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Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes

Patie Pierre (2009)

Annales de l'I.H.P. Probabilités et statistiques

We first characterize the increasing eigenfunctions associated to the following family of integro-differential operators, for any α, x>0, γ≥0 and fa smooth function on + , 𝐋 ( γ ) f ( x ) = x - α ( σ 2 x 2 f ' ' ( x ) + ( σ γ + b ) x f ' ( x ) + 0 f e - r x - f ( x ) e - r γ + x f ' ( x ) r 𝕀 { r 1 } ν ( d r ) ) , ( 0 . 1 ) where the coefficients b ,σ≥0 and the measure ν, which satisfies the integrability condition ∫0∞(1∧r2)ν(dr)<+∞, are uniquely determined by the distribution of a spectrally negative, infinitely divisible random variable, with characteristic exponent ψ. L(γ) is known to be the infinitesimal generator of a positive...

Information Matrix for Beta Distributions

Aryal, Gokarna, Nadarajah, Saralees (2004)

Serdica Mathematical Journal

2000 Mathematics Subject Classification: 33C90, 62E99.The Fisher information matrix for three generalized beta distributions are derived.

Integer powers of arcsin.

Borwein, Jonathan M., Chamberland, Marc (2007)

International Journal of Mathematics and Mathematical Sciences

Integral identities and constructions of approximations to zeta-values

Yuri V. Nesterenko (2003)

Journal de théorie des nombres de Bordeaux

Some general construction of linear forms with rational coefficients in values of Riemann zeta-function at integer points is presented. These linear forms are expressed in terms of complex integrals of Barnes type that allows to estimate them. Some identity connecting these integrals and multiple integrals on the real unit cube is proved.

Integral representation of the n -th derivative in de Branges-Rovnyak spaces and the norm convergence of its reproducing kernel

Emmanuel Fricain, Javad Mashreghi (2008)

Annales de l’institut Fourier

In this paper, we give an integral representation for the boundary values of derivatives of functions of the de Branges–Rovnyak spaces ( b ) , where b is in the unit ball of H ( + ) . In particular, we generalize a result of Ahern–Clark obtained for functions of the model spaces K b , where b is an inner function. Using hypergeometric series, we obtain a nontrivial formula of combinatorics for sums of binomial coefficients. Then we apply this formula to show the norm convergence of reproducing kernel k ω , n b of evaluation...

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