Numerical Computation of First-Passage Times of Increasing Lévy Processes

Let {D(s), s ≥ 0} be a non-decreasing Lévy process. The first-hitting time process {E(t), t ≥ 0} (which is sometimes referred to as an inverse subordinator) defined by $E(t) = \inf \{s: D(s) > t \}$E(t) = \inf \{s: D(s) > t \} is a process which has arisen in many applications. Of particular interest is the mean first-hitting time U(t)=\mathbbEE(t)U(t)=\mathbb{E}E(t). This function characterizes all finite-dimensional distributions of the process E. The function U can be calculated by inverting the Laplace transform of the function [(U)\tilde](l) = (lf(l))^-1\widetilde{U}(\lambda) = (\lambda \phi(\lambda))^{-1}, where ϕ is the Lévy exponent of the subordinator D. In this paper, we give two methods for computing numerically the inverse of this Laplace transform. The first is based on the Bromwich integral and the second is based on the Post-Widder inversion formula. The software written to support this work is available from the authors and we illustrate its use at the end of the paper.     

Numerical Ranges of Radial Toeplitz Operators on Bergman Space

A Toeplitz operator T_fT_\phi with symbol f\phi in L^￥(\mathbbD)L^{\infty}({\mathbb{D}}) on the Bergman space A²(\mathbbD)A^{2}({\mathbb{D}}), where \mathbbD\mathbb{D} denotes the open unit disc, is radial if f(z) = f(|z|)\phi(z) = \phi(|z|) a.e. on \mathbbD\mathbb{D}. In this paper, we consider the numerical ranges of such operators. It is shown that all finite line segments, convex hulls of analytic images of \mathbbD\mathbb{D} and closed convex polygonal regions in the plane are the numerical ranges of radial Toeplitz operators. On the other hand, Toeplitz operators T_fT_\phi with f\phi harmonic on \mathbbD\mathbb{D} and continuous on [`(\mathbbD)]{\overline{\mathbb{D}}} and radial Toeplitz operators are convexoid, but certain compact quasinilpotent Toeplitz operators are not.     

Simultaneous Abel equations

Let S{\mathcal{S}} be a set of homeomorphisms of an open interval such that the group generated by S{\mathcal{S}} is disjoint, i.e., the graphs of any two distinct functions in it do not intersect. We give necessary and sufficient conditions for the system of Abel equations

On Classes of Functions Related to Starlike Functions with Respect to Symmetric Conjugate Points Defined by a Fractional Differential Operator

Let A denote the class of analytic functions f, in the open unit disk E = {z : |z| < 1}, normalized by f(0) = f′(0) − 1 = 0. In this paper, we introduce and study the class ST^n,a_l,m(h){ST^{n,\alpha}_{\lambda,m}(h)} of functions f ? A{f\in A}, with \fracD^n,a_l f_m(z)z 1 0{\frac{D^{n,\alpha}_\lambda f_m(z)}{z}\neq 0}, satisfying

Local Whittle likelihood estimators and tests for non-Gaussian stationary processes

In this paper, we propose a local Whittle likelihood estimator for spectral densities of non-Gaussian processes and a local Whittle likelihood ratio test statistic for the problem of testing whether the spectral density of a non-Gaussian stationary process belongs to a parametric family or not. Introducing a local Whittle likelihood of a spectral density f _θ (λ) around λ, we propose a local estimator [^(q)] = [^(q)] (l){\hat{\theta } = \hat{\theta } (\lambda ) } of θ which maximizes the local Whittle likelihood around λ, and use f_{[^(q)] (l)} (l){f_{\hat{\theta } (\lambda )} (\lambda )} as an estimator of the true spectral density. For the testing problem, we use a local Whittle likelihood ratio test statistic based on the local Whittle likelihood estimator. The asymptotics of these statistics are elucidated. It is shown that their asymptotic distributions do not depend on non-Gaussianity of the processes. Because our models include nonlinear stationary time series models, we can apply the results to stationary GARCH processes. Advantage of the proposed estimator is demonstrated by a few simulated numerical examples.     

Generalized Hyers-Ulam Stability for a General Mixed Functional Equation in Quasi-��-normed Spaces

In this paper, we establish the general solution and investigate the generalized Hyers-Ulam stability of the following mixed additive and quadratic functional equation

GKB-FP: an algorithm for large-scale discrete ill-posed problems

We describe an algorithm for large-scale discrete ill-posed problems, called GKB-FP, which combines the Golub-Kahan bidiagonalization algorithm with Tikhonov regularization in the generated Krylov subspace, with the regularization parameter for the projected problem being chosen by the fixed-point method by Bazán (Inverse Probl. 24(3), 2008). The fixed-point method selects as regularization parameter a fixed-point of the function ‖r _λ ‖₂/‖f _λ ‖₂, where f _λ is the regularized solution and r _λ is the corresponding residual. GKB-FP determines the sought fixed-point by computing a finite sequence of fixed-points of functions ||r_l^(k)||₂/||f_l^(k)||₂\|r_{\lambda}^{(k)}\|_{2}/\|f_{\lambda}^{(k)}\|_{2}, where f_l^(k)f_{\lambda}^{(k)} approximates f _λ in a k-dimensional Krylov subspace and r_l^(k)r_{\lambda}^{(k)} is the corresponding residual. Based on this and provided the sought fixed-point is reached, we prove that the regularized solutions f_l^(k)f_{\lambda}^{(k)} remain unchanged and therefore completely insensitive to the number of iterations. This and the performance of the method when applied to well-known test problems are illustrated numerically.     

Multivariate Böttcher equation for polynomials with non-negative coefficients

Summary. We give conditions for the multivariate Böttcher equation b(f (x)) = b(x)^l \beta(f (x)) = \beta(x)^{\lambda} to have a solution, in the case where f : \mathbbR^d ? \mathbbR^d f : \mathbb{R}^d \rightarrow \mathbb{R}^d is a polynomial with non-negative coefficients. The solution is constructed from the limit of the functional iterates -l^-n logfⁿ(x) -\lambda^{-n} \log f^{n}(x) .     

Solutions to Polynomial Generalized Bers–Vekua Equations in Clifford Analysis

In this paper, we mainly study polynomial generalized Vekua-type equation _boxclose)w=0{p(\mathcal{D})w=0} and polynomial generalized Bers–Vekua equation p(D)w=0{p(\mathcal{\underline{D}})w=0} defined in W ì \mathbbRⁿ⁺¹{\Omega\subset\mathbb{R}^{n+1}} where D{\mathcal{D}} and D{\mathcal{\underline{D}}} mean generalized Vekua-type operator and generalized Bers–Vekua operator, respectively. Using Clifford algebra, we obtain the Fischer-type decomposition theorems for the solutions to these equations including (D-l)^kw=0,(D-l)^kw=0(k ? \mathbbN){\left(\mathcal{D}-\lambda\right)^{k}w=0,\left(\mathcal {\underline{D}}-\lambda\right)^{k}w=0\left(k\in\mathbb{N}\right)} with complex parameter λ as special cases, which derive the Almansi-type decomposition theorems for iterated generalized Bers–Vekua equation and polynomial generalized Cauchy–Riemann equation defined in W ì \mathbbRⁿ⁺¹{\Omega\subset\mathbb{R}^{n+1}}. Making use of the decomposition theorems we give the solutions to polynomial generalized Bers–Vekua equation defined in W ì \mathbbRⁿ⁺¹{\Omega\subset\mathbb{R}^{n+1}} under some conditions. Furthermore we discuss inhomogeneous polynomial generalized Bers–Vekua equation p(D)w=v{p(\mathcal{\underline{D}})w=v} defined in W ì \mathbbRⁿ⁺¹{\Omega\subset\mathbb{R}^{n+1}}, and develop the structure of the solutions to inhomogeneous polynomial generalized Bers–Vekua equation p(D)w=v{p(\mathcal{\underline{D}})w=v} defined in W ì \mathbbRⁿ⁺¹{\Omega\subset\mathbb{R}^{n+1}}.     

The Problem of the Pointwise Fourier Inversion for Piecewise Smooth Functions of Several Variables

We study the pointwise convergence problem for the inverse Fourier transform of piecewise smooth functions, i.e., whether S_rD f (\bx) ? f (\bx)S_{\rho D} f (\bx) \to f (\bx) as r? ￥\rho \to \infty . r? ￥\rho \to \infty . Here for \bx,\bxi ? \Rn\bx,\bxi \in \Rn S_rDf(\bmx)=\dsf1(2p)^n/2\intli_rD [^(f)](\bxi) e^{\dst iá\bmx,\bxi?} d\bxi . S_{\rho D}f(\bm{x})=\dsf1{(2\pi)^{n/2}}\intli_{\rho D} \widehat{f}(\bxi) e^{\dst i\langle\bm{x},\bxi\rangle} d\bxi~. is the partial sum operator using a convex and open set DD containing the origin, and rD={ r\bxi:\bxi ? D }\rho D=\left\{ \rho \bxi:\bxi\in D \right\}.     

Multi-variable translation equation which arises from homothety

In many regular cases, there exists a (properly defined) limit of iterations of a function in several real variables, and this limit satisfies the functional equation _boxclose)=((xz)(1-z)/z){(1-z)\phi({\bf x})=\phi(\phi({\bf x}z)(1-z)/z)}; here z is a scalar and x is a vector. This is a special case of a well-known translation equation. In this paper we present a complete solution to this functional equation when f{\phi} is a continuous function on a single point compactification of a 2-dimensional real vector space. It appears that, up to conjugation by a homogeneous continuous function, there are exactly four solutions. Further, in a 1-dimensional case we present a solution with no regularity assumptions on f{\phi}.     

On Li’s coefficients for the Rankin–Selberg <Emphasis Type="Italic">L</Emphasis>-functions

We define a generalized Li coefficient for the L-functions attached to the Rankin–Selberg convolution of two cuspidal unitary automorphic representations π and π ^′ of GL_m(\mathbbA_F)GL_{m}(\mathbb{A}_{F}) and GL_m^￠(\mathbbA_F)GL_{m^{\prime }}(\mathbb{A}_{F}) . Using the explicit formula, we obtain an arithmetic representation of the n th Li coefficient l_p,p^￠(n)\lambda _{\pi ,\pi ^{\prime }}(n) attached to L(s,p_f×[(p)\tilde]_f^￠)L(s,\pi _{f}\times \widetilde{\pi}_{f}^{\prime }) . Then, we deduce a full asymptotic expansion of the archimedean contribution to l_p,p^￠(n)\lambda _{\pi ,\pi ^{\prime }}(n) and investigate the contribution of the finite (non-archimedean) term. Under the generalized Riemann hypothesis (GRH) on non-trivial zeros of L(s,p_f×[(p)\tilde]_f^￠)L(s,\pi _{f}\times \widetilde{\pi}_{f}^{\prime }) , the nth Li coefficient l_p,p^￠(n)\lambda _{\pi ,\pi ^{\prime }}(n) is evaluated in a different way and it is shown that GRH implies the bound towards a generalized Ramanujan conjecture for the archimedean Langlands parameters μ _π (v,j) of π. Namely, we prove that under GRH for L(s,p_f×[(p)\tilde]_f)L(s,\pi _{f}\times \widetilde{\pi}_{f}) one has |Rem_p(v,j)| ￡ \frac14|\mathop {\mathrm {Re}}\mu_{\pi}(v,j)|\leq \frac{1}{4} for all archimedean places v at which π is unramified and all j=1,…,m.     

(Almost) primitivity of Hecke L -functions

Let f be a cusp form of the Hecke space \frak M₀(l,k,e){\frak M}_0(\lambda,k,\epsilon) and let L _f be the normalized L-function associated to f. Recently it has been proved that L _f belongs to an axiomatically defined class of functions [`(S)]<sup>\sharp</sup>\bar{\cal S}^\sharp . We prove that when λ ≤ 2, L <sub>f</sub> is always almost primitive, i.e., that if L <sub>f</sub> is written as product of functions in [`(S)]^\sharp\bar{\cal S}^\sharp , then one factor, at least, has degree zeros and hence is a Dirichlet polynomial. Moreover, we prove that if l ? {?2,?3,2}\lambda\notin\{\sqrt{2},\sqrt{3},2\} then L _f is also primitive, i.e., that if L _f = F ₁ F ₂ then F ₁ (or F ₂) is constant; for l ? {?2,?3,2}\lambda\in\{\sqrt{2},\sqrt{3},2\} the factorization of non-primitive functions is studied and examples of non-primitive functions are given. At last, the subset of functions f for which L _f belongs to the more familiar extended Selberg class S^\sharp{\cal S}^\sharp is characterized and for these functions we obtain analogous conclusions about their (almost) primitivity in S^\sharp{\cal S}^\sharp .     

Free membrane eigenvalues

For a simply connected and normalized domain D in the plane it was proven by Pólya and Schiffer in 1954 for the fixed membrane eigenvalues

Toeplitz Operators on Generalized Bergman Spaces

We consider the weighted Bergman spaces HL²(\mathbb B^d, m_l){\mathcal {H}L^{2}(\mathbb {B}^{d}, \mu_{\lambda})}, where we set dm_l(z) = c_l(1-|z|²)^l dt(z){d\mu_{\lambda}(z) = c_{\lambda}(1-|z|^2)^{\lambda} d\tau(z)}, with τ being the hyperbolic volume measure. These spaces are nonzero if and only if λ > d. For 0 < λ ≤ d, spaces with the same formula for the reproducing kernel can be defined using a Sobolev-type norm. We define Toeplitz operators on these generalized Bergman spaces and investigate their properties. Specifically, we describe classes of symbols for which the corresponding Toeplitz operators can be defined as bounded operators or as a Hilbert–Schmidt operators on the generalized Bergman spaces.     

Lp convergence of Cesàro means on sphere

LetR ⁿ be n-dimensional Euclidean space with n>-3. Demote by Ω _n the unit sphere inR ⁿ. ForfɛL(Ω _n ) we denote by σ _N ^δ its Cesàro means of order σ for spherical harmonic expansions. The special value l = \tfracn - 22\lambda = \tfrac{{n - 2}}{2} of σ is known as the critical one. For 0<σ≤λ, we set p₀ = \tfrac2ld+ lp_0 = \tfrac{{2\lambda }}{{\delta + \lambda }} . This paper proves that

On approximation of periodic functions by Fourier sums

Let L _p , 1 ≤ p< ∞, be the space of 2π-periodic functions f with the norm || f ||_p = ( ò _{- p}^p | f |^p )^{1 \mathord}

On a class of non-uniform average sampling expansions and partial reconstruction in subspaces of L 2(?)

Let ϕ be a function in the Wiener amalgam space W_￥(L₁)\emph{W}_{\infty}(L_1) with a non-vanishing property in a neighborhood of the origin for its Fourier transform [^(f)]\widehat{\phi}, t={t_n}_{n ? \mathbb Z}{\bf \tau}=\{\tau_n\}_{n\in {{\mathbb Z}}} be a sampling set on ℝ and V_f^tV_\phi^{\bf \tau} be a closed subspace of L₂(\mathbbR)L_2(\hbox{\ensuremath{\mathbb{R}}}) containing all linear combinations of τ-translates of ϕ. In this paper we prove that every function f ? V_f^tf\in V_\phi^{\bf \tau} is uniquely determined by and stably reconstructed from the sample set L_f^t(f)={ò_\mathbbR f(t)[`(f(t-t_n))] dt}_{n ? \mathbb Z}L_\phi^{\bf \tau}(f)=\Big\{\int_{\hbox{\ensuremath{\mathbb{R}}}} f(t) \overline{\phi(t-\tau_n)} dt\Big\}_{n\in {{\mathbb Z}}}. As our reconstruction formula involves evaluating the inverse of an infinite matrix we consider a partial reconstruction formula suitable for numerical implementation. Under an additional assumption on the decay rate of ϕ we provide an estimate to the corresponding error.     

On certain functional equations related to Jordan triple (q, f){(\theta, \phi)}-derivations on semiprime rings

The main purpose of this paper is to prove the following result. Let R be a 2-torsion free semiprime ring with symmetric Martindale ring of quotients Q _s and let q{\theta} and f{\phi} be automorphisms of R. Suppose T:R? R{T:R\rightarrow R} is an additive mapping satisfying the relation T(xyx)=T(x)q(y)q(x)-f(x)T(y)q(x)+f(x)f(y)T(x){T(xyx)=T(x)\theta (y)\theta (x)-\phi (x)T(y)\theta (x)+\phi (x)\phi (y)T(x)}, for all pairs x,y ? R{x,y\in R}. In this case T is of the form 2T(x)=qq(x)+f(x)q{2T(x)=q\theta (x)+\phi (x)q}, for all x ? R{x\in R} and some fixed element q ? Q_s{q\in Q_{s}}.     

The Heat Equation for the Generalized Hermite and the Generalized Landau Operators

We give a formula for the one-parameter strongly continuous semigroups ${e^{-tL^{\lambda}}}We give a formula for the one-parameter strongly continuous semigroups e^-tLl{e^{-tL^{\lambda}}} and e^{-t [(A)\tilde]}{e^{-t \tilde{A}}}, t > 0 generated by the generalized Hermite operator L^l, l ? R\{0}{L^{\lambda}, \lambda \in {\bf R}\backslash \{0\}} respectively by the generalized Landau operator ?. These formula are derived by means of pseudo-differential operators of the Weyl type, i.e. Weyl transforms, Fourier-Wigner transforms and Wigner transforms of some orthonormal basis for L ²(R ²ⁿ ) which consist of the eigenfunctions of the generalized Hermite operator and of the generalized Landau operator. Applications to an L ² estimate for the solutions of initial value problems for the heat equations governed by L ^λ respectively ?, in terms of L ^p norm, 1 ≤ p ≤ ∞ of the initial data are given.