Related papers: Tempered geometric stable distributions and proces…
A recent development in the theory of fractional differential equations with variable coefficients has been a method for obtaining an exact solution in the form of an infinite series involving nested fractional integral operators. This…
Multivariate tempered stable random measures (ISRMs) are constructed and their corresponding space of integrable functions is characterized in terms of a quasi-norm utilizing the so-called Rosinski measure of a tempered stable law. In the…
A class of Fleming-Viot processes with decaying sampling rates and $\alpha$-stable motions that correspond to distributions with growing populations are introduced and analyzed. Almost sure long-time scaling limits for these processes are…
We prove several properties of the EMCEL scheme, which is capable of approximating one-dimensional continuous strong Markov processes in distribution on the path space (the scheme is briefly recalled). Special cases include irregular…
The paper studies the rate of convergence of the weak Euler approximation for solutions to SDEs driven by Levy processes, with Hoelder-continuous coefficients. It investigates the dependence of the rate on the regularity of coefficients and…
The present work deals with the derivation of corrector estimates for the two-scale homogenization of a thermo-diffusion model with weak thermal coupling posed in a heterogeneous medium endowed with periodically arranged high-contrast…
We discuss the properties of three upsilon transforms, which are related to the class of $p$-tempered $\alpha$-stable ($TS^p_\alpha$) distributions. In particular, we characterize their domains and show how they can be represented as…
In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…
We develop a unified scaling framework for the end-position distributions of tethered polymers confined in finite cylindrical geometries. Two observables are analysed: the longitudinal distribution P(x), along the confinement axis, and the…
In this paper, we present a comprehensive theory of generalized and weak generalized convolutions, illustrate it by a large number of examples, and discuss the related infinitely divisible distributions. We consider L\'{e}vy and additive…
A geometric representation for multivariate extremes, based on the shapes of scaled sample clouds in light-tailed margins and their so-called limit sets, has recently been shown to connect several existing extremal dependence concepts.…
We study Whittaker vectors (and Jacquet integrals) in the generalized principal series for a real reductive group. A functional equation for them is obtained. This allows to establish uniform estimates for their holomorphic extensions with…
We introduce and study an extension of the heat equation relevant to relativistic energy formula involving square root of differential operators. We furnish exact solutions of corresponding Cauchy (initial) problem using the operator…
We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…
We consider a class of non-conjugate priors as a mixing family of distributions for a parameter (e.g., Poisson or gamma rate, inverse scale or precision of an inverse-gamma, inverse variance of a normal distribution) of an exponential…
We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…
Integral representations play a prominent role in the analysis of entire functions. The representations of generalized Mittag-Leffler type functions and their asymptotics have been (and still are) investigated by plenty of authors in…
We discuss invariance principles for autoregressive tempered fractionally integrated moving averages in $\alpha$-stable $(1< \alpha \le 2)$ i.i.d. innovations and related tempered linear processes with vanishing tempering parameter $\lambda…
Basic properties of the unified entropies are examined. The consideration is mainly restricted to the finite-dimensional quantum case. Bounds in terms of ensembles of quantum states are given. Both the continuity in Fannes' sense and…
Ordinary differential equations (ODEs) are widely used to describe dynamical systems in science, but identifying parameters that explain experimental measurements is challenging. In particular, although ODEs are differentiable and would…