Related papers: Series representations for the characteristic func…
In this paper, we obtain a Lamperti type representation for real-valued self-similar Markov processes, killed at their hitting time of zero. Namely, we represent real-valued self-similar Markov processes as time changed multiplicative…
A family of random variables $\mathbf{X}(s)$, depending on a real parameter $s>-\frac{1}{2}$, appears in the asymptotics of the joint moments of characteristic polynomials of random unitary matrices and their derivatives, in the ergodic…
In $M$-estimation under standard asymptotics, the weak convergence combined with the polynomial type large deviation estimate of the associated statistical random field Yoshida (2011) provides us with not only the asymptotic distribution of…
Motivated by a result on weak Markov dilations, we define a notion of characteristic function for ergodic and coisometric row contractions with a one-dimensional invariant subspace for the adjoints. This extends a definition given by G.…
In this paper, we compute the small and large $x$ asymptotics of the special function solutions of Painlev\'e-III equation in the complex plane. We use the representation in terms of Toeplitz determinants of Bessel functions obtained in…
We prove an asymptotic formula for a special case of the Gauss hypergeometric function which arises in explicit formulas for moments of Maass form symmetric square L-functions. The resulting formula is uniform in several variables, which is…
This paper addresses the problem of regularity properties of functions represented as an expansion in a wavelet basis with random coefficients in terms of finiteness of their Besov norm with probability 1. Such representations are used to…
For the associated Legendre and Ferrers functions of the first and second kind, we obtain new multi-derivative and multi-integral representation formulas. The multi-integral representation formulas that we derive for these functions…
The calculation of quantum canonical time correlation functions is considered in this paper. Transport properties, such as diffusion and reaction rate coefficients, can be determined from time integrals of these correlation functions.…
This paper introduces and studies a generalization of the $\mathtt{k}$-Bessel function of order $\nu$ given by \[\mathtt{W}^{\mathtt{k}}_{\nu, c}(x):= \sum_{r=0}^\infty \frac{(-c)^r}{\Gamma_{\mathtt{k}}\left( r \mathtt{k}…
We find an integral representation for the generalized hypergeometric function unifying known representations via generalized Stieltjes, Laplace and cosine Fourier transforms. Using positivity conditions for the weight in this…
By using the matrix formulation of the two-step approach to the distributions of runs, a recursive relation and an explicit expression are derived for the generating function of the joint distribution of rises and falls for multivariate…
In this paper we consider a random walk of a particle in $\mathbb{R}^d$. Convergence of different transformations of trajectories of random flights with Poisson switching moments has been obtained by Davydov and Konakov, as well as…
We provide a systematic study of the notion of duality of Markov processes with respect to a function. We discuss the relation of this notion with duality with respect to a measure as studied in Markov process theory and potential theory…
We show that the class of inductive limits of the representations of finite symmetric groups with simple spectrum coinsides with the class of Markov representations of the infinite symmetric group associated with Markov measures on the…
We compute an asymptotic formula for the twisted moment of GL(3)xGL(2) L-functions and their derivatives. As an application we prove that symmetric-square lifts of GL(2) Maass forms are uniquely determined by the central values of the…
In this paper we study the asymptotic behaviour via Gamma-convergence of some integral functionals which model some multi-dimensional structures and depend explicitly on the linearized strain tensor. The functionals are defined in…
We give lower bounds for the small moments of the sum of a random multiplicative function, which improve on some results of Bondarenko and Seip and constitute further progress towards (dis)proving a conjecture of Helson. We also prove…
We introduce discrete time Markov chains that preserve uniform measures on boxed plane partitions. Elementary Markov steps change the size of the box from (a x b x c) to ((a-1) x (b+1) x c) or ((a+1) x (b-1) x c). Algorithmic realization of…
We present for the first time an asymptotic convergence analysis of two time-scale stochastic approximation driven by `controlled' Markov noise. In particular, both the faster and slower recursions have non-additive controlled Markov noise…