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Hawkes process (HP) is a point process with a conditionally dependent intensity function. This paper defines the tempered fractional Hawkes process (TFHP) by time-changing the HP with an inverse tempered stable subordinator. We obtained…
We generalize Hamilton's principle with fractional derivatives in Lagrangian $L(t,y(t),{}_0D_t^\al y(t),\alpha)$ so that the function $y$ and the order of fractional derivative $\alpha$ are varied in the minimization procedure. We derive…
We consider the problem of learning a mixture of Random Utility Models (RUMs). Despite the success of RUMs in various domains and the versatility of mixture RUMs to capture the heterogeneity in preferences, there has been only limited…
In this paper we apply the boundary elements method (BEM) and the dual reciprocity boundary elements method (DRBEM) for the numerical solution of two-dimensional time-fractional partial differential equations (TFPDEs). The fractional…
Many time-dependent linear partial differential equations of mathematical physics and continuum mechanics can be phrased in the form of an abstract evolutionary system defined on a Hilbert space. In this paper we discuss a general framework…
We study the functional link between the Hurst parameter and the Normalized Total Wavelet Entropy when analyzing fractional Brownian motion (fBm) time series--these series are synthetically generated. Both quantifiers are mainly used to…
We study random iterations of averaged operators in Hilbert spaces and prove that the associated residuals converge exponentially fast, both in expectation and almost surely. Our results provide quantitative bounds in terms of a single…
We present an overview of the role of generating functions in quantum mechanical contexts, mainly in the modern theory of polarization and in the study of quantum phase transitions. Generating functions enable the derivation of moments and…
We classify (up to quasi-isomorphism) the free differential modules whose homology is equal to a given module $M$ by developing a theory for deforming an arbitrary free complex into a differential module. We use an iterative approach to…
Linear and nonlinear Hodge-like systems for 1-forms are studied, with an assumption equivalent to complete integrability substituted for the requirement of closure under exterior differentiation. The systems are placed in a variational…
Three-dimensional point clouds can be viewed as discrete samples of smooth manifolds, allowing spectral analysis using the Laplace-Beltrami operator (LBO). However, the traditional point cloud manifold harmonic transform (PMHT) is limited…
In the present paper, we address a class of the fractional derivatives of constant and variable orders for the first time. Fractional-order relaxation equations of constants and variable orders in the sense of Caputo type are modeled from…
It is well known that the validity of the so called Lenard-Magri scheme of integrability of a bi-Hamiltonian PDE can be established if one has some precise information on the corresponding 1st variational Poisson cohomology for one of the…
In this paper, we consider a continuous-time autoregressive fractionally integrated moving average (CARFIMA) model, which is defined as the stationary solution of a stochastic differential equation driven by a standard fractional Brownian…
The goal of this paper is to present a Dunkl-Gamma type operator with the help of two-variable Hermite polynomials and to derive its approximating properties via the classical modulus of continuity, second modulus of continuity and Peetre's…
Partially-projected Gutzwiller variational wavefunctions are used to describe the ground state of disordered interacting systems of fermions. We compare several different variational ground states with the exact ground state for disordered…
We use techniques from finite free probability to analyze matrix processes related to eigenvalues, singular values, and generalized singular values of random matrices. The models we use are quite basic and the analysis consists entirely of…
We provide a method for estimating spectral gaps in low-dimensional systems. Unlike traditional phase estimation, our approach does not require ancillary qubits nor does it require well characterised gates. Instead, it only requires the…
We introduce a generalisation of the well-known ARCH process, widely used for generating uncorrelated stochastic time series with long-term non-Gaussian distributions and long-lasting correlations in the (instantaneous) standard deviation…
K-frames were introduced by L. Gavruta to study atomic systems on Hilbert spaces. Recently some generalizations of this concept are introduced and some of its difference with ordinary frames are studied. In this paper *-K-frames are…