Results 31 to 40 of about 1,091 (210)
Limit Theorem for Spectra of Laplace Matrix of Random Graphs
Mathematics, 2023 We consider the limit of the empirical spectral distribution of Laplace matrices of generalized random graphs. Applying the Stieltjes transform method, we prove under general conditions that the limit spectral distribution of Laplace matrices converges ...
Alexander N. Tikhomirov
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Restrictions for Fourier-Stieltjes transforms [PDF]
Proceedings of the American Mathematical Society, 1964 Here (x, y) denotes the value of the character yCr at the point x C G. Let A denote the family of Fourier transforms of functions fEL'(G). For FCr f, F denotes the restriction of f to F and A I F = {f| F: JEA }. A function so on r is said to be a multiplier of A provided pA CA.
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Results on analytic functions defined by Laplace-Stieltjes transforms with perfect ϕ-type
Open Mathematics, 2020 In this paper, we introduce the concept of the perfect ϕ\phi -type to describe the growth of the maximal molecule of Laplace-Stieltjes transform by using the more general function than the usual.
Liu Simin +3 more
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Transactions of the American Mathematical Society, 1938 In this paper we discuss two distinct but related questions, the inversion problem and the solubility problem. In the former we assume that f(x) is a function which admits the representation (1) or (2), and seek to determine a(t) or (t) from f(x). In the latter we seek necessary and sufficient conditions onf(x) that it should have the representation ...
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Fractal and Fractional, 2022 A general system of fractional differential equations with coupled fractional Stieltjes integrals and a Riemann–Liouville fractional integral in boundary conditions is studied in the context of pattern formation.
Yuan Ma, Dehong Ji
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A NOTE ON THE CLIFFORD FOURIER-STIELTJES TRANSFORM [PDF]
, 2012 The purpose of this article is to provide an overview of the real Clifford Fourier- Stieltjes transform (CFST) and of its important properties.
Sprößig, Wolfgang +2 more
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Covariance Estimation for Wide Data
WIREs Computational Statistics, Volume 18, Issue 2, June 2026.Covariance matrix estimation is fundamental to multivariate analysis, with applications spanning finance, genomics, climate science, and signal processing. This review synthesizes recent advances in high‐dimensional covariance estimation‐thresholding, linear and nonlinear shrinkage, graphical models, and random matrix theory‐under a unifying framework ...
Eran Raviv
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An Overview and Recent Developments in the Analysis of Multistate Processes
Statistics in Medicine, Volume 45, Issue 10-12, May 2026.ABSTRACT Multistate models offer a powerful framework for studying disease processes and can be used to formulate intensity‐based and more descriptive marginal regression models. They also represent a natural foundation for the construction of joint models for disease processes and dynamic marker processes, as well as joint models incorporating random ...
Malka Gorfine +8 more
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Excursion theory for Markov processes indexed by Lévy trees
Proceedings of the London Mathematical Society, Volume 132, Issue 5, May 2026.Abstract We develop an excursion theory that describes the evolution of a Markov process indexed by a Lévy tree away from a regular and instantaneous point x$x$ of the state space. The theory builds upon a notion of local time at x$x$ that was recently introduced in the companion paper [Probab. Theory Related Fields. 189 (2024), 1–99].
Armand Riera, Alejandro Rosales‐Ortiz
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On Gauge‐Invariant Entire Function Regulators and UV Finiteness in Non Local Quantum Field Theory
Annalen der Physik, Volume 538, Issue 4, April 2026.We regulate the theory with an entire function of the covariant operator F(□/M∗2)$F(\square /M^{2}_{*})$. In the perturbative vacuum this becomes a momentum‐space factor F(−p2/M∗2)$F(-p^{2}/M^{2}_{*})$ that exponentially damps high momenta, most transparent after Wick rotation, rendering loop integrals UV finite.
J. W. Moffat, E. J. Thompson
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