Many important continuous-time Markov processes — for instance, the Ornstein-Uhlenbeck process and the Bessel processes — can be defined as solutions to stochastic differential equations with drift and diffusion coefficients that depend only on the current value of the process. The general form of such an equation (for a one-dimensional process with a one-dimensional driving Brownian motion) is...

In the present paper we prove that every k-dimensional Cartesian product of Kingman convolutions can be embedded into a k-dimensional symmetric convolution (k=1, 2, . . . ) and obtain an analogue of the Cramér-Lévy theorem for multi-dimensional Rayleigh distributions. A new class of multidimensional Rayleigh distributions and associated higher-dimensional Bessel processes are introduced and stu...

We show that the use of operational methods and of multi-index Bessel functions allow the derivation of generating functions, involving the product of an arbitrary number of Laguerre polynomials. ∗2000 Mathematics Subject Classification. 33C45, 44A45. †E-mail:[email protected] ‡E-mail:[email protected] §E-mail:[email protected] ¶E-mail:[email protected] 270 G. Dattol...

Abstract. The object of the present paper is to establish an integral formula involving Wright generalized Bessel function (or generalized Bessel-Maitland function) J ν,q (z) defined by Singh et al. [21], which is expressed in the terms of generalized (Wright) hypergeometric functions. Some interesting special cases involving Bessel functions, generalized Bessel functions, generalized Mittag-Le...

We examine some recent results of Bownik on density and connectivity of the wavelet frames. We use orthogonality (strong disjointness) properties of frame and Bessel sequences, and also properties of Bessel multipliers (operators that map wavelet Bessel functions to wavelet Bessel functions). In addition we obtain an asymptotically tight approximation result for wavelet frames.

A variety of transversely accelerating optical beams, such as Airy, Mathieu, and Weber have been proposed intensively studied in the past few decades, while longitudinal acceleration beams free space has considered much less mostly for ultrashort pulses. In this work, we create two-component continuous wave Bessel that exhibit extremely high space, with group velocity changing by a factor 10 ju...

Recently we introduced the class of highly localized wavepackets (HLWs) as a generalization of optical Bessel-like needle beams. Here we report on the progress in this field. In contrast to pulsed Bessel beams and Airy beams, ultrashort-pulsed HLWs propagate with high stability in both spatial and temporal domain, are nearly paraxial (supercollimated), have fringe-less spatial profiles and thus...

The recursive formulas of modified Bessel functions give the relativistic expressions for energy and momentum. Modified Bessel functions are solutions to a continuous time, one-dimensional discrete jump process. The jump process is analyzed from two inertial frames with a relative constant velocity; the average distance of a particle along the chain corresponds to the distance between two obser...