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We investigate a possible definition of expectation and conditional expectation for random variables with values in a local field such as the $p$-adic numbers. We define the expectation by analogy with the observation that for real-valued…

Probability · Mathematics 2007-05-23 Steven N. Evans , Tye Lidman

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

Probability · Mathematics 2025-12-10 Xue-Mei Li , Colin Piernot , Szymon Sobczak , Kexing Ying

Fractional calculus is a generalization of classical theories of integration and differentiation to arbitrary order (i.e., real or complex numbers). In the last two decades, this new mathematical modeling approach has been widely used to…

Logic in Computer Science · Computer Science 2016-08-10 Umair Siddique , Osman Hasan , Sofiène Tahar

In this paper we study a Landis-type conjecture for fractional Schr\"odinger equations of fractional power $s\in(0,1)$ with potentials. We discuss both the cases of differentiable and non-differentiable potentials. On the one hand, it turns…

Analysis of PDEs · Mathematics 2018-09-13 Angkana Rüland , Jenn-Nan Wang

Using the concept of constant evasion to different sorts of suitable binary relations, we establish many cardinal invariants derived from the established cardinal invariants $\mathfrak{e}^\mathrm{const}_{n}$ and…

Logic · Mathematics 2025-07-16 Miguel A. Cardona , Miroslav Repický

This paper introduces a martingale that characterizes two properties of evolving forecast distributions. Ideal forecasts of a future event behave as martingales, sequen- tially updating the forecast to leverage the available information as…

Machine Learning · Computer Science 2021-05-17 Dean P. Foster , Robert A. Stine

In previous work the authors defined the k-th order simplicial distance between probability distributions which arises naturally from a measure of dispersion based on the squared volume of random simplices of dimension k. This theory is…

Statistics Theory · Mathematics 2018-09-06 Luc Pronzato , Henry Wynn , Anatoly Zhigljavsky

By using the maximum entropy principle with Tsallis entropy we obtain a fragment size distribution function which undergoes a transition to scaling. This distribution function reduces to those obtained by other authors using Shannon…

Soft Condensed Matter · Physics 2015-06-24 Oscar Sotolongo-Costa , Arezky H. Rodriguez , G. J. Rodgers

We relate the convergence of time-changed processes driven by fractional equations to the convergence of corresponding Dirichlet forms. The fractional equations we dealt with are obtained by considering a general fractional operator in…

Probability · Mathematics 2019-10-24 Raffaela Capitanelli , Mirko D'Ovidio

A fractional generalization of variations is used to define a stability of non-integer order. Fractional variational derivatives are suggested to describe the properties of dynamical systems at fractional perturbations. We formulate…

Classical Physics · Physics 2011-07-26 Vasily E. Tarasov

In stochastic geometry there are several instances of threshold phenomena in high dimensions: the behavior of a limit of some expectation changes abruptly when some parameter passes through a critical value. This note continues the…

Probability · Mathematics 2021-03-23 Daniel Hug , Rolf Schneider

Harris's correlation inequality states that any two monotone functions on the Boolean hypercube are positively correlated. Talagrand \cite{Talcorr} started a line of works in search of quantitative versions of this fact by providing a lower…

Combinatorics · Mathematics 2019-12-30 Ronen Eldan

Inferential models have been proposed for valid and efficient prior-free probabilistic inference. As it gradually gained popularity, this theory is subject to further developments for practically challenging problems. This paper considers…

Statistics Theory · Mathematics 2024-04-15 Jiasen Yang , Xiao Wang , Chuanhai Liu

We show that under minimal assumptions on a class of functions $\mathcal{H}$ defined on a probability space $(\mathcal{X},\mu)$, there is a threshold $\Delta_0$ satisfying the following: for every $\Delta\geq\Delta_0$, with probability at…

Probability · Mathematics 2025-08-05 Daniel Bartl , Shahar Mendelson

Time variation of fundamental constants would not be surprising in the framework of theories involving extra dimensions. The variation of any one constant is likely to be correlated with variations of others in a pattern that is diagnostic…

High Energy Physics - Phenomenology · Physics 2014-11-17 Paul Langacker

In this work we argue about the Lesche stability of some systems, that are motivated by the use of fractional derivatives.

Mathematical Physics · Physics 2020-11-06 Rui A. C. Ferreira

Pickands constants play a crucial role in the asymptotic theory of Gaussian processes. They are commonly defined as the limits of a sequence of expectations involving fractional Brownian motions and, as such, their exact value is often…

Probability · Mathematics 2016-02-05 Krzysztof Dębicki , Sebastian Engelke , Enkelejd Hashorva

We introduce a general notion of fractional (noninteger) derivative for functions defined on arbitrary time scales. The basic tools for the time-scale fractional calculus (fractional differentiation and fractional integration) are then…

Classical Analysis and ODEs · Mathematics 2014-12-05 Nadia Benkhettou , Artur M. C. Brito da Cruz , Delfim F. M. Torres

In this paper, we investigate the solutions for a generalized fractional diffusion equation that extends some known diffusion equations by taking a spatial time-dependent diffusion coefficient and an external force into account, which…

Mathematical Physics · Physics 2012-01-12 Long-jin Lv , Jian-Bin Xiao , Lin Zhang

In this paper, we first present simple proofs of Choi's results [4], then we give a short alternative proof for Fiedler and Markham's inequality [6]. We also obtain additional matrix inequalities related to partial determinants.

Functional Analysis · Mathematics 2020-03-16 Yongtao Li , Lihua Feng , Zheng Huang , Weijun Liu