Related papers: The periodic zeta covariance function for Gaussian…
Let $\alpha>0$ be a constant, let $\ell\ge0$ be an integer, and let $\Gamma(z)$ denote the classical Euler gamma function. With the help of the integral representation for the Riemann zeta function $\zeta(z)$, by virtue of a monotonicity…
Covariance parameter estimation of Gaussian processes is analyzed in an asymptotic framework. The spatial sampling is a randomly perturbed regular grid and its deviation from the perfect regular grid is controlled by a single scalar…
The integration of physical relationships into stochastic models is of major interest e.g. in data assimilation. Here, a multivariate Gaussian random field formulation is introduced, which represents the differential relations of the…
We define a generalisation of the completed Riemann zeta function in several complex variables. It satisfies a functional equation, shuffle product identities, and has simple poles along finitely many hyperplanes, with a recursive structure…
Here, we study both analytically and numerically, an integral $Z(\sigma,r)$ related to the mean value of a generalized moment of Riemann's zeta function. Analytically, we predict finite, but discontinuous values and verify the prediction…
The prevalence of spatially referenced multivariate data has impelled researchers to develop a procedure for the joint modeling of multiple spatial processes. This ordinarily involves modeling marginal and cross-process dependence for any…
We supplement a very recent paper of R. Crandall concerned with the multiprecision computation of several important special functions and numbers. We show an alternative series representation for the Riemann and Hurwitz zeta functions…
Observing a multiple version of the divisor function we introduce a new zeta function which we call a multiple finite Riemann zeta function. We utilize some $q$-series identity for proving the zeta function has an Euler product and then,…
We obtain some new properties of the signal generated by the Riemann zeta-function in this paper. Namely, we show the connection between the function $\zf$ and a nonlinear integral equation related to the Poisson-Lobachevsky integral.
Gaussian process regression is a powerful method for predicting states based on given data. It has been successfully applied for probabilistic predictions of structural systems to quantify, for example, the crack growth in mechanical…
Spatial Gaussian process regression models typically contain finite dimensional covariance parameters that need to be estimated from the data. We study the Bayesian estimation of covariance parameters including the nugget parameter in a…
Suppose that P_{\theta}(g) is a linear functional of a Dirichlet process with shape \theta H, where \theta >0 is the total mass and H is a fixed probability measure. This paper describes how one can use the well-known Bayesian prior to…
This article introduces and investigates the basic features of a dynamical zeta function for group actions, motivated by the classical dynamical zeta function of a single transformation. A product formula for the dynamical zeta function is…
We examine "partition zeta functions" analogous to the Riemann zeta function but summed over subsets of integer partitions. We prove an explicit formula for a family of partition zeta functions already shown to have nice properties -- those…
We study the moments $M_k(T;\alpha) = \int_T^{2T} |\zeta(s,\alpha)|^{2k}\,dt$ of the Hurwitz zeta function $\zeta(s,\alpha)$ on the critical line, $s = 1/2 + it$ with a rational shift $\alpha \in \mathbb Q$. We conjecture, in analogy with…
We discuss a general Bayesian framework on modeling multidimensional function-valued processes by using a Gaussian process or a heavy-tailed process as a prior, enabling us to handle nonseparable and/or nonstationary covariance structure.…
In this work we derive and evaluate some infinite integrals involving the product of a generalized logarithm and polynomial functions in the denominator. These integrals are expressed in terms of finite series involving the Hurwitz-Lerch…
We study the use of the Euler-Maclaurin formula to numerically evaluate the Hurwitz zeta function $\zeta(s,a)$ for $s, a \in \mathbb{C}$, along with an arbitrary number of derivatives with respect to $s$, to arbitrary precision with…
We present a new approach to factor rotation for functional data. This is achieved by rotating the functional principal components toward a predefined space of periodic functions designed to decompose the total variation into components…
We investigate the properties of a continuous time GARCH process as the solution to a L\'evy driven stochastic functional integral equation. This process occurs as a weak limit of a sequence of discrete time GARCH processes as the time…