concerns random dynamics of hyperbolic entire and meromorphic functions of finite order and whose derivative satisfies some growth condition at infinity. This class contains most of the classical families of transcendental…

Dynamical Systems · Mathematics 2017-02-06 Volker Mayer , Mariusz Urbanski

In this paper, we give several characterizations of Herglotz-Nevanlinna functions in terms of a specific type of positive semi-definite functions called Poisson-type functions. This allows us to propose a multidimensional analogue of the…

Complex Variables · Mathematics 2022-01-05 Mitja Nedic

There exist only a few known examples of subordinators for which the transition probability density can be computed explicitly along side an expression for its L\'evy measure and Laplace exponent. Such examples are useful in several areas…

Probability · Mathematics 2016-11-25 James Burridge , Mateusz Kwaśnicki , Alexey Kuznetsov , Andreas Kyprianou

Let $G$ be a split reductive group over a $p$-adic field $F$. Let $B$ be a Borel subgroup and $U$ the maximal unipotent subgroup of $B$. Let $\psi$ be a Whittaker character of $U$. Let $I$ be an Iwahori subgroup of $G$. We describe the…

Representation Theory · Mathematics 2016-05-18 Kei Yuen Chan , Gordan Savin

We define symmetric and asymmetric branching trees, a class of processes particularly suited for modeling genealogies of inhomogeneous populations where individuals may reproduce throughout life. In this framework, a broad class of…

Probability · Mathematics 2025-10-10 Frederik M. Andersen , Marc A. Suchard , Carsten Wiuf , Samir Bhatt

Geometric generalized Mittag-Leffler distributions having the Laplace transform $\frac{1}{1+\beta\log(1+t^\alpha)},0<\alpha\le 2,\beta>0$ is introduced and its properties are discussed. Autoregressive processes with Mittag-Leffler and…

Instrumentation and Methods for Astrophysics · Physics 2015-05-18 K. K. Jose , P. Uma , V. Seetha Lekshmi , H. J. Haubold

Product-to-sum identities for trigonometric functions play a fundamental role in function theory and numerous applications. In this spirit, we present convolution-to-sum identities for Mittag-Leffler type functions. Using a Laplace domain…

Analysis of PDEs · Mathematics 2026-05-05 William Cvetko , Elena Cherkaev
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