English
Related papers

Related papers: To the theory of generalized Stieltjes transforms

200 papers

We consider analytic continuations of Fourier transforms and Stieltjes transforms. This enables us to define what we call complex moments for some class of probability measures which do not have moments in the usual sense. There are two…

Probability · Mathematics 2013-12-04 Takahiro Hasebe

The paper surveys the basic properties of generalized Stieltjes functions including some new ones. We introduce the notion of the exact Stieltjes order and give a criterion of exactness, simple sufficient conditions and some prototypical…

Classical Analysis and ODEs · Mathematics 2012-02-14 Dmitry Karp , Elena Prilepkina

The Stieltjes (or sometimes called the Cauchy) transform is a fundamental object associated with probability measures, corresponding to the generating function of the moments. In certain applications such as free probability it is essential…

Numerical Analysis · Mathematics 2024-10-22 James Chen , Sheehan Olver

We find an integral representation for the generalized hypergeometric function unifying known representations via generalized Stieltjes, Laplace and cosine Fourier transforms. Using positivity conditions for the weight in this…

Classical Analysis and ODEs · Mathematics 2014-09-11 Dmitrii Karp

In this paper we apply generalized Stieltjes transform representation to study the generalized hypergeometric function. Among the results thus proved are new integral representations, inequalities, properties of the Pad\'{e} table and the…

Classical Analysis and ODEs · Mathematics 2011-12-30 Dmitry Karp , Elena Prilepkina

In our previous work we found sufficient conditions to be imposed on the parameters of the generalized hypergeometric function in order that it be completely monotonic or of Stieltjes class. In this paper we collect a number of consequences…

Classical Analysis and ODEs · Mathematics 2017-06-23 D. B. Karp , E. G. Prilepkina

Pleijel's inequality is an approximate inversion formula for the Stieltjes transform (or Cauchy integral) of a distribution function on positive semi-axis. It implies a Tauberian theorem due to Malliavin. The proposed analogs of Pleijel's…

Classical Analysis and ODEs · Mathematics 2011-03-08 Sergey Y. Sadov

Under mild conditions, it is possible to obtain, from almost purely measure-theoretic considerations and without any specific reference to stochastic processes, a change-of-measures result, resembling the usual Radon-Nikod\'ym change of…

Probability · Mathematics 2020-06-15 Yu-Lin Chou

A class of Stieltjes functions of finite type is introduced. These satisfy Widder's conditions on the successive derivatives up to some finite order, and are not necessarily smooth. We show that such functions have a unique integral…

Classical Analysis and ODEs · Mathematics 2016-04-19 Lennart Bondesson , Thomas Simon

We introduce a multivariate Markov transform which generalizes the well-known one-dimensional Stieltjes transform from the Moment problem and Spectral theory. Our main result states that two measures {\mu} and {\nu} with bounded support…

Complex Variables · Mathematics 2011-12-08 Ognyan Kounchev , Hermann Render

We give a Herglotz-type representation of an arbitrary generalized spectral measure. As an application, a new proof of the classical Naimark's dilation theorem is given. The same approach is used to describe the spectrum of all unitary…

Functional Analysis · Mathematics 2009-10-22 Mishko Mitkovski

Methods of Pad\'e approximation are used to analyse a multivariate Markov transform which has been recently introduced by the authors, and which is generalizing the well-known in Spectral theory Stieltjes transform (Markov function) of…

Numerical Analysis · Mathematics 2011-12-07 Ognyan Kounchev , Hermann Render

Let d\mu(t) be a probability measure on [0,+\infty) such that its moments are finite. Then the Cauchy-Stieltjes transform S of d\mu(t) is a Stieltjes function, which admits an expansion into a Stieltjes continued fraction. In the present…

Classical Analysis and ODEs · Mathematics 2012-12-06 Maxim Derevyagin

We study various Stieltjes integrals as Poisson-Stieltjes, conjugate Poisson-Stieltjes, Schwartz-Stieltjes and Cauchy-Stieltjes and prove theorems on the existence of their finite angular limits a.e. in terms of the singular…

Complex Variables · Mathematics 2019-09-24 Vladimir Ryazanov

We give (necessary and sufficient) conditions over a sequence $\left\{ f_{n}\right\} _{n=0}^{\infty}$ of functions under which every generalized Stieltjes moment problem \[ \int_{0}^{\infty} f_{n}(x)\phi(x)\mathrm{d} x=a_{n}, \ \ \…

Functional Analysis · Mathematics 2017-08-24 Ricardo Estrada , Jasson Vindas

The aim of this paper is to investigate in detail the known large argument asymptotic series of the Lommel function by Stieltjes transform representations. We obtain a number of properties of this asymptotic expansion, including explicit…

Classical Analysis and ODEs · Mathematics 2015-02-16 Gergő Nemes

In this article we show the existence of limiting spectral distribution of a symmetric random matrix whose entries come from a stationary Gaussian process with covariances satisfying a summability condition. We provide an explicit…

Probability · Mathematics 2013-05-15 Arijit Chakrabarty , Rajat Subhra Hazra , Deepayan Sarkar

Classical Stieltjes Transform is modified in a way to generalize both Stieltjes and Fourier transforms. This transform allows to intro- duce new classes of commutative and non-commutative generalized convolutions. Key words: Stieltjes…

Probability · Mathematics 2016-10-04 Lev B Klebanov , Rasool Roozegar

In this paper, we derive the analytical behavior of the limiting spectral distribution of non-central covariance matrices of the "general information-plus-noise" type, as studied in [14]. Through the equation defining its Stieltjes…

Statistics Theory · Mathematics 2023-06-29 Huanchao Zhou , Jiang Hu , Zhidong Bai , Jack W. Silverstein

We use lower and upper solutions to investigate the existence of the greatest and the least solutions for quasimonotone systems of measure differential equations. The established results are then used to study the solvability of Stieltjes…

Classical Analysis and ODEs · Mathematics 2018-03-26 Rodrigo Lopez Pouso , Ignacio Marquez Albes , Giselle Antunes Monteiro
‹ Prev 1 2 3 10 Next ›