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Let $(X,d)$ be a proper ultrametric space. Given a measure $m$ on $X$ and a function $B \mapsto C(B)$ defined on the collection of all non-singleton balls $B$ of $X$, we consider the associated hierarchical Laplacian $L=L_{C}\,$. The…

概率论 · 数学 2019-01-23 Alexander Bendikov , Wojciech Cygan , Wolfgang Woess

We provide a short-time large deviation principle (LDP) for stochastic volatility models, where the volatility is expressed as a function of a Volterra process. This LDP does not require strict self-similarity assumptions on the Volterra…

数理金融 · 定量金融 2023-11-14 Giacomo Giorgio , Barbara Pacchiarotti , Paolo Pigato

We provide a new estimator of integral operators with smooth kernels, obtained from a set of scattered and noisy impulse responses. The proposed approach relies on the formalism of smoothing in reproducing kernel Hilbert spaces and on the…

信息论 · 计算机科学 2017-12-04 Jérémie Bigot , Paul Escande , Pierre Weiss

In this note, we mainly study operator-theoretic properties on Besov space $B_{1}$ on the unit disc. This space is the minimal Mobius invariant space. Firstly, we consider the boundedness of Volterra type operators. Secondly, we prove that…

复变函数 · 数学 2021-12-17 Huayou Xie , Junming Liu , Saminathan Ponnusamy

Let $\sum_{\beta\in\nats^d} F_\beta x^\beta$ be a multivariate power series. For example $\sum F_\beta x^\beta$ could be a generating function for a combinatorial class. Assume that in a neighbourhood of the origin this series represents a…

组合数学 · 数学 2023-02-22 Alexander Raichev , Mark C. Wilson

Motivating by the China's five element philosophy (CFEP) we construct a permuted Volterra quadratic stochastic operator acting on the four dimensional simplex. This operator (depending on 10 parameters) is considered as an evolution…

动力系统 · 数学 2019-08-22 N. N. Ganikhodjaev , C. H. Pah , U. A. Rozikov

We investigate the asymptotic behavior of sample functions of stable processes when $t{\to}\infty$. We compare our results with the iterated logarithm law, results for the first hitting time and most visited sites problems.

概率论 · 数学 2007-06-13 Lev Sakhnovich

We prove several asymptotic results for partial and false theta functions arising from Jacobi forms, as the modular variable $\tau$ tends to $0$ along the imaginary axis, and the elliptic variable $z$ is unrestricted in the complex plane.…

数论 · 数学 2017-02-01 Kathrin Bringmann , Amanda Folsom , Antun Milas

We consider the asymptotic behavior of solutions of the difference equations of the form $x(n+1)=Ax(n) + \sum_{k=0}^n B(n-k)x(k) + y(n)$ in a Banach space $\X$, where $n=0,1,2,...$; $A,B(n)$ are linear bounded operator in $\X$. Our method…

动力系统 · 数学 2012-02-28 Nguyen Van Minh

We derive a normal ordering formula for the operator \((xI)^n\), where \(I\) denotes the Volterra operator. The resulting coefficients are shown to coincide with the Bessel numbers. We also present two applications, along with a…

组合数学 · 数学 2026-02-06 Abdelhay Benmoussa

We consider a class of fourth order uniformly elliptic operators in planar Euclidean domains and study the associated heat kernel. For operators with $L^{\infty}$ coefficients we obtain Gaussian estimates with best constants, while for…

偏微分方程分析 · 数学 2018-07-04 Gerassimos Barbatis , Panagiotis Branikas

This paper, we first consider the pair of complex-valued arithmetical functions (a(n),b(n)) satisfying. We prove that the solution of the Volterra integral equation of second type for the error term in the asymptotic formula for b(n) can be…

数论 · 数学 2022-05-13 Hideto Iwata

We show that a positive operator between $L^p$-spaces is given by integration against a kernel function if and only if the image of each positive function has a lower semi-continuous representative with respect to a suitable topology. This…

泛函分析 · 数学 2024-06-11 Moritz Gerlach , Jochen Glück

We consider a class of compact Toeplitz operators on the Bergman space on the unit disk. The symbols of operators in our class are assumed to have a sufficiently regular power-like behaviour near the boundary of the disk. We compute the…

谱理论 · 数学 2017-10-10 Alexander Pushnitski

Conditions guaranteeing convergence of linear stochastic Volterra operators are studied. Necessary and sufficient conditions for mean square convergence are established, while almost sure convergence of the linear operator is shown to imply…

概率论 · 数学 2012-10-24 John A. D. Appleby , John A. Daniels , David W. Reynolds

In this paper we study a class of quadratic operators named by Volterra operators on infinite dimensional space. We prove that such operators have infinitely many fixed points and the set of Volterra operators forms a convex compact set. In…

泛函分析 · 数学 2015-06-26 Farrukh Mukhamedov , Hasan Akin , Seyit Temir

We consider compact Hankel operators realized in $ \ell^2(\mathbb Z_+)$ as infinite matrices $\Gamma$ with matrix elements $h(j+k)$. Roughly speaking, we show that if $h(j)\sim (b_{1}+ (-1)^j b_{-1}) j^{-1}(\log j)^{-\alpha}$ as $j\to…

谱理论 · 数学 2014-12-09 Alexander Pushnitski , Dmitri Yafaev

In this paper we study, both numerically and analytically, the asymptotic behavior of the principal eigenfunction of \eqref{1.1}, normalized by \eqref{1.2}, as $s\uparrow +\infty$. Based on the numerical computations of this paper, we can…

偏微分方程分析 · 数学 2025-09-18 S. Cano-Casanova , J. López-Gómez , M. Molina-Meyer

We investigate the high resolution coding problem for general real-valued L\'evy processes under L^p[0,1]-norm distortion. Tight asymptotic formulas are found under mild regularity assumptions.

概率论 · 数学 2009-05-25 Frank Aurzada , Steffen Dereich

The upper bound for asymptotic behavior of the coefficients of expansion of the evolution operator kernel in powers of the time interval $\Dt$ was obtained. It is found that for the nonpolynomial potentials the coefficients may increase as…

高能物理 - 理论 · 物理学 2009-10-28 V. A. Slobodenyuk