Related papers: Probabilistic Cauchy Functional Equations
In this article, we consider the generalised two-parameter Cauchy two-matrix model and corresponding integrable lattice equation. It is shown that with parameters chosen as $1/k_i$ when $k_i\in\mathbb{Z}_{>0}$ ($i=1,\,2$), the average…
By designating vertices with variables, a simple undirected graph can be augmented to have an associated representing rational function in two variables taking the complex bi-upper halfplane to itself. We give relations between representing…
A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…
In a series of publications of the second author, including some with coauthors, globally strictly convex Tikhonov-like functionals were constructed for some nonlinear ill-posed problems. The main element of such a functional is the…
For a grand canonical ensemble of classical point-like particles at equilibrium in continuous space we investigate the functional relationship between a stable and regular pair potential describing the interaction of the particles and the…
We define a smooth functional calculus for a non-commuting tuple of (unbounded) operators $A_j$ on a Banach space with real spectra and resolvents with temperate growth, by means of an iterated Cauchy formula. The construction is also…
In the paper, a linear differential equation with variable coefficients and a Caputo fractional derivative is considered. For this equation, a Cauchy problem is studied, when an initial condition is given at an intermediate point that does…
We present a rigorous convergence analysis for cylindrical approximations of nonlinear functionals, functional derivatives, and functional differential equations (FDEs). The purpose of this analysis is twofold: first, we prove that…
We consider an evolution equation with the Caputo-Dzhrbashyan fractional derivative of order $\alpha \in (1,2)$ with respect to the time variable, and the second order uniformly elliptic operator with variable coefficients acting in spatial…
This paper presents the probability distribution function (p.d.f.) and cumulative distribution function (c.d.f.) of the weighted sum of central independent chi-squared random variables with non-zero weighs based on a method using moment…
Hyper-Positive real, matrix-valued, rational functions are associated with absolute stability (the Lurie problem). Here, quantitative subsets of Hyper-positive functions, related through nested inclusions, are introduced. Structurally, this…
This note is concerned with an important for modelling question of existence of solutions of stochastic partial differential equations as proper stochastic processes, rather than processes in the generalized sense. We consider a first order…
We construct a pathwise calculus for functionals of integer-valued measures and use it to derive an martingale representation formula with respect to a large class of integer-valued random measures. Using these results, we extend the…
We introduced a new algebra of stochastic generalized functions which contains to the space of stochastic distributions G, [25]. As an application, we prove existence and uniqueness of the solution of a stochastic Cauchy problem involving…
The main purpose of this paper is to give characterization theorems on derivations as well as on linear functions. Among others the following problem will be investigated: Let $n\in\mathbb{Z}$, $f, g\colon\mathbb{R}\to\mathbb{R}$ be…
We investigate the distribution of values of cubic Dirichlet $L$-functions at $s=1$. Following ideas of Granville and Soundararajan for quadratic $L$-functions, we model the distribution of $L(1,\chi)$ by the distribution of random Euler…
In this paper we consider fractional quasi-Bessel equations $$\sum_{i=1}^{m}d_i x^{\alpha_i+p_i}D^{\alpha_i} u(x) + (x^\beta - \nu^2)u(x)=0$$ and construct their existence and uniqueness theory in the class of fractional series. Our…
We provide asymptotic results for the distribution of weighted nonlinear functionals of Gaussian field with long-range dependence. We also show that integral functionals and the corresponding additive functionals have same distributions…
Let $X$ be a second countable locally compact Abelian group containing no subgroup topologically isomorphic to the circle group $\mathbb{T}$. Let $\mu$ be a probability distribution on $X$ such that its characteristic function $\hat\mu(y)$…
We study regularity and decay properties for the solutions of the Cauchy problem for time-fractional partial differential equations, with tempered initial data, belonging to suitable (weighted) Sobolev spaces, associated with a differential…