2,088 research outputs found

    New families of subordinators with explicit transition probability semigroup

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    There exist only a few known examples of subordinators for which the transition probability density can be computed explicitly along side an expression for its L\'evy measure and Laplace exponent. Such examples are useful in several areas of applied probability, for example, they are used in mathematical finance for modeling stochastic time change, they appear in combinatorial probability to construct sampling formulae, which in turn is related to a variety of issues in the theory of coalescence models, moreover, they have also been extensively used in the potential analysis of subordinated Brownian motion in dimension greater than or equal to 2. In this paper, we show that Kendall's classic identity for spectrally negative L\'evy processes can be used to construct new families of subordinators with explicit transition probability semigroups. We describe the properties of these new subordinators and emphasise some interesting connections with explicit and previously unknown Laplace transform identities and with complete monotonicity properties of certain special functions

    The Lagrange inversion formula on non-Archimedean fields. Non-Analytical Form of Differential and Finite Difference Equations

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    The classical Lagrange inversion formula is extended to analytic and non--analytic inversion problems on non--Archimedean fields. We give some applications to the field of formal Laurent series in nn variables, where the non--analytic inversion formula gives explicit formal solutions of general semilinear differential and qq--difference equations. We will be interested in linearization problems for germs of diffeomorphisms (Siegel center problem) and vector fields. In addition to analytic results, we give sufficient condition for the linearization to belong to some Classes of ultradifferentiable germs, closed under composition and derivation, including Gevrey Classes. We prove that Bruno's condition is sufficient for the linearization to belong to the same Class of the germ, whereas new conditions weaker than Bruno's one are introduced if one allows the linearization to be less regular than the germ. This generalizes to dimension n>1n> 1 some results of [CarlettiMarmi]. Our formulation of the Lagrange inversion formula by mean of trees, allows us to point out the strong similarities existing between the two linearization problems, formulated (essentially) with the same functional equation. For analytic vector fields of \C^2 we prove a quantitative estimate of a previous qualitative result of [MatteiMoussu] and we compare it with a result of [YoccozPerezMarco].Comment: This is the final version in press on DCDS Series A. Some minor changes have been made, in particular the relation w.r.t. the results of Perez Marco and Yocco

    Analytical properties of the Lambert W function

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    This research studies analytical properties of one of the special functions, the Lambert W function. W function was re-discovered and included into the library of the computer-algebra system Maple in 1980’s. Interest to the function nowadays is due to the fact that it has many applications in a wide variety of fields of science and engineering. The project can be broken into four parts. In the first part we scrutinize a convergence of some previously known asymptotic series for the Lambert W function using an experimental approach followed by analytic investigation. Particularly, we have established the domain of convergence in real and complex cases, given a comparative analysis of the series properties and found asymptotic estimates for the expansion coefficients. The main analytical tools used herein are Implicit Function Theorem, Lagrange Inversion Theorem and Darboux’s Theorem. In the second part we consider an opportunity to improve convergence prop­ erties of the series under study in terms of the domain of,convergence and rate of convergence. For this purpose we have studied a new invariant transformation defined by parameter p, which retains the basic series structure. An effect of parameter p on a size of the domain of convergence and rate of convergence of the series has been studied theoretically and numerically using M a p l e . We have found that an increase in parameter p results in an extension of the domain of convergence while the rate of convergence can be either raised or lowered. We also considered an expansion of W(x) in powers of Inx. For this series we found three new forms for a representation of the expansion coefficients in terms of different special numbers and accordingly have obtained different ways ito\u27compute the expansion coefficients. As an extra consequence we have obtained some combinatorial relations including the Carlitz-Riordan identities. In the third part we study the properties of the polynomials appearing in the expressions for the higher derivatives of the Lambert W function. It is shown that the polynomial coefficients form a positive sequence that is log-concave and unimodal, which implies that the positive real branch of the Lambert W function is Bernstein and its derivative is a Stieltjes function. In the fourth part we show that many functions containing Ware Stieltjes functions. In terms of the result obtained in the third part, we, in fact, obtain one more way to establish that the derivative of W function is a Stieltjes function. We have extended the properties of the set of Stieltjes functions and also proved a generalization of a conjecture of Jackson, Procacci &; Sokal. In addition, we have considered a relation of W to the class of completely monotonic functions and shown that W is a complete Bernstein function. . We give explicit Stieltjes representations of functions of W, We also present integral representations of W which are associated with the properties of its being a Bernstein and Pick function. Representations based on Poisson and Burniston- Siewert integrals are given as well. The results are obtained relying on the fact that the all of the above mentioned classes are characterized by their own integral forms and using Cauchy Integral Formula, Stieltjes-Perron Inversion Formula and properties of W itself

    Large-Spin Expansions of GKP Strings

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    We demonstrate that the large-spin expansion of the energy of Gubser-Klebanov-Polyakov (GKP) strings that rotate in RxS2 and AdS3 can be expressed in terms of Lambert's W-function. We compute the leading, subleading and next-to-subleading series of exponential corrections to the infinite-volume dispersion relation of GKP strings that rotate in RxS2. These strings are dual to certain long operators of N=4 SYM theory and provide their scaling dimensions at strong coupling. We also show that the strings obey a short-long (strings) duality. For the folded GKP strings that spin inside AdS3 and are dual to twist-2 operators, we confirm the known formulas for the leading and next-to-leading coefficients of their anomalous dimensions and derive the corresponding expressions for the next-to-next-to-leading coefficients.Comment: 46 pages, 8 figures; Matches published version; Contains equation (7.3) that gives the finite-size corrections to the dispersion relation of giant magnons at strong couplin

    Large J expansion in ABJM theory revisited

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    Recently there has been progress in the computation of the anomalous dimensions of gauge theory operators at strong coupling by making use of AdS/CFT correspondence. On string theory side they are given by dispersion relations in the semiclassical regime. We revisit the problem of large charges expansion of the dispersion relations for simple semiclassical strings in AdS4Ă—CP3AdS_4\times\mathbb{CP}^3 background. We present the calculation of the corresponding anomalous dimensions of the gauge theory operators to an arbitrary order using three different methods. Although the results of the three methods look different, power series expansions show their consistency.Comment: 24 pages, 2 figure

    A new estimate on Evans' Weak KAM approach

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    We consider a recent formulation of weak KAM theory proposed by Evans. As well as for classical integrability, for one dimensional mechanical Hamiltonian systems all the computations can be explicitly done. This allows us on the one hand to illustrate the geometric content of the theory, on the other hand to prove new lower bounds which extend also to the generic n degrees of freedom case
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