相关论文: Explicit formulae in probability and in statistica…
Associated to each random variable $Y$ having a finite moment generating function, we introduce a different generalization of the Stirling numbers of the second kind. Some characterizations and specific examples of such generalized numbers…
We formulate many open questions regarding the Schur positivity of the effect of interesting operators on symmetric functions, and give supporting evidence for why one should expect such behavior.
This paper studies the law of any power of the integral of geometric Brownian motion over any finite time interval. As its main results, two integral representations for this law are derived. This is by enhancing the Laplace transform…
Stochastic Taylor expansions of the expectation of functionals applied to diffusion processes which are solutions of stochastic differential equation systems are introduced. Taylor formulas w.r.t. increments of the time are presented for…
This paper constructs a class of martingale transforms based on L\'evy processes on Lie groups. From these, a natural class of bounded linear operators on the $L^p$-spaces of the group (with respect to Haar measure) for $1<p<\infty$, are…
This paper argues that a combined treatment of probabilities, time and actions is essential for an appropriate logical account of the notion of probability; and, based on this intuition, describes an expressive probabilistic temporal logic…
We consider exponential functionals of a multi-dimensional Brownian motion with drift, defined via a collection of linear functionals. We give a characterization of the Laplace transform of their joint law as the unique bounded solution, up…
The functional method to derive the fractional Fokker-Planck equation for probability distribution from the Langevin equation with Levy stable noise is proposed. For the Cauchy stable noise we obtain the exact stationary probability density…
A generalization of Young's inequality for convolution with sharp constant is conjectured for scenarios where more than two functions are being convolved, and it is proven for certain parameter ranges. The conjecture would provide a unified…
In this paper we study the connections of three paradigms in number theory: the adelic formulation of the Riemann zeta function, the Weil explicit formula and the concepts of the so called probabilistic number theory initiated by Harald…
Without attempting to summarize the vast field of statistical mechanics, we briefly mention some of the progress that was made in areas which have enjoyed Barry Simon's interests. In particular, we focus on rigorous non-perturbative results…
We use functional methods to compute one-loop effects in Heavy Quark Effective Theory. The covariant derivative expansion technique facilitates the efficient extraction of matching coefficients and renormalization group evolution equations.…
The functional Ito formula, firstly introduced by Bruno Dupire for continuous semimartingales, might be extended in two directions: different dynamics for the underlying process and/or weaker assumptions on the regularity of the functional.…
In this paper we investigate the properties of the Euler functions. By using the Fourier transform for the Euler function, we derive the interesting formula related to the infinite series. Finally we give some interesting identities between…
We introduce a notion of resultant of two meromorphic functions on a compact Riemann surface and demonstrate its usefulness in several respects. For example, we exhibit several integral formulas for the resultant, relate it to potential…
We develop an exact determinantal formula for the probability that the Airy$_2$ process is bounded by a function $g$ on a finite interval. As an application, we provide a direct proof that $\sup(\aip(x)-x^2)$ is distributed as a GOE random…
Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in…
We describe generalized Brownian motion related to parabolic equation systems from a logical point of view, i.e., as a generalization of Anderson's random walk. The connection to classical spaces is based on the Loeb measure. It seems that…
Two distinct systems of commutative complex numbers in n dimensions are described, of polar and planar types. Exponential forms of n-complex numbers are given in each case, which depend on geometric variables. Azimuthal angles, which are…
We establish a new integral equation for the probability density of the exponential functional of a L\'evy process and provide a three-term (Wiener-Hopf type) factorisation of its law. We explain how these results complement the techniques…