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Elina Shishkina

Publications and source records attributed to Elina Shishkina.

9 recordsLinked to original sources

Fractional Wiener chaos: Part 2. // Interface spectral chaos and decay of collective correlations

We construct a product spectral decomposition from power-normalised parabolic-cylinder functions. At noninteger real orders, these functions are not square integrable with respect to the corresponding full-line Gaussian measure. Bringing the admissible half-line branches into the same Gaussian space and matching them at the origin gives a corrected orthonormal eigenbasis. A unitary transformation to a weighted probability space makes the eigenfunction corresponding to the lowest eigenvalue constant and permits consistent countable products. The resulting law is non-Gaussian under deformation, and the decomposition recovers classical Wiener chaos when the deformation is removed. We identify the associated closed gradient, adjoint divergence and deformed number operator. The Rodrigues formula covers all orders occurring in the spectral branches, including negative orders. Under deformation, however, changing both branch orders by the same nonzero amount breaks the required relation between them. Fractional evolution defined through spectral calculus preserves the basis. After unitary identification, the one-coordinate fractional evolution operators converge in operator norm to Gaussian and three-dimensional radial Ornstein-Uhlenbeck fractional evolutions at the respective parameter endpoints. Convergence is uniform on compact time intervals away from zero. We use the constructed product spectral decomposition to derive explicit expansions for collective threshold correlations under shared and independent inverse stable clocks. These expansions determine the algebraic decay rates and leading coefficients and provide explicit truncation error bounds. Under equilibrium initialisation, both models have identical one-coordinate process laws and identical fixed-time joint laws, yet collective correlations decay more slowly under a shared clock

math.PR

Fractional Wiener Chaos

The area of fractional calculus has made its way into various pure and applied scientific fields, as evidenced by its integration into numerous disciplines. An increasing number of researchers are exploring various approaches to incorporating fractional calculus into stochastic analysis. In this paper, we generalise the Wiener chaos expansion by constructing a fractional Wiener chaos expansion based on the parabolic cylinder function with an exponential factor. In the process, we demonstrate that this parabolic cylinder function with an exponential factor, which we call "a power normalised parabolic cylinder function" acts as an extension of a Hermite polynomial and retains the same martingale properties inherent in the Hermite polynomial, as well as other basic properties of Hermite polynomials. Hence, it is accurate to state that power normalised cylindrical functions can be viewed as fractional versions of Hermite polynomials.

math.PR

Inequalities in calculus: methods of prooving results and problem solving

This preprint is a text for students and teachers on inequalities. Some standard topics are covered on application of calculus to inequality proving. Many examples are considered, stated, solved or partially solved. Some problems are standard, but some are rare, new and original. The next topics are considered with many examples: monotonicity of functions, Lagrange theorem and inequalities proving, estimating of finite sums, inequalities of Schlömilch-LeMonnier type, proof of inequalities by method of mathematical induction, inequalities for the number $e$, exponentials, logarithmic and similar functions, some means and their inequalities, Cauchy-Bunyakovskii, Minkovskii, Young, Hölder (Rogers-Hölder-Riesz !) inequalities and some of their improvements and generalisations. Some new results include inequalities on exponentials, logarithmic and similar functions, generalisations of Cauchy--Bunyakovskii and Young inequalities, some mean inequalities including mean inequalities on the complex domain and more.

math.HO

Inversion of the Weighted Spherical Mean

The paper contains the inversion formula for the weighted spherical mean. The interest to reconstruction a function by its integral by sphere grews tremendously in the last six decades, stimulated by the spectrum of new problems and methods of image reconstruction. We consider a generalization of the classical spherical mean and its inverse in the case when generalized translation acts to function instead of regular. As a particular case this problem includes action of spherical means on radially symmetric functions.

math.CA

The explicit formula for solution of anomalous diffusion equation in the multi-dimensional space

This paper intends on obtaining the explicit solution of $n$-dimensional anomalous diffusion equation in the infinite domain with non-zero initial condition and vanishing condition at infinity. It is shown that this equation can be derived from the parabolic integro-differential equation with memory in which the kernel is $t^{-α}E_{1-α, 1-α}(-t^{1-α}),α\in(0, 1),$ where $E_{α, β}$ is the Mittag-Liffler function. Based on Laplace and Fourier transforms the properties of the Fox H-function and convolution theorem, explicit solution for anomalous diffusion equation is obtained.

math.CA

Fractional powers of Bessel operator and its numerical calculation

The article discusses the fractional powers of the Bessel operator and their numerical implementation. An extensive literature is devoted to the study of fractional powers of the Laplace operator and their applications. Such degrees are used in the construction of functional spaces, in the natural generalization of the Schrödinger equation in quantum theory, in the construction of the models of acoustic wave propagation in complex media (for example, biological tissues) and space-time models of anomalous (very slow or very fast) diffusion, in spectral theory etc. If we assume the radiality of the function on which the Laplace operator acts, then we receive the problem of constructing the fractional power of the Bessel operator. We propose to use a compositional method for constructing the operators mentioned earlier, which leads to constructions similar in their properties to the Riesz derivatives. The Hankel transform is considered as a basic integral transformation. On its basis, the compositional method proposed by V.V. Katrakhov and S.M. Sitnik, negative powers of the Bessel operator are constructed. The resulting operator contains the Gaussian hypergeometric function in the kernel. For further study, the generalized translation operator is considered in the article, and its properties are proved. For constructing a positive fractional power of the Bessel operator known methods of regularization of the integral are considered. Then, a scheme for the numerical calculation of fractional powers of the Bessel operator is proposed. This scheme is based on the Taylor--Delsarte formula obtained by B.M. Levitan.

math.CA