53 research outputs found

    On a representation of the inverse Fq transform

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    A recent generalization of the Central Limit Theorem consistent with nonextensive statistical mechanics has been recently achieved through a generalized Fourier transform, noted qq-Fourier transform. A representation formula for the inverse qq-Fourier transform is here obtained in the class of functions G=1q<3Gq,\mathcal{G}=\bigcup_{1\le q<3}\mathcal{G}_q, where Gq={f=aeqβx2,a>0,β>0}\mathcal{G}_{q}=\{f = a e_{q}^{-\beta x2}, \, a>0, \, \beta>0 \}. This constitutes a first step towards a general representation of the inverse qq-Fourier operation, which would enable interesting physical and other applications.Comment: 4 page

    Fractional generalizations of filtering problems and their associated fractional Zakai equations

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    In this paper we discuss fractional generalizations of the filtering problem. The ”fractional” nature comes from time-changed state or observation processes, basic ingredients of the filtering problem. The mathematical feature of the fractional filtering problem emerges as the Riemann-Liouville or Caputo-Djrbashian fractional derivative in the associated Zakai equation. We discuss fractional generalizations of the nonlinear filtering problem whose state and observation processes are driven by time-changed Brownian motion or/and Lévy process
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