Related papers: On the Laplace transform
We give an example of a convex, finite and lower semicontinuous function whose subdifferential is everywhere empty. This is possible since the function is defined on an incomplete normed space. The function serves as a universal…
Conditions when application of cyclization procedure does not lead to the periodic function are specified. Sufficient conditions under which obtained function is periodic are stated.
We consider those elements of the Schwartz algebra of entire functions which are Fourier-Laplace transforms of invertible distributions with compact supports on the real line. These functions are called invertible in the sense of…
It is known that the nonnegativity of Li coefficients is a necessary and sufficient condition for the Riemann hypothesis. We show that it is a necessary and sufficient condition for the Riemann hypothesis that all Li coefficients are norms…
We calculate exactly the Laplace transform of the Fr\'{e}chet distribution in the form $\gamma x^{-(1+\gamma)} \exp(-x^{-\gamma})$, $\gamma > 0$, $0 \leq x < \infty$, for arbitrary rational values of the shape parameter $\gamma$, i.e. for…
We present a method derived from Laplace transform theory that enables the evaluation of fractional integrals. This method is adapted and extended in a variety of ways to demonstrate its utility in deriving alternative representations for…
We consider decompositions of processes of the form $Y=f(t,X_t)$ where $X$ is a semimartingale. The function $f$ is not required to be differentiable, so It\^{o}'s lemma does not apply. In the case where $f(t,x)$ is independent of $t$, it…
Simple necessary and sufficient conditions for a $n$-tuple of noncommutative polynomials to be a cyclic gradient are given and similarly for a noncommutative polynomial to have a vanishing cyclic gradient. Connections with free probability…
For a partition {\lambda} and a prime p, we prove a necessary and sufficient condition for there exists a composition {\delta} such that {\delta} can be obtained from {\lambda} after rearrangement and all the partial sums of {\delta} are…
Given an increasing process $(A_t)_{t\geq 0}$, we characterize the right-continuous non-decreasing functions $f: \R_+\to \R_+$ that map $A$ to a pure-jump process. As an example of application, we show for instance that functions with…
An approach to induction is presented, based on the idea of analysing the context of a given problem into `circumstances'. This approach, fully Bayesian in form and meaning, provides a complement or in some cases an alternative to that…
The G\"artner-Ellis condition for the square of an asymptotically stationary Gaussian process is established. The same limit holds for the conditional distri-bution given any fixed initial point, which entails weak multiplicative…
We prove existence and asymptotic behavior of the transition density for a large class of subordinators whose Laplace exponents satisfy lower scaling condition at infinity. Furthermore, we present lower and upper bounds for the density.…
Let $A_t=\sum_{s\le t} F(X_{s-},X_s)$ be a purely discontinuous additive functional of a subordinate Brownian motion $X=(X_t, \mathbb P_x)$. We give a sufficient condition on the non-negative function $F$ that guarantees that finiteness of…
It follows, from a generalised version of Paley-Wiener theorem, that the Laplace transform is an isometry between certain spaces of weighted $L^2$ functions defined on $(0, \infty)$ and (Hilbert) spaces of analytic functions on the right…
Let $\{X_\alpha\}$ be a family of random variables satisfying some distribution with a parameter $\alpha$, $E(X_{\alpha})$ be the expectation, and $Var(X_{\alpha})$ be the variance. In this paper, we study the infimum values of three…
If the set of points where a function is nonzero is of finite measure, and its Weyl transform is a finite rank operator, then the function is identically zero.
The product of any number of Legendre functions, under a restricted domain, can be expanded by the corresponding Legendre polynomials, with the coefficient being the sinc function. While an analogous expansion can be made for any number of…
We give a new sufficient condition which allows to test primality of Fermat's numbers. This characterization uses uniquely values at most equal to tested Fermat number. The robustness of this result is due to a strict use of elementary…
In this paper, the algebra of the differences of two multiply monotone functions on $\mathbb{R}_+=(0,+\infty)$ is studied. A sufficient condition for the function $f_0\big(|x|_{p,d}\big)$, where…