Следващата сбирка на Семинара по приложна математика ще се проведе на 03.06.2025 г. от 15:00 в онлайн среда: Join Zoom Meeting https://us02web.zoom.us/j/87588684853?pwd=4xPgBSVfxBwjV4P8hrsHn2rN9gWQGB.1 Meeting ID: 875 8868 4853 Passcode: 711528 A generalization of Meijer's G function motivated by probability Докладчик: Dmitrii Karp Резюме: Meijer's G function appeared in probability in 1930-ies even before Meijer's work as the density of the product of independent beta variables and as the density of the likelihood ratio test for samples drawn from many classical probability distributions. It is defined by a contour integral of the appropriate ratio of gamma products (sometimes reducible to the inverse Mellin transform). Replacing the Euler gamma function by the Barnes double gamma function in this contour integral, we introduce a new family of special functions which [...]

Следващата сбирка на Семинара по приложна математика ще се проведе на 10 декември (сряда) от 15:00 в зала 503 на ИМИ-БАН. Докладчик: Giuseppe D'Onofrio (Politecnico di Torino, Италия) Заглавие: ADDITIVE SUBORDINATION OF MULTIPARAMETER MARKOV PROCESSES Резюме: In this talk, we consider multiparameter multidimensional Markov processes that are time-changed by an independent additive subordinator, obtained from a Lévy process by relaxing the condition of stationary increments. By extending Phillips theorem, we show that the resulting process is a Feller evolution and we characterize its generator. We further derive its pseudo-differential representation and show that its symbol admits a Lévy-Khintchine representation. As an application, we consider a factor-based specification for the Ornstein-Uhlenbeck process subordinated by a Sato process. The constructive nature of this process is inspired [...]