SearcharxivSearch

arXiv subjects

Richard B. Paris

Publications and source records attributed to Richard B. Paris.

4 recordsLinked to original sources

Wright functions of the second kind and Whittaker functions

In the framework of higher transcendental functions the Wright functions of the second kind have increased their relevance resulting from their applications in probability theory and, in particular, in fractional diffusion processes. Here, these functions are compared with the well-known Whittaker functions in some special cases of fractional order. In addition, we point out two erroneous representations in the literature.

math.GM

Generalization of Szász operators involving multiple Sheffer polynomials

The present work deals with the mathematical investigation of some generalizations of the Szász operators. In this work, the multiple Sheffer polynomials are introduced. The generalization of Szász operators involving multiple Sheffer polynomials are considered. Convergence properties of these operators are verified with the help of the universal Korovkin-type property and the order of approximation is calculated by using classical modulus of continuity. The theoretical results are exemplified choosing the special cases of multiple Sheffer polynomials.

math.CA

The running maximum of the Cox-Ingersoll-Ross process with some properties of the Kummer function

We derive tail asymptotics for the running maximum of the Cox-Ingersoll-Ross process. The main result is proved by the saddle point method, where the tail estimate uses a new monotonicity property of the Kummer function. This auxiliary result is established by a computer algebra assisted proof. Moreover, we analyse the coefficients of the eigenfunction expansion of the running maximum distribution asymptotically.

math.PR