Related papers: Series representations for the characteristic func…
Geometrical random multiplicative cascade processes are often used to model positive-valued multifractal fields such as for example the energy dissipation field of fully developed turbulence. A dynamical generalisation of these models is…
A multifractal-like representation for multi-time multi-scale velocity correlation in turbulence and dynamical turbulent models is proposed. The importance of subleading contributions to time correlations is highlighted. The fulfillment of…
The motion of overdamped particles in a one-dimensional spatially-periodic potential is considered. The potential is also randomly-fluctuating in time, due to multiplicative colored noise terms, and has a deterministic tilt. Numerical…
We have discovered three non-power infinite series representations for Bessel functions of the first kind of integer orders and real arguments. These series contain only elementary functions and are remarkably simple. Each series was…
We consider monotonic, multiple regression for a set of contiguous regions (lattice data). The regression functions permissibly vary between regions and exhibit geographical structure. We develop new Bayesian non-parametric methodology…
We study the shape of the probability mass function of the Markov binomial distribution, and give necessary and sufficient conditions for the probability mass function to be unimodal, bimodal or trimodal. These are useful to analyze the…
A stationary random sequence admits under some assumptions a representation as the sum of two others: one of them is a martingale difference sequence, and another is a so-called coboundary. Such a representation can be used for proving some…
The aim of this paper is to study a dimorphic property associated with two different sums of identically independent Bernoulli random variables having two different families of probability mass functions. In addition, we give two…
This is the second of two coupled papers estimating the mean values of multiplicative functions, of unknown support, on arithmetic progressions with large differences. Applications are made to the study of primes in arithmetic progression…
We propose an optimized algorithm for the numerical simulation of two-time correlation functions by means of stochastic wave functions. As a first application, we investigate the two-time correlation function of a nonlinear optical…
In this work, we deal with a bivariate time series of wind speed and direction. Our observed data have peculiar features, such as informative missing values, non-reliable measures under a specific condition and interval-censored data, that…
We introduce a generalization of the Stirling numbers via symmetric functions involving two weight functions. The resulting extension unifies previously known Stirling-type sequences with known symmetric function forms, as well as other…
We obtain an asymptotic representation formula for harmonic functions with respect to a linear anisotropic nonlocal operator. Furthermore we get a Bourgain-Brezis-Mironescu type limit formula for a related class of anisotropic nonlocal…
Regular and singular parts of asymptotic expansions of semi-Markov random evolutions are given. Regularity of boundary conditions is shown. An algorithm for calculation of initial conditions is proposed.
In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…
We introduce multi-kangaroo Markov processes and provide a general procedure for evaluating a certain type of stochastic functionals. We calculate analytically the large deviation properties. Applications include zero-crossing statistics…
The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…
A two-parameter characteristic of functions meromorphic on annuli is introduced and an extension of the Nevanlinna value distribution theory for such functions is proposed.
The aim of this paper is to study differential and spectral properties of the infinitesimal operator of two dimensional Markov processes with diffusion and discrete components. The infinitesimal operator is now a second-order differential…
We consider the Markov random flight $\bold X(t)$ in the Euclidean space $\Bbb R^m, \; m\ge 2,$ starting from the origin $\bold 0\in\Bbb R^m$ that, at Poisson-paced times, changes its direction at random according to arbitrary distribution…