English
Related papers

Related papers: Humbert Generalized Fractional Differenced ARMA Pr…

200 papers

We consider a class of generalized binomials emerging in fractional calculus. After establishing some general properties, we focus on a particular yet relevant case, for which we provide several ready-for-use combinatorial identities,…

Combinatorics · Mathematics 2020-10-13 Mirko D'Ovidio , Anna Chiara Lai , Paola Loreti

We give some details about the stationary phase lemma. We first prove a special case where the high order terms are derived explicitly. Based on that, we prove a more general case by using Morse lemma.

Functional Analysis · Mathematics 2020-10-27 Shiqi Ma

For the large family of ARMA models with variable coefficients (TV-ARMA), either deterministic or stochastic, we provide an explicit and computationally tractable representation based on the general solution of the associated linear…

Statistics Theory · Mathematics 2021-10-13 M. Karanasos , A. Paraskevopoulos , T. Magdalinos , A. Canepa

The linear nonhomogeneous fractional difference system with constant coefficients is introduced. An explicit solution to the system is acquired by proposing a newly discrete retarded perturbation of the nabla Mittag-Leffer-type function…

Dynamical Systems · Mathematics 2024-01-09 Mustafa Aydin , Nazim I. Mahmudov

We reassess the problem of separability of the kinematic Hilbert space in loop quantum gravity under a new mathematical point of view. We use the formalism of frames, a tool used in signal analysis, in order to remove the redundancy of the…

General Relativity and Quantum Cosmology · Physics 2016-10-31 Bruno Carvalho , Daniel H. T. Franco

We study an extension of the 2D Fermi--Hubbard model, which was recently introduced in [Das et al., Phys. Rev. Lett. 132, 263402 (2024)] and shown to describe altermagnetism that can be studied in cold atom systems. Using an updated…

Quantum Gases · Physics 2025-06-23 E. Langmann , J. Lenells

We present two types of polynomials related to the Mittag-Leffler function namely the fractional Hermite polynomial and the Mittag-Leffler polynomial. The first modifies the Hermite polynomial and the second one is a refashioned Laguerre…

Mathematical Physics · Physics 2019-12-24 K. Górska , A. Horzela , K. A. Penson , G. Dattoli

In general, while obtaining the probability density function of sums and products of shifted random variables, ordinary analytical methods such as Fourier and Mellin transforms tend to provide integrals which cannot be expressed in terms of…

Complex Variables · Mathematics 2013-02-14 Pushpa N. rathie , Arjun K. Rathie , Luan C. de S. M. Ozelim

In the following, we introduce new proportional hazard (PH) processes, which are derived by a marginal transformation applied to complementary power function distribution (CPFD) processes. Also, we introduce two new Pareto processes, which…

Applications · Statistics 2024-03-12 Barry C. Arnold , B. G. Manjunath , S. Sachdeva

Grothendieck has proved that each class in the de Rham cohomology of a smooth complex affine variety can be represented by a differential form with polynomial coefficients. After having proved a single exponential bound for the degrees of…

Algebraic Geometry · Mathematics 2018-11-08 Peter Scheiblechner

In this paper, certain generalized fractional derivative formulae are introduced involving the k-Mittag-Leffler function. Then their image formulae (using Beta transform, Laplace transform and Whittaker transform) are also established. The…

Functional Analysis · Mathematics 2019-02-08 Mehar Chand , Jatinder Kumar Bansal

We obtain necessary and sufficient conditions for the regular variation of the variance of partial sums of functionals of discrete and continuous-time stationary Markov processes with normal transition operators. We also construct a class…

Probability · Mathematics 2014-05-13 George Deligiannidis , Magda Peligrad , Sergey Utev

If $a$ is a densely defined sectorial form in a Hilbert space which is possibly not closable, then we associate in a natural way a holomorphic semigroup generator with $a$. This allows us to remove in several theorems of semigroup theory…

Analysis of PDEs · Mathematics 2010-05-07 W. Arendt , A. F. M. ter Elst

We consider Hadamard fractional derivatives and integrals of variable fractional order. A new type of fractional operator, which we call the Hadamard-Marchaud fractional derivative, is also considered. The objective is to represent these…

Classical Analysis and ODEs · Mathematics 2015-03-17 Ricardo Almeida , Delfim F. M. Torres

We present an approach for construction of functional bases of differential invariants for some infinite-dimensional algebras with coefficients of generating operators depending on arbitrary functions. An example for the…

Mathematical Physics · Physics 2007-05-23 Irina Yehorchenko

Dirichlet Process Mixtures (DPMs) are a popular class of statistical models to perform density estimation and clustering. However, when the data available have a distribution evolving over time, such models are inadequate. We introduce here…

Methodology · Statistics 2012-06-26 Francois Caron , Manuel Davy , Arnaud Doucet

Some Hermite-Hadamard's mid-point type inequalities related to Katugampola fractional integrals are obtained where the first derivative of considered mappings is Lipschitzian or convex. Also some mid-point type inequalities are given for…

General Mathematics · Mathematics 2019-02-21 M. Rostamian Delavar

Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…

Probability · Mathematics 2023-02-02 Mario Kieburg

We establish the asymptotic validity of frequency-domain inference for stationary multivariate Hawkes processes under mild conditions, bridging the gap between theory and application. By developing upper-bounds on the reduced cumulant…

Statistics Theory · Mathematics 2026-04-14 Yifu Tang , Conor Kresin , Boris Baeumer , Ting Wang

We study discrete linear divergence-form operators with random coefficients, also known as the random conductance model. We assume that the conductances are bounded, independent and stationary; the law of a conductance may depend on the…

Probability · Mathematics 2017-02-10 Arianna Giunti , Jean-Christophe Mourrat