Related papers: Tempered geometric stable distributions and proces…
The $\mu$-neutral linear fractional multi-delayed differential nonhomogeneous system with noncommutative coefficient matrices is introduced. The novel $\mu$-neutral multi-delayed perturbation of Mittag-Leffler type matrix function is…
We present a class of L\'evy processes for modelling financial market fluctuations: Bilateral Gamma processes. Our starting point is to explore the properties of bilateral Gamma distributions, and then we turn to their associated L\'evy…
We develop a scalable class of models for latent variable estimation using composite Gaussian processes, with a focus on derivative Gaussian processes. We jointly model multiple data sources as outputs to improve the accuracy of latent…
In this paper a differential equation with noninteger order was used to model an anomalous luminescence decay process. Although this process is in principle an exponential decaying process, recent data indicates that is not the case for…
Multimodal structures in the sampling density (e.g. two competing phases) can be a serious problem for traditional Markov Chain Monte Carlo (MCMC), because correct sampling of the different structures can only be guaranteed for infinite…
With a view to computing fluctuation identities related to stable processes, we review and extend the class of hypergeometric L\'evy processes explored in Kuznetsov and Pardo (arXiv:1012.0817). We give the Wiener-Hopf factorisation of a…
Using lattice approximations of Euclidean space, we develop a way to approximate stable processes that are represented by stochastic integrals over Euclidean space. Via a stable version of the Lindeberg-Feller Theorem we show that the…
In the paper, multivariate probability distributions are considered that are representable as scale mixtures of multivariate elliptically contoured stable distributions. It is demonstrated that these distributions form a special subclass of…
Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining…
Following Arthur's study of the representations of the orthogonal and symplectic groups, we prove many cases of both the local and global Arthur conjectures for tempered representations of the unitary group. This completes the proof of…
In this article, the infinite series form of the probability densities of tempered stable and inverse tempered stable subordinators are obtained using Mellin transform. Further, the densities of the products and quotients of stable and…
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…
Let $G$ be a unimodular locally compact group. We define a property of irreducible unitary $G$-representations $V$ which we call c-temperedness, and which for the trivial $V$ boils down to F{\o}lner's condition (equivalent to the trivial…
This paper establishes integral representations of mild solutions of impulsive Hilfer fractional differential equations with impulsive conditions and fluctuating lower bounds at impulsive points. Further, the paper provides sufficient…
An expansion is developed for the Weil-Petersson Riemann curvature tensor in the thin region of the Teichm\"{u}ller and moduli spaces. The tensor is evaluated on the gradients of geodesic-lengths for disjoint geodesics. A precise lower…
In this paper, we propose an extension of the Hawkes process by incorporating a kernel based on the tempered Mittag-Leffler distribution. This is the generalization of the work presented in [10]. We derive analytical results for the…
Let {X_{t_1,t_2}: t_1,t_2 >= 0} be a two-parameter L\'evy process on R^d. We study basic properties of the one-parameter process {X_{x(t),y(t)}: t \in T} where x and y are, respectively, nondecreasing and nonincreasing nonnegative…
Exponential functionals of L\'evy processes appear as stationary distributions of generalized Ornstein-Uhlenbeck (GOU) processes. In this paper we obtain the infinitesimal generator of the GOU process and show that it is a Feller process.…
This paper presents foundational theoretical results on distributed parameter estimation for undirected probabilistic graphical models. It introduces a general condition on composite likelihood decompositions of these models which…
In this paper we define the closure under weak convergence of the class of p-tempered {\alpha}-stable distributions. We give necessary and sufficient conditions for convergence of sequences in this class. Moreover, we show that any element…