Integral expressions for Hilbert-type infinite multilinear form and related multiple Hurwitz-Lerch Zeta functions

The article deals with different kinds integral expressions concerning multiple Hurwitz-Lerch Zeta function (introduced originally by Barnes ), Hilbert-type infinite multilinear form and its power series extension. Here Laplace integral forms and multiple Mellin-Barnes type integral representation are derived for these special functions. As a special cases of our investigations we deduce the integral expressions for the Matsumoto's multiple Mordell-Tornheim Zeta function, that is, for Tornheim's double sum i.e. Mordell-Witten Zeta, for the multiple Hurwitz Zeta and for the multiple Hurwitz-Euler Eta function, recently studied by Choi and Srivastava

Purity-bounded uncertainty relations in multidimensional space -- generalized purity

Uncertainty relations for mixed quantum states (precisely, purity-bounded position-momentum relations, developed by Bastiaans and then by Man'ko and Dodonov) are studied in general multi-dimensional case. An expression for family of mixed states at the lower bound of uncertainty relation is obtained. It is shown, that in case of entropy-bounded uncertainty relations, lower-bound state is thermal, and a transition from one-dimensional problem to multi-dimensional one is trivial. Results of numerical calculation of the relation lower bound for different types of generalized purity are presented. Analytical expressions for general purity-bounded relations for highly mixed states are obtained.Comment: 12 pages, 2 figures. draft version, to appear in J. Phys. A Partially based on a poster "Multidimensional uncertainty relations for states with given generalized purity" presented on X Intl. Conf. on Quantum Optics'2004 (Minsk, Belarus, May 30 -- June 3, 2004) More actual report is to be presented on ICSSUR-2005, Besan\c{c}on, France and on EQEC'05, Munich. V. 5: amended article after referees' remark

Universality of free homogeneous sums in every dimension

We prove a general multidimensional invariance principle for a family of U-statistics based on freely independent non-commutative random variables of the type $U_n(S)$, where $U_n(x)$ is the $n$-th Chebyshev polynomial and $S$ is a standard semicircular element on a fixed $W^{\ast}$-probability space. As a consequence, we deduce that homogeneous sums based on random variables of this type are universal with respect to both semicircular and free Poisson approximations. Our results are stated in a general multidimensional setting and can be seen as a genuine extension of some recent findings by Deya and Nourdin; our techniques are based on the combination of the free Lindeberg method and the Fourth moment Theorem

Convergence towards linear combinations of chi-squared random variables: a Malliavin-based approach

We investigate the problem of finding necessary and sufficient conditions for convergence in distribution towards a general finite linear combination of independent chi-squared random variables, within the framework of random objects living on a fixed Gaussian space. Using a recent representation of cumulants in terms of the Malliavin calculus operators $\Gamma_i$ (introduced by Nourdin and Peccati in \cite{n-pe-3}), we provide conditions that apply to random variables living in a finite sum of Wiener chaoses. As an important by-product of our analysis, we shall derive a new proof and a new interpretation of a recent finding by Nourdin and Poly \cite{n-po-1}, concerning the limiting behaviour of random variables living in a Wiener chaos of order two. Our analysis contributes to a fertile line of research, that originates from questions raised by Marc Yor, in the framework of limit theorems for non-linear functionals of Brownian local times

On the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions

We present decompositions of various positive kernels as integrals or sums of positive kernels. Within this framework we study the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions. As a tool, we define a new function of two complex variables, which is a natural generalization of the classical Gamma function for the setting we conside

Rosenblatt distribution subordinated to gaussian random fields with long-range dependence

The Karhunen-Lo\`eve expansion and the Fredholm determinant formula are used to derive an asymptotic Rosenblatt-type distribution of a sequence of integrals of quadratic functions of Gaussian stationary random fields on R^d displaying long-range dependence. This distribution reduces to the usual Rosenblatt distribution when d=1. Several properties of this new distribution are obtained. Specifically, its series representation in terms of independent chi-squared random variables is given, the asymptotic behavior of the eigenvalues, its L\`evy-Khintchine representation, as well as its membership to the Thorin subclass of self-decomposable distributions. The existence and boundedness of its probability density is then a direct consequence.Comment: This paper has 40 pages and it has already been submitte