Related papers: An analytic approach to the finite R-transform
A new generalized function space in which all Gelfand-Shilov classes $S^{\prime 0}_\alpha$ ($\alpha>1$) of analytic functionals are embedded is introduced. This space of {\it ultrafunctionals} does not possess a natural nontrivial topology…
In this paper, we present a new derivative via the Laplace transform. The Laplace transform leads to a natural form of the fractional derivative which is equivalent to a Riemann-Liouville derivative with fixed terminal point. We first…
We propose investigating a summation analog of the paradigm for parallel integration. We make some first steps towards an indefinite summation method applicable to summands that rationally depend on the summation index and a P-recursive…
We study three convolutions of polynomials in the context of free probability theory. We prove that these convolutions can be written as the expected characteristic polynomials of sums and products of unitarily invariant random matrices.…
In the present paper, we deal with Fourier-transformation of Frobenius-Euler polynomials. We shall give its applications by using infinite series. Our applications possess interesting properties which we state in this paper.
A class of Laplace transforms is examined to show that particular cases of this class are associated with production-destruction and reaction-diffusion problems in physics, study of differences of independently distributed random variables…
In this paper we give an analytic interpretation of free convolution of type B, introduced by Biane, Goodman and Nica, and provide a new formula for its computation. This formula allows us to show that free additive convolution of type B is…
We extend the functional analytic approach to Colombeau-type spaces of nonlinear generalized functions in order to study algebras of tempered generalized functions. We obtain a definition of Fourier transform of nonlinear generalized…
We give the converse to Dirichlet's theorem on primes in arithmetic progressions by generalizing an old result of Guinand.
We prove several extension theorems for Roumieu ultraholomorphic classes of functions in sectors of the Riemann surface of the logarithm which are defined by means of a weight function or weight matrix. Our main aim is to transfer the…
Analytic expressions for the Fourier transforms of the Chebyshev and Legendre polynomials are derived, and the latter is used to find a new representation for the half-order Bessel functions. The numerical implementation of the so-called…
In this paper, we present a combinatorial approach to the 2-variable bi-free partial $S$- and $T$-transforms recently discovered by Voiculescu. This approach produces an alternate definition of said transforms using $(\ell, r)$-cumulants.
The article is devoted to comparative analysis of the efficiency of application of Legendre polynomials and trigonometric functions to the numerical integration of Ito stochastic differential equations in the framework of the method of…
We study the Fourier transform of the absolute value of a polynomial on a finite-dimensional vector space over a local field of characteristic 0. We prove that this transform is smooth on an open dense set. We prove this result for the…
We characterize asymptotic collective behaviour of rectangular random matrices, the sizes of which tend to infinity at different rates: when embedded in a space of larger square matrices, independent rectangular random matrices are…
This paper provides versions of classical results from linear algebra, real analysis and convex analysis in a free module of finite rank over the ring $L^0$ of measurable functions on a $\sigma$-finite measure space. We study the question…
Using the existence of infinite numbers $k$ in the non-Archimedean ring of Robinson-Colombeau, we define the hyperfinite Fourier transform (HFT) by considering integration extended to $[-k,k]^{n}$ instead of $(-\infty,\infty)^{n}$. In order…
We consider the Fourier-Laplace transforms of a broad class of polynomial Ornstein-Uhlenbeck (OU) volatility models, including the well-known Stein-Stein, Sch\"obel-Zhu, one-factor Bergomi, and the recently introduced Quintic OU models…
We perform an asymptotic evaluation of the Hankel transform, $\int_0^{\infty}J_{\nu}(\lambda x) f(x)\mathrm{d}x$, for arbitrarily large $\lambda$ of an entire exponential type function, $f(x)$, of type $\tau$ by shifting the contour of…
Based on a new analytical approach to the definition of additive free convolution on probability measures on the real line we prove free analogs of limit theorems for sums for non-identically distributed random variables in classical…