A Riesz space-fractional reaction–dispersion equation (RSFRDE) is obtained from the classical reaction–dispersion equation (RDE) by replacing the second-order space derivative with a Riesz derivative of order β∈(1,2]. In this paper, using Laplace and Fourier transforms, we obtain the fundamental solution for a RSFRDE. We propose an explicit finite-difference approximation for a RSFRDE in a bounded spatial domain, and analyse its stability and convergence. Some numerical examples are presented.

Approximations for the Stieltjes integral with (φ,Φ)-Lipschitzian integrators are given. Applications for the Riemann integral of a product and for the generalized trapezoid and Ostrowski inequalities are also provided.

Let F(x) denote a distribution function in Rd and let F*n(x) denote the nth convolution power of F(x). In this paper we discuss the asymptotic behaviour of 1 - F*n(x) as x tends to ∞ in a certain prescribed way. It turns out that in many cases 1 - F*n(x) ∼ n(1 - F(x)). To obtain results of this type, we introduce and use a form of subexponential behaviour, thereby extending the notion of multivariate regular variation. We also discuss subordination, in which situation the index n is replaced by a random index N.

In this paper, we investigate Volterra spaces and relevant topological properties. New characterizations of weakly Volterra spaces are provided. An analogy of the Banach category theorem in terms of Volterra properties is obtained. It is shown that every weakly Volterra homogeneous space is Volterra, and there are metrizable Baire spaces whose hyperspaces of nonempty compact subsets endowed with the Vietoris topology are not weakly Volterra.

Continuous-time random walks incorporate a random waiting time between random jumps. They are used in physics to model particle motion. A physically realistic rescaling uses two different time scales for the mean waiting time and the deviation from the mean. This paper derives the scaling limits for such processes. These limit processes are governed by fractional partial differential equations that may be useful in physics. A transfer theorem for weak convergence of finite-dimensional distributions of stochastic processes is also obtained.

It is a stylized fact that estimators in extreme-value theory suffer from serious bias. Moreover, graphical representations of extremal data often show erratic behaviour. In the statistical literature it is advised to use a Box–Cox transformation in order to make data more suitable for statistical analysis. We provide some of the theoretical background to see the effect of such transformations and to investigate under what circumstances they might be helpful.

Let X1, X2, …, XN be Banach spaces and ψ a continuous convex function with some appropriate conditions on a certain convex set in RN−1. Let (X1⊕X2⊕…⊕XN)Ψ be the direct sum of X1, X2, …, XN equipped with the norm associated with Ψ. We characterize the strict, uniform, and locally uniform convexity of (X1 ⊕ X2 ⊕ … ⊕ XN)Ψ; by means of the convex function Ψ. As an application these convexities are characterized for the ℓp, q-sum (X1 ⊕ X2 ⊕ … ⊕ XN)p, q (1 < q ≤ p ≤ ∈, q < ∞), which includes the well-known facts for the ℓp-sum (X1 ⊕ X2 ⊕ … ⊕ XN)p in the case p = q.

Let X and Y be separable metrizable spaces, and f: X→Y a function. It is wished to recover f from its values on a small set via a simple algorithm. It is shown that this is possible if f is Baire class one, and in fact a characterization is obtained. This leads to the study of sets of Baire class one functions and to a characterization of the separability of the dual space of an arbitrary Banach space.

In this paper we prove that if a Cantor set has ratios of dissection bounded away from zero, then there is a natural number N, such that its N-fold sum is an interval. Moreover, for each element z of this interval, we explicitly construct the N elements of C whose sum yields z. We also extend a result of Mendes and Oliveria showing that when s is irrational is an interval if and only if a /(1−2a) as/(1−2as) ≥ 1.

We extend classical renewal theorems to the weighted case. A hierarchical chain of successive sharpenings of asymptotic statements on the weighted renewal functions is obtained by imposing stronger conditions on the weighting coefficients.

We consider spectrally positive Lévy processes with regularly varying Lévy measure and study conditional limit theorems that describe the way that various rare events occur. Specifically, we are interested in the asymptotic behaviour of the distribution of the path of the Lévy process (appropriately scaled) up to some fixed time, conditionally on the event that the process exceeds a (large) positive value at that time. Another rare event we study is the occurrence of a large maximum value up to a fixed time, and the corresponding asymptotic behaviour of the (scaled) Lévy process path. We study these distributional limit theorems both for a centred Lévy process and for one with negative drift. In the latter case, we also look at the reflected process, which is of importance in applications. Our techniques are based on the explicit representation of the Lévy process in terms of a two-dimensional Poisson random measure and merely use the Poissonian properties and regular variation estimates. We also provide a proof for the asymptotic behaviour of the tail of the stationary distribution for the reflected process. The work is motivated by earlier results for discrete-time random walks (e.g. Durrett (1980) and Asmussen (1996)) and also by their applications in risk and queueing theory.

The key theme is converse forms of criteria for deciding determinateness in the classical moment problem. A method of proof due to Koosis is streamlined and generalized giving a convexity condition under which moments satisfying implies that c a positive constant. A contrapositive version is proved under a rapid variation condition on f (x), generalizing a result of Lin. These results are used to obtain converses of the Stieltjes versions of the Carleman and Krein criteria. Hamburger versions are obtained which relax the symmetry assumption of Koosis and Lin, respectively. A sufficient condition for Stieltjes determinateness of a discrete law is given in terms of its mass function. These criteria are illustrated through several examples.

In this paper we study random variables related to a shock reliability model. Our models can be used to study systems that fail when k consecutive shocks with critical magnitude (e.g. above or below a certain critical level) occur. We obtain properties of the distribution function of the random variables involved and we obtain their limit behaviour when k tends to infinity or when the probability of entering a critical set tends to zero. This model generalises the Poisson shock model.

Various properties of continuity for the class of lower semicontinuous convex functions are considered and dual characterizations are established. In particular, it is shown that the restriction of a lower semicontinuous convex function to its domain (respectively, domain of subdifferentiability) is continuous if and only if its subdifferential is strongly cyclically monotone (respectively, σ-cyclically monotone).

A near-maximum is an observation which falls within a distance a of the maximum observation in an i.i.d. sample of size n. The asymptotic behaviour of the number Kn(a) of near-maxima is known for the cases where the right extremity of the population distribution function is finite, and where it is infinite and the right hand tail is exponentially small, or fatter than exponential. This paper completes the picture for thin tails, i.e., tails which decay faster than exponential. Limit theorems are derived and used to find the large-sample behaviour of the sum of near-maxima.

This paper is devoted to the investigation of limit theorems for extremes with random sample size under general dependence-independence conditions for samples and random sample size indexes. Limit theorems of weak convergence type are obtained as well as functional limit theorems for extremal processes with random sample size indexes.

Assume that for a measurable funcion f on (0, ∞) there exist a positive auxiliary function a(t) and some γ ∈ R such that . Then f is said to be of generalized regular variation. In order to control the asymptotic behaviour of certain estimators for distributions in extreme value theory we are led to study regular variation of second order, that is, we assume that exists non-trivially with a second auxiliary function a1(t). We study the possible limit functions in this limit relation (defining generalized regular variation of second order) and their domains of attraction. Furthermore we give the corresponding relation for the inverse function of a monotone f with the stated property. Finally, we present an Abel-Tauber theorem relating these functions and their Laplace transforms.

We study cosine and sine Fourier transforms defined by F(t):= (2/π) and (t):= (2/π), where f is L1-integrable over[0, ∞]. We also assume than F are locally absolutely continuous over [0, ∞). In particular, this is the case if both f(x) and xf(x) are (L1-integrable over [0, ∞). Motivated by the inversion formulas, we consider the partial integras Sν (f, x):= and ν(f, x):= , the modified partial integrals uν (f, x):= sν(f, x) - F(ν)(sin νx)/x and ũν(f, x):= ν(f, x) + (ν) (cos νx)/x, where ν > 0. We give necessary and sufficient conditions for(L1 [0, ∞)-convergence of uν (f) and ũν (f) as well as for the L1 [0, X]-convergence of sν (f) and ν(f) to f as ν← ∞, where 0 < X < ∞ is fixed. On the other hand, in certain cases we conclude that sν(f) and ν(f) cannot belong to (L1 [0,∞). Conequently, it makes no sense to speak of their (L1 [0, ∞)-convergence as ν ← ∞.

As an intermediate tool, we use the Cesàro means of Fourier transforms. Then we prove Tauberian type results and apply Sidon type inequalities in order to obtain Tauberian conditions of Hardy-Karamata kind.

We extend these results to the complex Fourier transform defined by G(t):= , where g is L1- integrable over (−∞, ∞).

Let ((x)) = x −⌊x⌋−1/2 be the swatooth function. If a, b, c and e are positive integeral, then the integral or ((ax)) ((bx)) ((cx)) ((ex)) over the unit interval involves Apolstol's generalized Dedekind sums. By expressing this integral as a lattice-point sum we obtain an elementary method for its evaluation. We also give an elementary proof of the reciprocity law for the third generalized Dedekind sum.

We show that for a Henstock-Kurzweil integrable function f for every ∈ > 0 one can choose an upper semicontinuous gage function δ, used in the definition of the HK-integral if and only if |f| is bounded by a Baire 1 function. This answers a question raised by C. E. Weil.