Related papers: Censored fractional Bernstein derivatives and stoc…
In this paper, we consider the product-limit quantile estimator of an unknown quantile function under a censored dependent model. This is a parallel problem to the estimation of the unknown distribution function by the product-limit…
Some fractional and anomalous diffusions are driven by equations involving fractional derivatives in both time and space. Such diffusions are processes with randomly varying times. In representing the solutions to those diffusions, the…
A new integral identity for functions with continuous second partial derivatives is derived. It is shown that the value of any function f(r,t) at position r and time t is completely determined by its previous values at all other locations…
We study one-dimensional Levy processes with Levy-Khintchine exponent psi(xi^2), where psi is a complete Bernstein function. These processes are subordinate Brownian motions corresponding to subordinators, whose Levy measure has completely…
We consider the time-fractional Cattaneo equation involving the tempered Caputo space-fractional derivative. We find the characteristic function of the related process and we explain the main differences with previous stochastic treatments…
The prime aim of the present paper is to continue developing the theory of tempered fractional integrals and derivatives of a function with respect to another function. This theory combines the tempered fractional calculus with the…
We present Hoeffding-type and Bernstein-type inequalities for right-censored data. The inequalities bound the difference between an inverse of the probability of censoring weighting (IPCW) estimator and its expectation. We first discuss the…
We consider one-dimensional chain of coupled linear and nonlinear oscillators with long-range power-wise interaction. The corresponding term in dynamical equations is proportional to $1/|n-m|^{\alpha+1}$. It is shown that the equation of…
This paper derives physically meaningful boundary conditions for fractional diffusion equations, using a mass balance approach. Numerical solutions are presented, and theoretical properties are reviewed, including well-posedness and steady…
An initial-boundary value problem with a Caputo time derivative of fractional order $\alpha\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. For this problem, we give a simple and general…
We consider the rough differential equations driven by tempered fractional Brownian motion with Hurst index $H\in (\frac{1}{4}, \frac{1}{3})$ and tempered parameter $\lambda>0$. First, by means of piecewise linear approximation, we…
A new method for approximating fractional derivatives of the Gaussian function and Dawson's integral are presented. Unlike previous approaches, which are dominantly based on some discretization of Riemann-Liouville integral using polynomial…
In this paper we study a subordinate Brownian motion with a Gaussian component and a rather general discontinuous part. The assumption on the subordinator is that its Laplace exponent is a complete Bernstein function with a L\'evy density…
Solutions to many important partial differential equations satisfy bounds constraints, but approximations computed by finite element or finite difference methods typically fail to respect the same conditions. Chang and Nakshatrala enforce…
We show that if $-A$ generates a bounded $\alpha$-times resolvent family for some $\alpha \in (0,2]$, then $-A^{\beta}$ generates an analytic $\gamma$-times resolvent family for $\beta \in(0,\frac{2\pi-\pi\gamma}{2\pi-\pi\alpha})$ and…
We introduce a Bernstein-type inequality which serves to uniformly control quadratic forms of gaussian variables. The latter can for example be used to derive sharp model selection criteria for linear estimation in linear regression and…
We describe discrete restricted Boltzmann machines: probabilistic graphical models with bipartite interactions between visible and hidden discrete variables. Examples are binary restricted Boltzmann machines and discrete naive Bayes models.…
We analyze here different forms of fractional relaxation equations of order {\nu}\in(0,1) and we derive their solutions both in analytical and in probabilistic forms. In particular we show that these solutions can be expressed as crossing…
In this work, Bernstein's concentration inequalities for squared integrable matrix-valued discrete-time martingales are obtained. Based on Lieb's theory and Bernstein's condition, a suitable supermartingale can be constructed. Our proof is…
In this article, the boundary singularity for stationary solutions of the linearized Boltzmann equation with cut-off inverse power potential is analyzed. In particular, for cut-off hard-potential cases, we establish the asymptotic…