Searcharxiv⌕ Search
Home/Archive/arXiv

arXiv · 1202.1789

Levy stable distributions via associated integral transform

K. Gorska·K. A. Penson
View original source ↗Read source document ↗Export metadata ↓

Abstract

We present a method of generation of exact and explicit forms of one-sided, heavy-tailed Levy stable probability distributions g_α(x), 0 \leq x < \infty, 0 < α< 1. We demonstrate that the knowledge of one such a distribution g_α(x) suffices to obtain exactly g_{α^{p}}(x), p=2, 3,... Similarly, from known g_α(x) and g_β(x), 0 < α, β< 1, we obtain g_{αβ}(x). The method is based on the construction of the integral operator, called Levy transform, which implements the above operations. For αrational, α= l/k with l < k, we reproduce in this manner many of the recently obtained exact results for g_{l/k}(x). This approach can be also recast as an application of the Efros theorem for generalized Laplace convolutions. It relies solely on efficient definite integration.

Explore related subjects

math-phcond-mat.stat-mechmath.MP

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

K. Gorska, K. A. Penson. 2012-04-17. Levy stable distributions via associated integral transform. https://doi.org/10.1063/1.4709443

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Why we should condition denoising diffusion generative models on windows of past observations

Data assimilation (DA) is, traditionally, a cycling process that relies on time-dependent priors to propagate information from past observations to future cycles. Using denoising diffusion generative modeling for DA is challenging because standard approaches use a fixed training data set, which in turn leads to a static prior that ignores information from past observations. Because past observations are ignored, DA systems with static priors lead to larger posterior errors than cycling DA systems. Incorporating time-dependent priors into generative models, however, requires expensive and frequent retraining. Motivated by linear systems theory - where the dependence of a prediction of a Kalman filter on past observations decays exponentially - we condition diffusion models on short windows of past observations. Specifically, we describe training procedures for two frameworks: a diffusion DA system predicting the current state given a set of past observations, and a diffusion ``direct observation prediction'' (DOP) system, predicting future observations given a set of past observations. Using a canonical linear system, we show that both systems can achieve the minimal posterior error characteristic of a fully-cycled DA/DOP system, without re-training, provided the time windows are long enough. The linear setup ensures analytical tractability, avoids confounding neural network training errors, and confirms that conditioning on windows of past observations is required for efficient and accurate diffusion-based DA or DOP.

math-ph↗
arXiv2026

The kinematic structures and the inertial geometry of a moving charge

We ask how much of the geometry a charged particle moves in is fixed by its motion, and how much a particle must bring. We ask of a symplectic structure only that it relate velocity to momentum as Hamilton's equations do, and we ask it of every energy at once. In particular, we show that the structures meeting that demand are the canonical one and its twists by a closed two-form of the base. A field provides the two-form, a particle the multiplier before it, which we identify constitutively with its charge. Thus, a single energy governs a family of structures, and each particle takes the one its charge fixes. We then ask what a particle must bring to be given a momentum, and we show that the degree of that map settles the degree at which a field enters Newton's Second Law. An antisymmetric bilinear form returns no Lorentz force, whilst a Randers metric returns one --- a length whose difference from a Riemannian one is linear in the velocity. Moreover, we find that metric already within the twisted structure, as its primitive over a level of the free energy, and its law of transport to be nonlinear, no affine connection being known to serve. Under an indefinite signature the length parts from the dynamics, and the extremals turn from shortest to longest. On the round sphere a monopole flux leaves no such metric, whilst the transport remains and prequantisation, given a unit of action, restricts the charge to a lattice. In this manner, we conclude that each charge-to-mass ratio receives a geometry of its own, so that by a functionalist criterion none of them is the spacetime of a charged particle.

math-ph↗