English
Related papers

Related papers: Operator Regular Variation of Multivariate Liouvil…

200 papers

We study the Hardy-Littlewood maximal operator defined via an unconditional norm, acting on block decreasing functions. We show that the uncentered maximal operator maps block decreasing functions of special bounded variation to functions…

Classical Analysis and ODEs · Mathematics 2010-03-11 J. M. Aldaz , J. Perez Lazaro

The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure…

Statistical Finance · Quantitative Finance 2016-10-04 Asmerilda Hitaj , Friedrich Hubalek , Lorenzo Mercuri , Edit Rroji

Regular variation of a multivariate measure with a Lebesgue density implies the regular variation of its density provided the density satisfies some regularity conditions. Unlike the univariate case, the converse also requires regularity…

Probability · Mathematics 2016-01-12 Tiandong Wang , Sidney I. Resnick

We obtain Liouville type theorems for degenerate elliptic equation with a drift term and a potential. The diffusion is driven by H\"ormander operators. We show that the conditions imposed on the coefficients of the operator are optimal.…

Analysis of PDEs · Mathematics 2025-04-09 Stefano Biagi , Dario Daniele Monticelli , Fabio Punzo

Hidden regular variation is a sub-model of multivariate regular variation and facilitates accurate estimation of joint tail probabilities. We generalize the model of hidden regular variation to what we call hidden domain of attraction. We…

Probability · Mathematics 2011-10-05 Abhimanyu Mitra , Sidney I. Resnick

We study a generalized functional related to the pullback metrics (3). We derive the first variation formula which yield stationary maps. We introduce the stress-energy tensor which is naturally linked to conservation law and yield…

Differential Geometry · Mathematics 2017-07-11 Said Asserda

The paper demonstrates the basic properties of the local fractional variation operators (termed fractal variation operators). The action of the operators is demonstrated for local characterization of Holderian functions. In particular, it…

Classical Analysis and ODEs · Mathematics 2015-05-27 Dimiter Prodanov

Recently, a duality between Liouville theory and four dimensional N=2 gauge theory has been uncovered by some of the authors. We consider the role of extended objects in gauge theory, surface operators and line operators, under this…

High Energy Physics - Theory · Physics 2010-03-02 Luis F. Alday , Davide Gaiotto , Sergei Gukov , Yuji Tachikawa , Herman Verlinde

In this work, a higher regularized trace formula has been found for a regular Sturm-Liouville differential operator with operator coefficient.

Classical Analysis and ODEs · Mathematics 2018-02-01 Serpil Karayel , Yonca Sezer , Ozlem Baksi

The classical Liouville theorem states that a bounded harmonic function on all of $\RR^n$ must be constant. In the early 1970s, S.T. Yau vastly generalized this, showing that it holds for manifolds with nonnegative Ricci curvature.…

Differential Geometry · Mathematics 2019-02-26 Tobias Holck Colding , William P. Minicozzi

An interesting line of research is the investigation of the laws of random variables known as Dirichlet means. However, there is not much information on interrelationships between different Dirichlet means. Here, we introduce two…

Statistics Theory · Mathematics 2010-10-11 Lancelot F. James

Several formulations have long existed in the literature in the form of continuous mixtures of normal variables where a mixing variable operates on the mean or on the variance or on both the mean and the variance of a multivariate normal…

Probability · Mathematics 2020-03-31 Reinaldo B. Arellano-Valle , Adelchi Azzalini

In this paper we present a general approach to multivariate periodic wavelets generated by scaling functions of de la Vall\'ee Poussin type. These scaling functions and their corresponding wavelets are determined by their Fourier…

Functional Analysis · Mathematics 2018-11-27 Ronny Bergmann , Jürgen Prestin

A result by Courr\`ege says that linear translation invariant operators satisfy the maximum principle if and only if they are of the form $\mathcal{L}=\mathcal{L}^{\sigma,b}+\mathcal{L}^\mu$ where $$…

Analysis of PDEs · Mathematics 2020-08-27 Nathaël Alibaud , Félix del Teso , Jørgen Endal , Espen R. Jakobsen

It is shown that in the two-exponential version of Liouville theory the coefficients of the three-point functions of vertex operators can be determined uniquely using the translational invariance of the path integral measure and the…

High Energy Physics - Theory · Physics 2009-10-31 L. O'Raifeartaigh , J. M. Pawlowski , V. V. Sreedhar

An earlier work of the author's showed that it was possible to adapt the Alekseev-Meinrenken Chern-Weil proof of the Duflo isomorphism to obtain a completely combinatorial proof of the Wheeling isomorphism. That work depended on a certain…

Quantum Algebra · Mathematics 2014-10-01 Andrew Kricker

We study Sturm-Liouville operators on closed sets of a special structure, which are sometimes referred as time scales and often appear in modelling various real processes. Depending on the set structure, such operators unify both…

Spectral Theory · Mathematics 2021-07-13 S. A. Buterin , M. A. Kuznetsova , V. A. Yurko

Abel-Tauberian theorems relate power law behavior of distributions and their transforms. We formulate and prove a multivariate version for non-standard regularly varying measures on $\mathbb{R}_+^p$ and then apply it to prove that the joint…

Probability · Mathematics 2014-06-26 Sidney Resnick , Gennady Samorodnitsky

We discuss inverse spectral theory for singular differential operators on arbitrary intervals $(a,b) \subseteq \mathbb{R}$ associated with rather general differential expressions of the type \[\tau f = \frac{1}{r} \left(- \big(p[f' + s…

Spectral Theory · Mathematics 2013-11-28 Jonathan Eckhardt , Fritz Gesztesy , Roger Nichols , Gerald Teschl

Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…

Statistical Mechanics · Physics 2015-06-15 Tomasz Srokowski