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In this paper, we show new representations of one-sided L\'{e}vy stable distributions for irrational L\'{e}vy indices of the type $\left(\frac{p}{q}\right)^{\frac{l_{2}}{l_{1}}}$ which are not covered in \cite{pg1} : for rational L\'{e}vy…

Statistics Theory · Mathematics 2011-02-15 Jung Hun Han

A scheme for systematically achieving accurate numerical evaluation of multi-loop Feynman diagrams is developed. This shows the feasibility of a project aimed to produce a complete calculation for two-loop predictions in the Standard Model.…

High Energy Physics - Phenomenology · Physics 2008-11-26 G. Passarino

Calibrating a L\'evy process usually requires characterizing its jump distribution. Traditionally this problem can be solved with nonparametric estimation using the empirical characteristic functions (ECF), assuming certain regularity, and…

Machine Learning · Statistics 2019-09-30 Kailai Xu , Eric Darve

Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…

Statistical Mechanics · Physics 2022-07-25 Massimiliano Giona , Andrea Cairoli , Rainer Klages

In this article we consider the Levy processes and the corresponding semigroup. We represent the generator of this semigroup in a convolution form. Using the obtained convolution form and the theory of integral equations we investigate the…

Probability · Mathematics 2011-04-05 Lev Sakhnovich

We investigate confined L\'{e}vy flights under premises of the principle of detailed balance. The master equation admits a transformation to L\'{e}vy - Schr\"{o}dinger semigroup dynamics (akin to a mapping of the Fokker-Planck equation into…

Statistical Mechanics · Physics 2015-05-28 Piotr Garbaczewski , Vladimir Stephanovich

One discusses a problem of asymptotical behavior for some operators in a general theory of pseudo differential equations on manifolds with borders. Using the distribution theory one obtains certain explicit representations for these…

Analysis of PDEs · Mathematics 2015-12-29 Vladimir B. Vasilyev

We consider a Cauchy problem for some family of q-difference-differential equations with Fuchsian and irregular singularities, that admit a unique formal power series solution in two variables t and z for given formal power series initial…

Classical Analysis and ODEs · Mathematics 2012-01-31 Alberto Lastra , Stephane Malek , Javier Sanz

The Feynman-Kac equations are a type of partial differential equations describing the distribution of functionals of diffusive motion. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, being a…

Computational Physics · Physics 2015-02-03 Weihua Deng , Minghua Chen , Eli Barkai

Higher-order diagrams required for radiative corrections to mixed electroweak and QCD processes at the LHC and anticipated future colliders will require numerically stable representations of the associated Feynman diagrams. The…

Mathematical Physics · Physics 2011-10-25 S. A. Yost , V. V. Bytev , M. Yu. Kalmykov , B. A. Kniehl , B. F. L. Ward

A recursive algebraic method which allows to obtain the Feynman or Schwinger parametric representation of a generic L-loops and (E+1) external lines diagram, in a scalar $\phi ^{3}\oplus \phi ^{4}$ theory, is presented. The representation…

High Energy Physics - Theory · Physics 2009-11-11 Ivan Gonzalez , Ivan Schmidt

Upper estimates of densities of convolution semigroups of probability measures are given under explicit assumptions on the corresponding L\'evy measure and the L\'evy--Khinchin exponent.

Probability · Mathematics 2010-06-30 Pawel Sztonyk

A recent development in the theory of fractional differential equations with variable coefficients has been a method for obtaining an exact solution in the form of an infinite series involving nested fractional integral operators. This…

Classical Analysis and ODEs · Mathematics 2021-05-04 Arran Fernandez , Joel E. Restrepo , Durvudkhan Suragan

After a short excursion from discovery of Brownian motion to the Richardson "law of four thirds" in turbulent diffusion, the article introduces the L\'{e}vy flight superdiffusion as a self-similar L\'{e}vy process. The condition of…

Statistical Mechanics · Physics 2015-05-13 A. A. Dubkov , B. Spagnolo , V. V. Uchaikin

We consider general Exponential Random Graph Models (ERGMs) where the sufficient statistics are functions of homomorphism counts for a fixed collection of simple graphs $F_k$. Whereas previous work has shown a degeneracy phenomenon in dense…

Probability · Mathematics 2024-04-04 Nicholas A. Cook , Amir Dembo

Based on a recent development in the area of error control coding, we introduce the notion of convolutional factor graphs (CFGs) as a new class of probabilistic graphical models. In this context, the conventional factor graphs are referred…

Artificial Intelligence · Computer Science 2012-07-19 Yongyi Mao , Frank Kschischang , Brendan J. Frey

Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…

Numerical Analysis · Mathematics 2021-09-08 Jing Sun , Weihua Deng , Daxin Nie

This paper establishes a Feynman-Kac formula to represent the solution to general time inhomogeneous stochastic parabolic partial differential equations driven by multiplicative fractional Gaussian noises in bounded domain where L_t is a…

Probability · Mathematics 2025-08-12 Yaozhong Hu , Qun Shi

It is shown that the usual expression for a Feynman diagram in terms of the Feynman propagator $\Delta_F(x-y)$ can be replaced by an equivalent expression involving the positive-energy on-shell propagator $\Delta^+(x-y)$, supplemented by…

High Energy Physics - Theory · Physics 2022-07-27 F. T. Brandt , J. Frenkel , D. G. C. McKeon

Fractional derivatives can be used to model time delays in a diffusion process. When the order of the fractional derivative is distributed over the unit interval, it is useful for modeling a mixture of delay sources. In some special cases…

Analysis of PDEs · Mathematics 2016-11-29 Jebessa B. Mijena , Erkan Nane
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