Related papers: Operator Regular Variation of Multivariate Liouvil…
In this article the relation between the tail behaviours of a free regular infinitely divisible (positively supported) probability measure and its L\'evy measure is studied. An important example of such a measure is the compound free…
This paper targets to study the effect of the Riemann-Liouville fractional integral operator on unbounded variation points of a continuous function. In particular, we show that the fractional integral preserves the bounded variation points…
Many possible definitions have been proposed for fractional derivatives and integrals, starting from the classical Riemann-Liouville formula and its generalisations and modifying it by replacing the power function kernel with other kernel…
We study a family of (multivariate-)Gaussian Hamiltonian Monte Carlo (GHMC) operators and prove that the family of Gaussian distributions and their mixtures are invariant under such operators. Furthermore, each such operator is a…
In this paper, we study scalar multivariate non-stationary subdivision schemes with integer dilation matrix M=mI, m >=2, and present a general approach for checking their convergence and for determining their H\"older regularity. The…
We develop a unified operator framework for scalar, multivariate, and functional regression based on integral operators defined with respect to general measures. Within this framework, classical regression models, including…
We introduce a deterministic model defined on a two dimensional hyperbolic lattice. This model provides an example of a non random system whose multifractal behaviour has a number theoretic origin. We determine the multifractal exponents,…
Any self-adjoint extension of a (singular) Sturm-Liouville operator bounded from below uniquely leads to an associated sesquilinear form. This form is characterized in terms of principal and nonprincipal solutions of the Sturm-Liouville…
We introduce a variational method for approximating distribution functions of dynamics with a ``Liouville operator'' $\hL,$ in terms of a {\em nonequilibrium action functional} for two independent (left and right) trial states. The method…
In this paper we introduce and study the class of multivariate strong and strongly subexponential distributions. Some first properties are verified, as for example a type of multivariate analogue of Kesten's inequality, the closure property…
One of the most widely used properties of the multivariate Gaussian distribution, besides its tail behavior, is the fact that conditional means are linear and that conditional variances are constant. We here show that this property is also…
Set-valued quantiles for multivariate distributions with respect to a general convex cone are introduced which are based on a family of (univariate) distribution functions rather than on the joint distribution function. It is shown that…
We introduce a persistent random walk model with finite velocity and self-reinforcing directionality, which explains how exponentially distributed runs self-organize into truncated L\'evy walks observed in active intracellular transport by…
Heavy-tailed distributions are found throughout many naturally occurring phenomena. We have reviewed the models of stochastic dynamics that lead to heavy-tailed distributions (and power law distributions, in particular) including the…
We extend the construction principle of multivariate phase-type distributions to establish an analytically tractable class of heavy-tailed multivariate random variables whose marginal distributions are of Mittag-Leffler type with arbitrary…
We introduce a new class of multivariate heavy-tailed distributions that are convolutions of heterogeneous multivariate t-distributions. Unlike commonly used heavy-tailed distributions, the multivariate convolution-t distributions embody…
This thesis is devoted to the study of multivariate (joint) spectral multipliers for systems of strongly commuting non-negative self-adjoint operators, $L=(L_1,\ldots,L_d),$ on $L^2(X,\nu),$ where $(X,\nu)$ is a measure space. By strong…
We present results of the numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy tailed probability distribution functions. Assuming that the distribution function of the random fluctuations…
In fully developed homogeneous and isotropic turbulence, the Lagrangian and Eulerian descriptions of motion, although formally equivalent, become statistically decoupled. In this work, by invoking Liouville theorem, we show that the joint…
Elementary properties of the Koornwinder-Macdonald multivariable Askey-Wilson polynomials are discussed. Studied are the orthogonality, the difference equations, the recurrence relations, and the orthonormalization constants for these…