Scaling Limits for PDE-Based Simulation (Invited)

Author(s):  
Paul F. Fischer
Keyword(s):  
2021 ◽  
Vol 58 (2) ◽  
pp. 314-334
Author(s):  
Man-Wai Ho ◽  
Lancelot F. James ◽  
John W. Lau

AbstractPitman (2003), and subsequently Gnedin and Pitman (2006), showed that a large class of random partitions of the integers derived from a stable subordinator of index $\alpha\in(0,1)$ have infinite Gibbs (product) structure as a characterizing feature. The most notable case are random partitions derived from the two-parameter Poisson–Dirichlet distribution, $\textrm{PD}(\alpha,\theta)$, whose corresponding $\alpha$-diversity/local time have generalized Mittag–Leffler distributions, denoted by $\textrm{ML}(\alpha,\theta)$. Our aim in this work is to provide indications on the utility of the wider class of Gibbs partitions as it relates to a study of Riemann–Liouville fractional integrals and size-biased sampling, and in decompositions of special functions, and its potential use in the understanding of various constructions of more exotic processes. We provide characterizations of general laws associated with nested families of $\textrm{PD}(\alpha,\theta)$ mass partitions that are constructed from fragmentation operations described in Dong et al. (2014). These operations are known to be related in distribution to various constructions of discrete random trees/graphs in [n], and their scaling limits. A centerpiece of our work is results related to Mittag–Leffler functions, which play a key role in fractional calculus and are otherwise Laplace transforms of the $\textrm{ML}(\alpha,\theta)$ variables. Notably, this leads to an interpretation within the context of $\textrm{PD}(\alpha,\theta)$ laws conditioned on Poisson point process counts over intervals of scaled lengths of the $\alpha$-diversity.


Author(s):  
B. De Salvo ◽  
C. Gerardi ◽  
S. Lombardo ◽  
T. Baron ◽  
L. Perniola ◽  
...  

Author(s):  
Marcin Magdziarz ◽  
Tomasz Zorawik

AbstractIn this paper we derive explicit formulas for the densities of Lévy walks. Our results cover both jump-first and wait-first scenarios. The obtained densities solve certain fractional differential equations involving fractional material derivative operators. In the particular case, when the stability index is rational, the densities can be represented as an integral of Meijer


2000 ◽  
Vol 209 (3) ◽  
pp. 671-690 ◽  
Author(s):  
Terence Chan
Keyword(s):  

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