相关论文: On joint returns to zero of Bessel processes

We study persistence probabilities of Hermite processes. As a tool, we derive a general decorrelation inequality for the Rosenblatt process, which is reminiscent of Slepian's lemma for Gaussian processes or the FKG inequality and which may…

Let $S_n^{(2)}$ denote the iterated partial sums. That is, $S_n^{(2)}=S_1+S_2+ ... +S_n$, where $S_i=X_1+X_2+ ... s+X_i$. Assuming $X_1, X_2,....,X_n$ are integrable, zero-mean, i.i.d. random variables, we show that the persistence…

We consider the point process \begin{align*} \frac{1}{Z_{n}}\prod_{1 \leq j < k \leq n} |e^{i\theta_{j}}-e^{-i\theta_{k}}|^{\beta}\prod_{j=1}^{n} d\theta_{j}, \qquad \theta_{1},\ldots,\theta_{n} \in (-\pi,\pi], \quad \beta > 0, \end{align*}…

Consider a real Gaussian stationary process $f_\rho$, indexed on either $\mathbb{R}$ or $\mathbb{Z}$ and admitting a spectral measure $\rho$. We study $\theta_{\rho}^\ell=-\lim\limits_{T\to\infty}\frac{1}{T}…

Let $\spt(n)$ be the number of smallest parts in the partitions of $n$. In this paper, we give some generalized Euler-like recursive formulas for the $\spt$ function in terms of Hecke trace of values of special twisted quadratic Dirichlet…

The Bessel point process is a rigid point process on the positive real line and its conditional measure on a bounded interval $[0,R]$ is almost surely an orthogonal polynomial ensemble. In this article, we show that if $R$ tends to…

With $\{\xi_i\}_{i\ge 0}$ being a centered stationary Gaussian sequence with non-negative correlation function $\rho(i):=\mathbb{E}[ \xi_0\xi_i]$ and $\{\sigma(i)\}_{i\ge 1}$ a sequence of positive reals, we study the asymptotics of the…

Neither the Euler-Mascheroni constant, $\gamma=0.577215...$, nor the Euler-Gompertz constant, $\delta=0.596347...$, is currently known to be irrational. However, it has been proved that at least one of them is transcendental. The two…

We consider the perturbed Mann's iterative process \begin{equation} x_{n+1}=(1-\theta_n)x_n+\theta_n f(x_n)+r_n, \end{equation} where $f:[0,1]\rightarrow[0,1]$ is a continuous function, $\{\theta_n\}\in [0,1]$ is a given sequence, and…

We examine convergent representations for the sum of Bessel functions \[\sum_{n=1}^\infty \frac{J_\mu(na) J_\nu(nb)}{n^{\alpha}}\] for $\mu$, $\nu\geq0$ and positive values of $a$ and $b$. Such representations enable easy computation of the…

The series $\theta (q,x):=\sum _{j=0}^{\infty}q^{j(j+1)/2}x^j$ converges for $q\in [0,1)$, $x\in \mathbb{R}$, and defines a {\em partial theta function}. For any fixed $q\in (0,1)$ it has infinitely many negative zeros. For $q$ taking one…

In the framework of inverse linear problems on infinite-dimensional Hilbert space, we prove the convergence of the conjugate gradient iterates to an exact solution to the inverse problem in the most general case where the self-adjoint,…

We study the joint distribution of descents and inverse descents over the set of permutations of n letters. Gessel conjectured that the two-variable generating function of this distribution can be expanded in a given basis with nonnegative…

We consider a pure death process $(Z(t), t\ge0)$ with death rates $\lambda_n$ satisfying the condition $\sum_{n=2}^\infty \lambda_n^{-1}<\infty$ of coming from infinity, $Z(0)=\infty$, down to an absorbing state $n=1$. We establish limit…

We examine the sum of a decaying exponential (depending non-linearly on the summation index) and a Bessel function in the form \[\sum_{n=1}^\infty e^{-an^p}\frac{J_\nu(an^px)}{(an^px/2)^\nu}\qquad (x>0),\] in the limit $a\to0$, where…

We consider an arbitrary Gaussian Stationary Process X(T) with known correlator C(T), sampled at discrete times T_n = n \Delta T. The probability that (n+1) consecutive values of X have the same sign decays as P_n \sim \exp(-\theta_D T_n).…

This note presents a simple approach to proving the interlacing properties of positive zeros of Bessel functions of the first kind. The approach relies only on the standard recurrence relations between Bessel functions and characterising…

We recover in part a recent result of Hamana-Matsumoto (2014) on the asymptotic behaviors for tail probabilities of first hitting times of Bessel process. Our proof is based on a weak convergence argument. The same reasoning enables us to…

In this paper our aim is to deduce some sufficient (and necessary) conditions for the close-to-convexity of some special functions and their derivatives, like Bessel functions, Struve functions, and a particular case of Lommel functions of…

In this note, we are interested in the probability that two independent squared Bessel processes do not cross for a long time. We show that this probability has a power decay which is given by the first zero of some hypergeometric function.…