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Alexey Kuznetsov

Publications and source records attributed to Alexey Kuznetsov.

At least 37 records · Page 2Linked to original sources
arXiv2024

On free stable distributions

We investigate analytical properties of free stable distributions and discover many connections with their classical counterparts. Our main result is an explicit formula for the Mellin transform, which leads to explicit series representations for the characteristic function and for the density of a free stable distribution. All of these formulas bear close resemblance to the corresponding expressions for classical stable distributions. As further applications of our results, we give an alternative proof of the duality law due to Biane and a new factorization of a classical stable random variable into an independent (in the classical sense) product of a free stable random variable and a power of a Gamma(2) random variable.

math.PR↗
arXiv2024

Extending the Meijer $G$-function

By replacing the Euler gamma function by the Barnes double gamma function in the definition of the Meijer $G$-function, we introduce a new family of special functions, which we call $K$-functions. This is a very general class of functions, which includes as special cases Meijer $G$-functions (thus also all hypergeometric functions ${}_p F_q$) as well as several new functions that appeared recently in the literature. Our goal is to define the $K$-function, study its analytic and transformation properties and relate it to several functions that appeared recently in the study of random processes and the fractional Laplacian. We further introduce a generalization of the Kilbas-Saigo function and show that it is a special case of $K$-function.

math.CA↗
arXiv2023

On the Barnes double gamma function

We aim to achieve the following three goals. First of all, we collect all known definitions, transformation properties and functional identities of Barnes double gamma function $G(z;τ)$. Second, we derive an algorithm for numerically computing the double gamma function and present its complete asymptotic expansion as $z\to \infty$. Third, we derive some new properties, including a new product identity and new representations of the gamma modular forms $C(τ)$ and $D(τ)$.

math.NT↗
arXiv2023

Excitation of extraordinary modes inside the source of Saturn's kilometric radiation

The electron cyclotron maser instability (ECMI) of extraordinary mode waves was investigated with the parameters observed in Saturn's kilometric radiation (SKR) sources. Previous studies employed simplified dispersion relations, and did not consider the excitation of the relativistic (R) mode. This mode is introduced by considering the relativistic effect in plasmas consisting of both cold and hot electrons. Using particle-in-cell simulations, we investigated the excitation of R and X modes based on the measured data. Using the reported value of the density ratio of energetic to total electrons $n_e/n_0=24\%$, the most unstable mode is the R mode. The escaping X-mode emissions are amplified only if the energetic electrons are dominant with $n_e/n_0 \ge 90\%$. For these cases, only the X mode is excited and the R mode disappears due to its strong coupling. The results are well in line with the linear kinetic theory of ECMI. The properties of both the R and X modes are consistent with the observed SKR emissions. This raises questions about the nature of the measured electric field fluctuations within ``presumed'' SKR sources. The study provides new insights into the ECMI process relevant to SKR emission mechanisms.

astro-ph.EP↗
arXiv2023

On ordered beta distribution and the generalized incomplete beta function

Motivated by applications in Bayesian analysis we introduce a multidimensional beta distribution in an ordered simplex. We study properties of this distribution and connect them with the generalized incomplete beta function. This function is crucial in applications of multidimensional beta distribution, thus we present two efficient numerical algorithms for computing the generalized incomplete beta function, one based on Taylor series expansion and another based on Chebyshev polynomials.

stat.ME↗
arXiv2022

Markov processes related to the stationary measure for the open KPZ equation

We provide a probabilistic description of the stationary measures for the open KPZ on the spatial interval $[0,1]$ in terms of a Markov process $Y$, which is a Doob's $h$ transform of the Brownian motion killed at an exponential rate. Our work builds on a recent formula of Corwin and Knizel which expresses the multipoint Laplace transform of the stationary solution of the open KPZ in terms of another Markov process $\mathbb T$: the continuous dual Hahn process with Laplace variables taking on the role of time-points in the process. The core of our approach is to prove that the Laplace transforms of the finite dimensional distributions of $Y$ and $\mathbb T$ are equal when the time parameters of one process become the Laplace variables of the other process and vice versa.

math.PR↗
arXiv2022

Computing the Barnes $G$-function and the gamma function in the entire complex plane

We present an algorithm for generating approximations for the logarithm of Barnes $G$-function in the half-plane $Re(z)\ge 3/2$. These approximations involve only elementary functions and are easy to implement. The algorithm is based on a two-point Padé approximation and we use it to provide two approximations to $\ln(G(z))$, accurate to $3 \times 10^{-16}$ and $3 \times 10^{-31}$ in the half-plane $Re(z)\ge 3/2$; a reflection formula is then used to compute Barnes $G$-function in the entire complex plane. A by-product of our algorithm is that it also produces accurate approximations to the gamma function.

math.NA↗
arXiv2021

Prediction of Personal Protective Equipment Use in Hospitals During COVID-19

Demand for Personal Protective Equipment (PPE) such as surgical masks, gloves, and gowns has increased significantly since the onset of the COVID-19 pandemic. In hospital settings, both medical staff and patients are required to wear PPE. As these facilities resume regular operations, staff will be required to wear PPE at all times while additional PPE will be mandated during medical procedures. This will put increased pressure on hospitals which have had problems predicting PPE usage and sourcing its supply. To meet this challenge, we propose an approach to predict demand for PPE. Specifically, we model the admission of patients to a medical department using multiple independent queues. Each queue represents a class of patients with similar treatment plans and hospital length-of-stay. By estimating the total workload of each class, we derive closed-form estimates for the expected amount of PPE required over a specified time horizon using current PPE guidelines. We apply our approach to a data set of 22,039 patients admitted to the general internal medicine department at St. Michael's hospital in Toronto, Canada from April 2010 to November 2019. We find that gloves and surgical masks represent approximately 90% of predicted PPE usage. We also find that while demand for gloves is driven entirely by patient-practitioner interactions, 86% of the predicted demand for surgical masks can be attributed to the requirement that medical practitioners will need to wear them when not interacting with patients.

stat.AP↗
arXiv2020

On the rate of convergence of the Gaver-Stehfest algorithm

The Gaver-Stehfest algorithm is widely used for numerical inversion of Laplace transform. In this paper we provide the first rigorous study of the rate of convergence of the Gaver-Stehfest algorithm. We prove that Gaver-Stehfest approximations converge exponentially fast if the target function is analytic in a neighbourhood of a point and they converge at a rate $o(n^{-k})$ if the target function is $(2k+3)$-times differentiable at a point.

math.NA↗
arXiv2019

Lagrange Inversion Theorem for Dirichlet series

We prove an analogue of the Lagrange Inversion Theorem for Dirichlet series. The proof is based on studying properties of Dirichlet convolution polynomials, which are analogues of convolution polynomials introduced by Knuth in [4].

math.NT↗
arXiv2019

First imaging spectroscopy observations of solar drift pair bursts

Drift pairs are an unusual type of fine structure sometimes observed in dynamic spectra of solar radio emission. They appear as two identical short narrowband drifting stripes separated in time; both positive and negative frequency drifts are observed. Using the Low Frequency Array (LOFAR), we report unique observations of a cluster of drift pair bursts in the frequency range of 30-70 MHz made on 12 July 2017. Spectral imaging capabilities of the instrument have allowed us for the first time to resolve the temporal and frequency evolution of the source locations and sizes at a fixed frequency and along the drifting pair components. Sources of two components of a drift pair have been imaged and found to propagate in the same direction along nearly the same trajectories. Motion of the second component source is delayed in time with respect to that of the first one. The source trajectories can be complicated and non-radial; positive and negative frequency drifts correspond to opposite propagation directions. The drift pair bursts with positive and negative frequency drifts, as well as the associated broadband type-III-like bursts, are produced in the same regions. The visible source velocities are variable from zero to a few $10^4$ (up to ${\sim 10^5}$) km/s, which often exceeds the velocities inferred from the drift rate ($\sim 10^4$ km/s). The visible source sizes are of about $10'-18'$; they are more compact than typical type III sources at the same frequencies. The existing models of drift pair bursts cannot adequately explain the observed features. We discuss the key issues that need to be addressed, and in particular the anisotropic scattering of the radio waves. The broadband bursts observed simultaneously with the drift pairs differ in some aspects from common type III bursts and may represent a separate type of emission.

astro-ph.SR↗
arXiv2019

A new identity for a sum of products of the generalized hypergeometric functions

Reduction formulas for sums of products of hypergeometric functions can be traced back to Euler. This topic has an intimate connection to summation and transformation formulas, contiguous relations and algebraic properties of the (generalized) hypergeometric differential equation. Over recent several years, important discoveries have been made in this subject by Gorelov, Ebisu, Beukers and Jouhet and Feng, Kuznetsov and Yang. In this paper, we give a generalization of Feng, Kuznetsov and Yang identity covering also Ebisu's and Gorelov's formulas as particular cases.

math.CA↗
arXiv2019

On free regular and Bondesson convolution semigroups

Free regular convolution semigroups describe the distribution of free subortinators, while Bondesson class convolution semigroups correspond to classical subordinators with completely monotone Levy density. We show that these two classes of convolution semigroups are in bijection with the class of complete Bernstein functions and we establish an integral identity linking the two semigroups. We provide several explicit examples that illustrate this result.

math.PR↗
arXiv2018

Spectral analysis of stable processes on the positive half-line

We study the spectral expansion of the semigroup of a general stable process killed on the first exit from the positive half-line. Starting with the Wiener-Hopf factorization we obtain the q-resolvent density for the killed process, from which we derive the spectral expansion of the semigroup via the inverse Laplace transform. The eigenfunctions and co-eigenfunctions are given rather explicitly in terms of the double sine function and they give rise to a pair of integral transforms which generalize the classical Fourier sine transform. Our results provide the first explicit example of a spectral expansion of the semigroup of a non-symmetric Levy process killed on the first exit form the positive half-line.

math.PR↗
arXiv2017

Minimal Hermite-type eigenbasis of the discrete Fourier transform

There exist many ways to build an orthonormal basis of $\mathbb{R}^N$, consisting of the eigenvectors of the discrete Fourier transform (DFT). In this paper we show that there is only one such orthonormal eigenbasis of the DFT that is optimal in the sense of an appropriate uncertainty principle. Moreover, we show that these optimal eigenvectors of the DFT are direct analogues of the Hermite functions, that they also satisfy a three-term recurrence relation and that they converge to Hermite functions as $N$ increases to infinity.

math.CA↗
arXiv2017

On Dirichlet series and functional equations

There exist many explicit evaluations of Dirichlet series. Most of them are constructed via the same approach: by taking products or powers of Dirichlet series with a known Euler product representation. In this paper we derive a result of a new flavour: we give the Dirichlet series representation to solution $f=f(s,w)$ of the functional equation $L(s-wf)=\exp(f)$, where $L(s)$ is the L-function corresponding to a completely multiplicative function. Our result seems to be a Dirichlet series analogue of the well known Lagrange-Bürmann formula for power series. The proof is probabilistic in nature and is based on Kendall's identity, which arises in the fluctuation theory of Lévy processes.

math.NT↗
arXiv2017

Using $q$-calculus to study $LDL^T$ factorization of a certain Vandermonde matrix

We use tools from $q$-calculus to study $LDL^T$ decomposition of the Vandermonde matrix $V_q$ with coefficients $v_{i,j}=q^{ij}$. We prove that the matrix $L$ is given as a product of diagonal matrices and the lower triangular Toeplitz matrix $T_q$ with coefficients $t_{i,j}=1/(q;q)_{i-j}$, where $(z;q)_k$ is the q-Pochhammer symbol. We investigate some properties of the matrix $T_q$, in particular, we compute explicitly the inverse of this matrix.

math.CA↗