arXiv subjects
Publications and source records attributed to Lev Sakhnovich.
We consider the Knizhnik-Zamolodchikov system of linear differential equations. The coefficients of this system are rational functions generated by elements of the symmetric group $S_{n}$. We assume that parameter $ρ=\pm{1}$. In previous paper we proved that the fundamental solution of the corresponding KZ-equation is rational. Now we construct this solution in the explicit form.
We consider the Knizhnik-Zamolodchikov system of linear differential equations. The coefficients of this system are generated by elements of the symmetric group $S_n$. We separately investigate the case $S_4$. In this case we solve the corresponding KZ-equation in the explicit form.
In this article we consider the Levy processes and the corresponding semigroup. We represent the generator of this semigroup in a convolution form. Using the obtained convolution form and the theory of integral equations we investigate the properties of a wide class of Levy processes (potential, quasi-potential, the probability of the Levy process remaining within the given domain, long time behavior, stable processes). We analyze in detail a number of concrete examples of the Levy processes (stable processes, the variance damped Levy processes, the variance gamma processes, the normal Gaussian process, the Meixner process, the compound Poisson process).
We consider Knizhnik-Zamolodchikov system of linear differential equations. The coefficients of this system are rational functions. We prove that under some conditions the solution of KZ system is rational too. This assertion confirms partially the conjecture of Chervov-Talalaev.
We consider the $n{\times}n$ matrix linear differential systems in the complex plane. We find necessary and sufficient conditions under which these systems have meromorphic fundamental solutions. Using the operator identity method we construct a set of systems which have meromorphic solutions. We prove that the well known operator with the sine kernel generates a class of meromorphic Painleve type functions. The fifth Painleve function belongs to this class. Hence we obtain a new and simple proof that the fifth Painleve function is meromorphic.
We investigate the asymptotic behavior of sample functions of stable processes when $t{\to}\infty$. We compare our results with the iterated logarithm law, results for the first hitting time and most visited sites problems.
In this article we consider a class of integrable operators and investigate its connections with the following theories:the spectral theory of non-self-adjoint operators, the Riemann-Hilbert problem, the canonical differential systems and the random matrices theory.