Related papers: Fractional Wiener Chaos
When $L$ is the Hermite or the Ornstein-Uhlenbeck operator, we find minimal integrability and smoothness conditions on a function $f$ so that the fractional power $L^\sigma f(x_0)$ is well-defined at a given point $x_0$. We illustrate the…
The radial polynomials of the 2D (circular) and 3D (spherical) Zernike functions are tabulated as powers of the radial distance. The reciprocal tabulation of powers of the radial distance in series of radial polynomials is also given, based…
We show a relation between fractional calculus and fractals, based only on physical and geometrical considerations. The link has been found in the physical origins of the power-laws, ruling the evolution of many natural phenomena, whose…
The fractional Fourier transform (FrFT), which is a generalization of the Fourier transform, has become the focus of many research papers in recent years because of its applications in electrical engineering and optics. In this paper, we…
The Wigner function formalism has been applied to the analysis of elastic scattering processes. The new element of known formalism is the choice of the phase space on which the Wigner function is defined. This phase space is 4-dimensional…
Several asymptotic expansions of parabolic cylinder functions are discussed and error bounds for remainders in the expansions are presented. In particular Poincar{\'e}-type expansions for large values of the argument $z$ and uniform…
Integral transform method (Fourier or Laplace transform, etc) is more often effective to do the theoretical analysis for the stochastic processes. However, for the time-space coupled cases, e.g., L\'evy walk or nonlinear cases, integral…
The Wiener chaos approach to interest rate modelling arises from the observation that the pricing kernel admits a representation in terms of the conditional variance of a square-integrable random variable, which in turn admits a chaos…
We study the statistics of wave functions in a ballistic chaotic system. The statistical ensemble is generated by adding weak smooth disorder. The conjecture of Gaussian fluctuations of wave functions put forward by Berry and generalized by…
The holomorphic multiplicative chaos (HMC) is a holomorphic analogue of the Gaussian multiplicative chaos. It arises naturally as the limit in large matrix size of the characteristic polynomial of Haar unitary matrices, and more generally,…
A connection between fractional calculus and statistical distribution theory has been established by the authors recently. Some extensions of the results to matrix-variate functions were also considered. In the present article, more results…
We generalize the method of Van Hove so as to deal with the case of non-ordinary statistical mechanics, that being phenomena with no time-scale separation. We show that in the case of ordinary statistical mechanics, even if the adoption of…
The Functional Machine Calculus (FMC) was recently introduced as a generalization of the lambda-calculus to include higher-order global state, probabilistic and non-deterministic choice, and input and output, while retaining confluence. The…
The primary purpose of this paper is to study the Wiener-type regularity criteria for non-linear equations driven by integro-differential operators, whose model is the fractional $p-$Laplace equation. In doing so, with the help of tools…
This paper develops a deeper understanding of the structure and combinatorial significance of the partition function for Hermitian random matrices. The coefficients of the large N expansion of the logarithm of this partition function,also…
Quaternionic analysis offers a function theory focused on the concept of $\psi-$hyperholomorphic functions defined as null solutions of the $\psi-$Fueter operator, where $\psi$ is an arbitrary orthogonal base (called structural set) of…
We prove a new family of inequalities involving squares of random variables belonging to the Wiener chaos associated with a given Gaussian field. Our result provides a substantial generalisation, as well as a new analytical proof, of an…
Consider a generic random element $F_\infty= \sum_{\text{finite}} \lambda_k (N^2_k -1)$ in the second Wiener chaos with a finite number of non-zero coefficients in the spectral representation where $(N_k)_{k \ge 1}$ is a sequence of i.i.d…
The review of the following results of the Refs. \cite{Sem} - \cite{Ans} is presented: For mixed state light of $N$-mode electromagnetic field described by Wigner function which has generic Gaussian form the photon distribution function is…
In this work we study the Wigner functions, which are the quantum analogues of the classical phase space density, and show how a full rigorous semiclassical scheme for all orders of \hbar can be constructed for them without referring to the…