Related papers: On the Laplace transform
Many statistical models have likelihoods which are intractable: it is impossible or too expensive to compute the likelihood exactly. In such settings, a common approach is to replace the likelihood with an approximation, and proceed with…
We provide an analytic expression for the Laplace transform of the digamma fuction. This complements work of L. Glasser, D. Manna and O. Oloa on this question. The Laplace transform is continuous in the Laplace-variable a. The derivative…
We prove an explicit formula for the Fourier transform of $f(u(t))$, given the Fourier transform of $f(t)$, assuming $f\in L^2(-\infty,\infty)$ and $u$ sufficiently well behaved. We illustrate its usefulness by calculating the Fourier…
Integral expressions for positive-part moments E X_+^p (p>0) of random variables X are presented, in terms of the Fourier-Laplace or Fourier transforms of the distribution of X. A necessary and sufficient condition for the validity of such…
We consider a fractional Laplace equation and we give a self-contained elementary exposition of the representation formula for the Green function on the ball. In this exposition, only elementary calculus techniques will be used, in…
The necessary and sufficient conditions for a function to be totally or partially separable are derived. It is shown that a function is totally separable if and only if each component of the gradient vector of depends only on the…
After introducing the concept of null functions, we shall present a uniqueness result in the sense of the null functions for the Laplace transform on time scales with arbitrary graininess. The result can be regarded as a dynamic extension…
A version of the Uncertainty Principle says: There does not exist a non zero function in $L_p(\mathbb{R}^d)$ if its Fourier transform is supported by a set of finite $\alpha$-Hausdorff measure with $\alpha<2d/p$. This UP does not hold at…
Taylor series is a useful mathematical tool when describing and constructing a function. With the series representation, some properties of fractional calculus can be revealed clearly. This paper investigates two typical applications:…
We obtain sufficient conditions for an exponential type entire function not to have zeros in the open lower half-plane. An exact inequality containing the real and imaginary parts of such functions and their derivatives restricted to the…
We consider a process $(X_t)_{t\in[0,T)}$ given by the SDE $dX_t = \alpha b(t)X_t dt + \sigma(t) dB_t$, $t\in[0,T)$, with initial condition $X_0=0$, where $T\in(0,\infty]$, $\alpha\in R$, $(B_t)_{t\in[0,T)}$ is a standard Wiener process,…
Distributional equation is an important tool in the characterization theory because many characteristic properties of distributions can be transferred to such equations. Using a novel and natural approach, we retreat a remarkable…
The Laplace transform method for solving of a wide class of initial value problems for fractional differential equations is introduced. The method is based on the Laplace transform of the Mittag-Leffler function in two parameters. To extend…
From a suitable integral representation of the Laplace transform of a positive semi-definite quadratic form of independent real random variables with not necessarily identical densities a univariate integral representation is derived for…
The inversion of nabla Laplace transform, corresponding to a causal sequence, is considered. Two classical methods, i.e., residual calculation method and partial fraction method are developed to perform the inverse nabla Laplace transform.…
The Laplace transform is a useful and powerful analytic tool with applications to several areas of applied mathematics, including differential equations, probability and statistics. Similarly to the inversion of the Fourier transform,…
The Fourier transform of a bounded measurable function, $f$, on the real line is shown to be the second distributional derivative of a H\"older continuous function. The Fourier transform is written as the difference of $\int_{-1}^1…
It is shown that if the Fourier transform is a bounded map on a rearrangement-invariant space of functions on $\mathbb R^n$, modified by a weight, then the weight is bounded above and below and the space is equivalent to $L^2$. Also, if it…
We prove that a sequence $(f_i)_{i=1}^\infty$ of translates of a fixed $f\in L_p(R)$ cannot be an unconditional basis of $L_p(R)$ for any $1\le p<\infty$. In contrast to this, for every $2<p<\infty$, $d\in N$ and unbounded sequence…
We find a formula that relates the Fourier transform of a radial function on $\mathbf{R}^n$ with the Fourier transform of the same function defined on $\mathbf{R}^{n+2}$. This formula enables one to explicitly calculate the Fourier…