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We present a method of generation of exact and explicit forms of one-sided, heavy-tailed Levy stable probability distributions g_{\alpha}(x), 0 \leq x < \infty, 0 < \alpha < 1. We demonstrate that the knowledge of one such a distribution…

数学物理 · 物理学 2015-06-04 K. Gorska , K. A. Penson

We calculate exactly the Laplace transform of the Fr\'{e}chet distribution in the form $\gamma x^{-(1+\gamma)} \exp(-x^{-\gamma})$, $\gamma > 0$, $0 \leq x < \infty$, for arbitrary rational values of the shape parameter $\gamma$, i.e. for…

概率论 · 数学 2015-06-19 K. A. Penson , K. Górska

We provide a simple analytic formula in terms of elementary functions for the Laplace transform j_{l}(p) of the spherical Bessel function than that appearing in the literature, and we show that any such integral transform is a polynomial of…

数学物理 · 物理学 2009-11-07 A. Ludu , R. F. O'Connell

We study functions g_{\alpha}(x) which are one-sided, heavy-tailed Levy stable probability distributions of index \alpha, 0< \alpha <1, of fundamental importance in random systems, for anomalous diffusion and fractional kinetics. We furnish…

统计力学 · 物理学 2011-01-06 K. A. Penson , K. Gorska

We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving…

概率论 · 数学 2013-05-24 Rudolf Gorenflo , Francesco Mainardi

This article handles in a short manner a few Laplace transform pairs and some extensions to the basic equations are developed. They can be applied to a wide variety of functions in order to find the Laplace transform or its inverse when…

综合数学 · 数学 2014-02-13 Henrik Stenlund

An important class of fractional differential and integral operators is given by the theory of fractional calculus with respect to functions, sometimes called $\Psi$-fractional calculus. The operational calculus approach has proved useful…

经典分析与常微分方程 · 数学 2020-08-11 Hafiz Muhammad Fahad , Mujeeb ur Rehman , Arran Fernandez

The traditional theory of Laplace transformation in its currently prevalent form is unsatisfactory. Its deficiencies can be traced back to a mismatch of the definition intervals of the original function and of the inverse L-transform. A new…

历史与综述 · 数学 2007-05-23 Ernst Terhardt

We consider the integral v(y) = Ky f (x)dx on a domain Ky = {x $\in$ R d\,: g(x) $\le$ y}, where g is nonnegative and Ky is compact for all y $\in$ [0, +$\infty$). Under some assumptions, we show that for every y $\in$ (0, $\infty$) there…

最优化与控制 · 数学 2025-05-07 Jean B Lasserre

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…

统计理论 · 数学 2011-02-15 Jung Hun Han

We obtain necessary and sufficient conditions on weights for a wide class of integral transforms to be bounded between weighted $L^p-L^q$ spaces, with $1\leq p\leq q\leq \infty$. The kernels $K(x,y)$ of such transforms are only assumed to…

经典分析与常微分方程 · 数学 2024-08-07 Alberto Debernardi Pinos

We provide integral formulae for the Laplace transform of the entrance law of the reflected excursions for symmetric L\'evy processes in terms of their characteristic exponent. For subordinate Brownian motions and stable processes we…

概率论 · 数学 2019-01-29 Loïc Chaumont , Jacek Małecki

We consider the class of (possibly killed) spectrally positive L\'evy process that have been time-changed by the inverse of an integral functional. Within this class we characterize the family of those processes which satisfy the following…

概率论 · 数学 2022-09-20 Matija Vidmar

A form of the Laplace transform is reviewed as a paradigm for an entire class of fractional functional transforms. Various of its properties are discussed. Such transformations should be useful in application to differential/integral…

数据分析、统计与概率 · 物理学 2018-04-30 R. A. Treumann , W. Baumjohann

The inversion of nabla Laplace transform, corresponding to a causal sequence, is considered. Two classical methods, i.e., residual calculation method and partial fraction method are developed to perform the inverse nabla Laplace transform.…

综合数学 · 数学 2022-12-07 Yiheng Wei , YangQuan Chen , Yuquan Chen , Yong Wang

Sufficient conditions are given for a function $F(p)$ to be the Laplace transform of a function $f(t)$ or a distribution $f$. No assumption on $f$ is given a priori. It is not even assumed that $f=0$ for $t<0$.

复变函数 · 数学 2024-11-21 Alexander G. Ramm

In this paper a new method for inverting the Laplace transform from the real axis is formulated. This method is based on a quadrature formula. We assume that the unknown function $f(t)$ is continuous with (known) compact support. An…

数值分析 · 数学 2009-11-18 Sapto W. Indratno , A. G. Ramm

A generalization of the Laplace transform based on the generalized Tsallis $q$-exponential is given in the present work for a new type of kernel. We also define the inverse transform for this generalized transform based on the complex…

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…

经典分析与常微分方程 · 数学 2009-11-11 A. M. Mathai , R. K. Saxena , H. J. Haubold

In this paper, we derive certain formulas giving the Laplace transforms of two generalized fractional integral operators introduced recently in [Fract. Calc. Appl. Anal. 20 (2) (2017), 422--446]. The main results provide generalizations to…

经典分析与常微分方程 · 数学 2025-09-03 Min-Jie Luo , Jing-Yi Shen , Ravinder Krishna Raina
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