Related papers: On generalized Lambert function
We give several general theorems concerning positive definite solutions of Riemann-Hilbert problems on the real line. Furthermore, as an example, we apply our theory to the characteristic function of a class of L\'{e}vy processes and we…
It is known, but perhaps not well-known, that when the mortality is assumed to be of Gompertz-Makeham-type, the expected remaining life-length and the commutation functions used for calculating the expected values of various types of life…
We present a generalization of the master solution to the quantum Yang-Baxter equation (obtained recently in arXiv:1006.0651) to the case of multi-component continuous spin variables taking values on a circle. The Boltzmann weights are…
We give closed-form expressions for the Dirichlet beta function at even positive integers and for the Dirichlet lambda function at odd positive integers, based on the function J(s) defined via convergent integral. We also show fundamental…
The applications of the recent results obtained in the theory of generalized Lambert functions, to the mean field theory of ferromagnetism are presented. As a consequence, all the predictions of the Weiss theory of ferromagnetism can be…
We study the functional equation \[ \sum_{i=1}^mf_i(b_ix+c_iy)= \sum_{k=1}^nu_k(y)v_k(x) \] with $x,y\in\mathbb{R}^d$ and $b_i,c_i\in {GL}(d,\mathbb{R})$, both in the classical context of continuous complex-valued functions and in the…
In this paper, we are concerned with the stochastic process \begin{equation} \beta_{n}(q_{t},t)=\beta_{n}(t)=\frac{1}{\sqrt{n}}\sum_{j=1}^{n}\left\{G_{t,n}(Y(t))-G_{t}(Y_{j}(t))\right\} q_{t}(Y_{j}(t)), \tag{A} \end{equation} where for…
Herein, we present a canonical form for a natural and necessary generalization of the Lambert W function, natural in that it requires minimal mathematical definitions for this generalization, and necessary in that it provides a means of…
Motivated by applications in Bayesian analysis we introduce a multidimensional beta distribution in an ordered simplex. We study properties of this distribution and connect them with the generalized incomplete beta function. This function…
We prove new variants of the Lambert series factorization theorems studied by Merca and Schmidt (2017) which correspond to a more general class of Lambert series expansions of the form $L_a(\alpha, \beta, q) := \sum_{n \geq 1} a_n q^{\alpha…
We consider an estimation problem of expected functionals of a general random element that values in a metric space. If the functional forms an explicit function of some unknown parameters, we can estimate it by plugging-in a suitable…
A sum of observations derived by a simple random sampling design from a population of independent random variables is studied. A procedure finding a general term of Edgeworth asymptotic expansion is presented. The Lindeberg condition of…
We show how the generalized Lambert series sum(n>=1, x*q^n/(1-x*q^n)) can be computed with Theta convergence. This allows the computation of the sum of the inverse Fibonacci numbers without splitting the sum into even and odd part. The…
In this paper, we are interested in nonparametric kernel estimation of a generalized regression function, including conditional cumulative distribution and conditional quantile functions, based on an incomplete sample $(X_t, Y_t,…
In this work, we have taken up some distributions, mostly Weibull family, whose quantile functions could not be obtained using the traditional inversion method. We have solved the same quantile functions by using the inversion method only,…
We present here an overview of the history, applications and important properties of a function which we refer to as the Levy integral. For certain values of its characteristic parameter the Levy integral defines the symmetric Levy stable…
We study the archetypal functional equation of the form $y(x)=\iint_{\mathbb{R}^2} y(a(x-b))\,\mu(\mathrm{d}a,\mathrm{d}b)$ ($x\in\mathbb{R}$), where $\mu$ is a probability measure on $\mathbb{R}^2$; equivalently,…
Suppose Xt is either a regular exponential type Levy process or a Levy process with a bounded variation jumps measure. The distribution of the extrema of Xt play a crucial role in many financial and actuarial problems. This article employs…
In this work we give a complete description to the asymptotic behaviors of exponential functionals of L\'evy processes and divide them into five different types according to their convergence rates. Not only their exact convergence speeds…
We consider the exponential functional $A_{\infty}=\int_0^{\infty} e^{\xi_s} ds$ associated to a Levy process $(\xi_t)_{t \geq 0}$. We find the asymptotic behavior of the tail of this random variable, under some assumptions on the process…