相关论文: Some explicit Krein representations of certain sub…

We present two integral representations of the logarithm of the Glaisher-Kinkelin constant. The calculations are based on definite integral expressions of $\log\Gamma(x)$, $\Gamma$ being the usual Gamma function, due respectively to F\'eaux…

In this paper we develop the spectral theory of the fractional Brownian motion (fBm) using the ideas of Krein's work on continuous analogous of orthogonal polynomials on the unit circle. We exhibit the functions which are orthogonal with…

We extend some results of M.G. Krein to the class of entire functions which can be represented as ratios of discrete Cauchy transforms in the plane. As an application we obtain new versions of de Branges' Ordering Theorem for nearly…

For refracted skew Brownian motion (skew Brownian motion with two-valued drift), adopting a perturbation approach we find expressions of its potential densities. As applications, we recover its transition density and study its long-time…

Unraveling general properties of Green's functions of quantum dissipative systems is of both experimental relevance and theoretical interest. Here, we study the spin-boson model as a prototype. By utilizing the Majorana- Fermion…

We review and study a one-parameter family of functional transformations, denoted by $(S^{(\beta)})_{\beta\in \R}$, which, in the case $\beta<0$, provides a path realization of bridges associated to the family of diffusion processes…

The Heisenberg evolution of a given unitary operator corresponds classically to a fixed canonical transformation that is viewed through a moving coordinate system. The operators that form the bases of the Weyl representation and its Fourier…

Gibbs partitions of the integers generated by stable subordinators of index $\alpha\in(0,1)$ form remarkable classes of random partitions where in principle much is known about their properties, including practically effortless obtainment…

We describe the representations of $(2,n)$-semigroups, i.e. groupoids with $n$ binary associative operations, by partial $n$-place functions and prove that any such representation is a union of some family of representations induced by…

We define a family of continuous-time branching particle systems on the non-negative real line, called branching subordinators, where particles move as independent subordinators. Each particle can also split (at possibly infinite rate) into…

Several methods are currently available to simulate paths of the Brownian motion. In particular, paths of the BM can be simulated using the properties of the increments of the process like in the Euler scheme, or as the limit of a random…

We introduce two families of symmetric functions with an extra parameter t that specialize to Schubert representatives for cohomology and homology of the affine Grassmannian when t = 1. The families are defined by a statistic on…

We construct a family of processes, from a single Poisson process, that converges in law to a complex Brownian motion. Moreover, we find realizations of these processes that converge almost surely to the complex Brownian motion, uniformly…

The spectrum of the spherically symmetric alpha-2 dynamo is studied in the case of idealized boundary conditions. Starting from the exact analytical solutions of models with constant alpha-profiles a perturbation theory and a Galerkin…

In this paper we introduce the Two Parameter Gamma Function, Beta Function and Pochhammer Symbol. We named them, as p - k Gamma Function, p - k Beta Function and p - k Pochhammer Symbol and denoted as $_{p}\Gamma_{k}(x), $ $_{p}B_{k}(x,y) $…

This paper presents a family of new integral representations and asymptotic series of the multiple gamma function. The numerical schemes for high-precision computation of the Barnes gamma function and Glaisher's constant are also discussed.

Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…

We define a family {$\gamma(P)$} of generalized Euler constants indexed by finite sets of primes $P$ and study their distribution. These arise from partial sums of reciprocals of integers not divisible by any prime in $P$. An apparent…

It is well-known that compositions of Markov processes with inverse subordinators are governed by integro-differential equations of generalized fractional type. This kind of processes are of wide interest in statistical physics as they are…

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…