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Related papers: On the Laplace transform

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When studying fluctuations of models in the 1D KPZ class including the ASEP and the $q$-TASEP, a standard approach has been to first write down a formula for $q$-deformed moments and constitute their generating function. This works well for…

Mathematical Physics · Physics 2019-05-01 Takashi Imamura , Tomohiro Sasamoto

Assume that $f$ is Dunkl polyharmonic in $\mathbb{R}^n$ (i.e. $(\Delta_h)^p f=0$ for some integer $p$, where $\Delta_h$ is the Dunkl Laplacian associated to a root system $R$ and to a multiplicity function $\kappa$, defined on $R$ and…

Classical Analysis and ODEs · Mathematics 2008-11-07 Guangbin Ren , Liang Liu

We consider the problem of finding a function defined on $(0,\infty)$ from a countable set of values of its Laplace transform. The problem is severely ill-posed. We shall use the expansion of the function in a series of Laguerre polynomials…

Analysis of PDEs · Mathematics 2015-05-13 Tran Ngoc Lien , Dang Duc Trong , Alain Pham Ngoc Dinh

In this paper, we essentially compute the set of $x,y>0$ such that the mapping $z \longmapsto \Big{(}1-r+r e^z\Big{)}^x \Big{(}\dis\frac{\lambda}{\lambda-z}\Big{)}^{y}$ is a Laplace transform. If $X$ and $Y$ are two independent random…

Probability · Mathematics 2009-09-28 Ben Salah Nahla , Masmoudi Afif

It is proved that there does not exist any non zero function in $L^p(\R^n)$ with $1\leq p\leq 2n/\alpha$ if its Fourier transform is supported by a set of finite packing $\alpha$-measure where $0<\alpha<n$. It is shown that the assertion…

Functional Analysis · Mathematics 2014-07-23 K. S. Senthil Raani

It is shown that performing simultaneously two transformations on functions of space and time (for instance a Fourier transform on the space variable and a Laplace transform on the time variable) can be easier than performing them one after…

Mathematical Physics · Physics 2014-05-02 Vincent Rossetto

A discrete Laplace transform and its inversion formula are obtained by using a quadrature of the continuous Fourier transform which is given in terms of Hermite polynomials and its zeros. This approach yields a convergent discrete formula…

Numerical Analysis · Mathematics 2007-05-23 Rafael G. Campos , Francisco Mejia

An odd meromorphic function f(s) is constructed from the Riemann zeta-function evaluated at one-half plus s. The partial fraction expansion, p(s), of f(s) is obtained using the conjunction of the Riemann hypothesis and hypotheses advanced…

General Mathematics · Mathematics 2007-05-23 Anthony Csizmazia

We give a necessary and sufficient condition for strict convexity of the rate function of a random vector in $R^d$. This condition is always satisfied when the random vector has finite Laplace transform. We also completely describe the…

Probability · Mathematics 2021-06-17 Vladislav Vysotsky

We present a method of generation of exact and explicit forms of one-sided, heavy-tailed Levy stable probability distributions g_{\alpha}(x), 0 \leq x < \infty, 0 < \alpha < 1. We demonstrate that the knowledge of one such a distribution…

Mathematical Physics · Physics 2015-06-04 K. Gorska , K. A. Penson

In this paper, we prove the following result. Let $\alpha$ be any real number between $0$ and $2$. Assume that $u$ is a solution of $$ \left\{\begin{array}{ll} (-\Delta)^{\alpha/2} u(x) = 0 , \;\; x \in \mathbb{R}^n ,\\…

Analysis of PDEs · Mathematics 2021-08-11 Wenxiong Chen , Lorenzo D'Ambrosio , Yan Li

The Laplace transform is an algebraic method that is widely used for analyzing physical systems by either solving the differential equations modeling their dynamics or by evaluating their transfer function. The dynamics of the given system…

Logic in Computer Science · Computer Science 2018-06-11 Adnan Rashid , Osman Hasan

It is shown that if the processes $B$ and $f(B)$ are both Brownian motions (without a random time change) then $f$ must be an affine function. As a by-product of the proof, it is shown that the only functions which are solutions to both the…

Probability · Mathematics 2017-07-14 Michael R. Tehranchi

We analyze a simple asset transfer model in which the transfer amount is a fixed fraction $f$ of the giver's wealth. The model is analyzed in a new way by Laplace transforming the master equation, solving it analytically and numerically for…

General Finance · Quantitative Finance 2015-05-18 Andrey Sokolov , Andrew Melatos , Tien Kieu

The main purpose of this paper is to show that there exists a positive number $\lambda_{1}$, the first eigenvalue, such that some $p(x)$-Laplace equation admits a solution if $\lambda=\lambda_{1}$ and that $\lambda_{1}$ is simple, i.e.,…

Analysis of PDEs · Mathematics 2011-05-24 Yushan Jiang , Yongqiang Fu

Given a sequence $T=(T_i)_{i\geq1}$ of nonnegative random variables, a function f on the positive halfline can be transformed to $\mathbb{E}\prod_{i\geq1}f(tT_i)$. We study the fixed points of this transform within the class of decreasing…

Probability · Mathematics 2012-10-12 Gerold Alsmeyer , J. D. Biggins , Matthias Meiners

Let $f$ be a function or distribution on $\rr d$. We show that $f$ belongs to a certain Pilipovi{\'c} space, if and only if $f$ and suitable partial fractional Fourier transforms of $f$ satisfy certain types of estimates.

Functional Analysis · Mathematics 2022-03-10 Joachim Toft , Anupam Gumber

In this paper, we derive certain formulas giving the Laplace transforms of two generalized fractional integral operators introduced recently in [Fract. Calc. Appl. Anal. 20 (2) (2017), 422--446]. The main results provide generalizations to…

Classical Analysis and ODEs · Mathematics 2025-09-03 Min-Jie Luo , Jing-Yi Shen , Ravinder Krishna Raina

We study a general transition operator, generated by a random walk on a graph $X$; in particular we give necessary and sufficient condition on the matrix coefficient (1-step transition probablilities) to be a bounded operator from…

Probability · Mathematics 2007-05-23 Fabio Zucca

We prove bounds for the truncated directional Hilbert transform in $L^p(\mathbb{R}^2)$ for any $1<p<\infty$ under a combination of a Lipschitz assumption and a lacunarity assumption. It is known that a lacunarity assumption alone is not…

Classical Analysis and ODEs · Mathematics 2016-11-07 Shaoming Guo , Christoph Thiele
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