相关论文: Rogers functions and fluctuation theory

The vector Riemann-Hilbert problem is analyzed when the entries of its matrix coefficient are meromorphic and almost periodic functions. Three cases for the meromorphic functions, when they have (i) a finite number of poles and zeros…

This paper introduces max-characteristic functions (max-CFs), which are an offspring of multivariate extreme-value theory. A max-CF characterizes the distribution of a random vector in R^d , whose components are nonnegative and have finite…

We develop notions of Rota-Baxter structures and associated Birkhoff factorizations, in the context of min-plus semirings and their thermodynamic deformations, including deformations arising from quantum information measures such as the von…

Let $X$ be a complete, simply connected harmonic manifold of purely exponential volume growth. This class contains all non-flat harmonic manifolds of non-positive curvature and, in particular all known examples of harmonic manifolds except…

We construct Fourier transforms relating functions and distributions on finite height $p$-divisible rigid analytic groups and objects in a dual category of $\mathbb{Z}_p$-local systems with analyticity conditions. Our Fourier transforms are…

We derive explicit formulas for the Mellin transform and the distribution of the exponential functional for Levy processes with rational Laplace exponent. This extends recent results by Cai and Kou on the processes with hyper-exponential…

Classical (or ``global'') Bernstein theory establishes sharp control on entire functions of exponential type that are bounded and real-valued on the real axis. We localize some of this theory to rectangular regions $\{ x+iy: x \in I, 0 \leq…

Let $\mathcal{A}$ be the family of functions $f(z)=z+a_2z^2+...$ which are analytic in the open unit disc $\mathbb{D}=\{z: |z|<1 \}$, and denote by $\pe$ of functions $p(z)=z+p_1z+p_2z^2+...$ analytic in $\de$ such that $p(z)$ is in $\pe$…

The main focus of the present paper is to investigate several generating functions for a certain classes of functions associated to the Fox-Wright functions. In particular, certain generating functions for a class of function involving the…

In the present note we give an elementary proof of the necessary and sufficient condition for a univariate function to belong the class $\mathcal N_\varkappa^+$. This class was introduced mainly to deal with the indefinite version of the…

Wiener-Hopf plus Hankel operators acting between Lebesgue spaces on the real line are studied in view of their invertibility, one sided-invertibility, Fredholm, and semi-Fredholm properties. This is done in two different cases: (i) when the…

We study the asymptotic behaviour of a properly normalized time-changed multidimensional Wiener process; the time change is given by an additive functional of the Wiener process itself. At the level of generators, the time change means that…

Consider a moving average process $X$ of the form $X(t)=\int_{-\infty}^t x(t-u)dZ_u$, $t\geq 0$, where $Z$ is a (non Gaussian) Hermite process of order $q\geq 2$ and $x:\mathbb{R}_+\to\mathbb{R}$ is sufficiently integrable. This paper…

The primary purpose of this paper is to study the Wiener-type regularity criteria for non-linear equations driven by integro-differential operators, whose model is the fractional $p-$Laplace equation. In doing so, with the help of tools…

We find an expression for the joint Laplace transform of the law of $(T_{[x,+\infty[},X_{T_{[x,+\infty[}})$ for a L\'evy process $X$, where $T_{[x,+\infty[}$ is the first hitting time of $[x,+\infty[$ by $X$. When $X$ is an $\alpha$-stable…

In this paper we establish Functional Limit Theorems for the range of random walks in $\mathbb{Z}^d$ that are in the domain of attraction of a non-degenerate $\beta$-stable process in the weakly transient and recurrent regimes. These…

Quadratic Wiener functionals are investigated systematically through transformations of order one on the Wiener space with the help of Malliavin calculus. The bi-directional relationship between quadratic Wiener functionals and…

Let $f_\omega(z)=\sum\limits_{j=0}^{\infty}\chi_j(\omega) a_j z^j$ be a random entire function, where $\chi_j(\omega)$ are independent and identically distributed random variables defined on a probability space $(\Omega, \mathcal{F}, \mu)$.…

This paper deals with a certain class of second-order conformally invariant operators acting on functions taking values in particular (finite-dimensional) irreducible representations of the orthogonal group. These operators can be seen as a…

In this paper we give the complete characterization of the boundedness of the generalized fractional maximal operator $$ M_{\phi,\Lambda^{\alpha}(b)}f(x) : = \sup_{Q \ni x} \frac{\|f \chi_Q\|_{\Lambda^{\alpha}(b)}}{\phi (|Q|)} \qquad (x \in…