相关论文: Explicit formulae in probability and in statistica…
We consider different generalizations of the Fokker-Planck-equation devised to describe Levy processes in potential force fields. We show that such generalizations can proceed along different lines. On one hand, Levy statistics can emerge…
The likelihood function is central to both frequentist and Bayesian formulations of parametric statistical inference, and large-sample approximations to the sampling distributions of estimators and test statistics, and to posterior…
This paper derives a way to express differentiable complex-valued functions as the sum of powers of $(1-e^{\lambda x})$, where $\lambda\in\mathbb{R}$, with an explicit formula for the remainder. This formulation is then used to associate an…
In this work, we aim to study a strong version of Ito's lemma for convex function. By considering the corresponding sub-martingale on a Brownian motion, we gain more insights about the convex function through a probabilistic viewpoint. The…
In this work, we investigate the fine regularity of L\'evy processes using the 2-microlocal formalism. This framework allows us to refine the multifractal spectrum determined by Jaffard and, in addition, study the oscillating singularities…
In previous works, we have developed a new Malliavin calculus on the Poisson space based on the lent particle formula. The aim of this work is to prove that, on the Wiener space for the standard Ornstein-Uhlenbeck structure, we also have…
We explore the Bohr inequality involving the Fourier transforms of complex valued integrable and square integrable functions defined on a second countable compact topological group. We also investigate the connection of the Bohr phenomenon…
The Euler-Maclaurin summation formula is generalized to a modified form by expanding the periodic Bernoulli polynomials as its Fourier series and taking cuts, which includes both the Euler-Maclaurin summation formula and the Poission…
The problem 2-Xor-Sat asks for the probability that a random expression, built as a conjunction of clauses $x \oplus y$, is satisfiable. We revisit this classical problem by giving an alternative, explicit expression of this probability. We…
We studies the Newton polygon for the L-function of toric exponential sums attached to a family of two variable generalized hyperkloosterman sum,$f_{t}(x,y)=x^{n}+y+\frac{t}{xy}$ with $t$ the parameter. The explicit Newton polygon is…
The Rayleigh model of nonlinear Brownian motion is revisited in which the heavy particle of mass M interacts with ideal gas molecules of mass m via instantaneous collisions. Using the van Kampen method of expansion of the master equation,…
The L\'evy-stable distribution is the attractor of distributions which hold power laws with infinite variance. This distribution has been used in a variety of research areas, for example in economics it is used to model financial market…
Several matrix/operator inequalies are given. Most of them are unexpected extensions of the Araki Log-majorization theorem, obtained thanks to a new log-majorization for positive linear maps and normal operators (Theorem 2.9). The main idea…
A non-classical Weyl theory is developed for Dirac systems with rectangular matrix potentials. The notion of the Weyl function is introduced and the corresponding direct problem is treated. Furthermore, explicit solutions of the direct and…
Factorial Schur functions are generalizations of Schur functions that have, in addition to the usual variables, a second family of "shift" parameters. We show that a factorial Schur function times a deformation of the Weyl denominator may…
We calculate the formal analytic expansions of certain formal translations in a space of formal iterated logarithmic and exponential variables. The results show how the algebraic structure naturally involves the Stirling numbers of the…
A new formula for the probability that a standard Brownian motion stays between two linear boundaries is proved. A simple algorithm is deduced. Uniform precision estimates are computed. Different implementations have been made available…
We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…
Several classes of physical systems exhibit ultraslow diffusion for which the mean squared displacement at long times grows as a power of the logarithm of time ("strong anomaly") and share the interesting property that the probability…
In this paper we address the problem of consistently construct Langevin equations to describe fluctuations in non-linear systems. Detailed balance severely restricts the choice of the random force, but we prove that this property together…