Related papers: Series representations for the characteristic func…
We study the questions of determining the asymptotics of the probabilistic characteristics of additive arithmetic functions in the paper, regardless of whether they have a limit distribution or not. Several assertions are proved about the…
In this paper, we study the existence and uniqueness of solutions for general fractional-time parabolic equations of mixture type, and their probabilistic representations in terms of the corresponding inverse subordinators with or without…
Motivated by a real failure dataset in a two-dimensional context, this paper presents an extension of the Markov modulated Poisson process (MMPP) to two dimensions. The one-dimensional MMPP has been proposed for the modeling of dependent…
We present analytical and numerical treatments for evaluating the time-of-flight momentum distribution for the stationary states of a two-boson system trapped in a quartic double-well potential, paying particular attention to the Tonks and…
We compute an asymptotic formula for the mixed second moment of the $\mu$-th and $\nu$-th derivatives of quadratic Dirichlet $L$-functions over monic, irreducible polynomials in the function field setting.
We calculate the two-loop vertex function for the crossed topology, and for arbitrary masses and external momenta. We derive a double integral representation, suitable for a numerical evaluation by a Gaussian quadrature. Real and imaginary…
Integral representations play a prominent role in the analysis of entire functions. The representations of generalized Mittag-Leffler type functions and their asymptotics have been (and still are) investigated by plenty of authors in…
The algebra Mul[[B]] of formal multilinear function series over an algebra B and its quotient SymMul[[B]] are introduced, as well as corresponding operations of formal composition. In the setting of Mul[[B]], the unsymmetrized R- and…
Given a possibly discontinuous, bounded function $f:\mathbb{R}\mapsto\mathbb{R}$, we consider the set of generalized flows, obtained by assigning a probability measure on the set of Carath\'eodory solutions to the ODE ~$\dot x = f(x)$. The…
We map the Markov Switching Multi-fractal model (MSM) onto the Random Energy Model (REM). The MSM is, like the REM, an exactly solvable model in 1-d space with non-trivial correlation functions. According to our results, four different…
Markov cohort state-transition models have been the standard approach for simulating the prognosis of patients or, more generally, the life trajectories of individuals over a time period. Current approaches for estimating the variance of a…
In this paper we investigate mixing and transport in correspondence of a meandering jet. The large-scale flow field is a kinematically assigned streamfunction. Two basic mixing mechanisms are considered, first separately and then combined…
Explicit and exact results are obtained for the joint queue-length distribution for the two-level non-preemptive Markovian priority queue. Marginal distributions are derived for the general multi-level problem. The results are based on a…
The aim of this paper is to study some continuous-time bivariate Markov processes arising from group representation theory. The first component (level) can be either discrete (quasi-birth-and-death processes) or continuous (switching…
This paper presents asymptotic covariance formulae and central limit theorems for geometric functionals, including volume, surface area, and all Minkowski functionals and translation invariant Minkowski tensors as prominent examples, of…
Random flights in $\mathbb{R}^d,d\geq 2,$ with Dirichlet-distributed displacements and uniformly distributed orientation are analyzed. The explicit characteristic functions of the position $\underline{\bf X}_d(t),\,t>0,$ when the number of…
We consider the down/up crossing property of weighted Markov branching processes. The joint probability distribution of multi crossing numbers of such processes are obtained. In particular, for Markov branching processes, the probability…
A variational formula for the asymptotic variance of general Markov processes is obtained. As application, we get a upper bound of the mean exit time of reversible Markov processes, and some comparison theorems between the reversible and…
In this paper, we establish moment and Bernstein-type inequalities for additive functionals of geometrically ergodic Markov chains. These inequalities extend the corresponding inequalities for independent random variables. Our conditions…
Within the framework of probability distributions on projective Hilbert space a scheme for the calculation of multitime correlation functions is developed. The starting point is the Markovian stochastic wave function description of an open…