Related papers: Fractional Moment Estimates for Random Unitary Ope…
We develop an operator-theoretical method for the analysis on well posedness of partial differential equations that can be modeled in the form \begin{equation*} \left\{ \begin{array}{rll} \Delta^{\alpha} u(n) &= Au(n+2) + f(n,u(n)), \quad n…
Numerical methods for stochastic partial differential equations typically estimate moments of the solution from sampled paths. Instead, we shall directly target the deterministic equations satisfied by the first and second moments, as well…
We constructed the one-particle spectral functions (diagonal and off-diagonal) which reproduce BCS for weak coupling and which take into account the effect of correlations on superconductivity in the attractive Hubbard model. The diagonal…
Let $H$ be a quasiperiodic Schr\"{o}dinger operator generated by a monotone potential, as defined in [16]. Following [20], we study the connection between the Lyapunov exponent $L\left(E\right)$, arithmetic properties of the frequency…
Let $0<\alpha<1$ and $\frac{1}{q}=1-\alpha$. We first obtain that the function $\omega :\mathbb{Z} \rightarrow (0,\infty)$ belongs to weight class of $\mathcal{A} (1,q)(\mathbb{Z})$ if and only if discrete fractional maximal operator…
We study two types of random matrix ensembles that emerge when considering the same probability measure on partitions. One is the Meixner ensemble with a hard wall and the other are two families of unitary matrix models, with weight…
We combine high-dimensional factor models with fractional integration methods and derive models where nonstationary, potentially cointegrated data of different persistence is modelled as a function of common fractionally integrated factors.…
We construct explicit invariant measures for a family of infinite products of random, independent, identically-distributed elements of SL(2,C). The matrices in the product are such that one entry is gamma-distributed along a ray in the…
In this paper, we consider some aspects of the numerical analysis of the mathematical model of fractional Duffing with a derivative of variable fractional order of the Riemann-Liouville type. Using numerical methods: an explicit…
We continue our investigation of the Z_N-Baxter-Bazhanov-Stroganov model using the method of separation of variables [nlin/0603028]. In this paper we calculate the norms and matrix elements of a local Z_N-spin operator between eigenvectors…
We prove the existence of a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion in dimension $d\in\mathbb{N}$ with Hurst parameter $H\in(0,1)$ fulfilling $dH < 1$. The…
We study a class of stationary Markov processes with marginal distributions identifiable by moments such that every conditional moment of degree say $m$ is a polynomial of degree at most $m\;\text{.}\;$ We show that then under some…
An ensemble of quasi-periodic discrete Schr\"{o}dinger operators with an arbitrary number of basic frequencies is considered, in a lattice of arbitrary dimension, in which the hull function is a realisation of a stationary Gaussian process…
Non-uniform sampling arises when an experimenter does not have full control over the sampling characteristics of the process under investigation. Moreover, it is introduced intentionally in algorithms such as Bayesian optimization and…
We consider fractional operators of the form $$\mathcal{H}^s=(\partial_t -\mathrm{div}_{x} ( A(x,t)\nabla_{x}))^s,\ (x,t)\in\mathbb R^n\times\mathbb R,$$ where $s\in (0,1)$ and $A=A(x,t)=\{A_{i,j}(x,t)\}_{i,j=1}^{n}$ is an accretive,…
We describe a numerical scheme for evaluating the posterior moments of Bayesian linear regression models with partial pooling of the coefficients. The principal analytical tool of the evaluation is a change of basis from coefficient space…
We introduce a new variational estimator for the intensity function of an inhomogeneous spatial point process with points in the $d$-dimensional Euclidean space and observed within a bounded region. The variational estimator applies in a…
Denoting by $P_N(A,\theta)=\det(I-Ae^{-i\theta})$ the characteristic polynomial on the unit circle in the complex plane of an $N\times N$ random unitary matrix $A$, we calculate the $k$th moment, defined with respect to an average over…
Piecewise deterministic Markov processes (PDMPs) are a class of continuous-time Markov processes that were recently used to develop a new class of Markov chain Monte Carlo algorithms. However, the implementation of the processes is…
We derive two-sided bounds for moments of linear combinations of coordinates od unconditional log-concave vectors. We also investigate how well moments of such combinations may be approximated by moments of Gaussian random variables.