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math.PR2019
Spectral projections correlation structure for short-to-long range dependent processes
Pierre Patie, Anna Srapionyan
Let be a stochastic process issued from that admits a marginal stationary measure , i.e. for all…
math.PR2019
On non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivity
Patrick Cheridito, Pierre Patie, Anna Srapionyan +1
In this paper, we introduce and study non-local Jacobi operators, which generalize the classical (local) Jacobi operators. We show that these operators extend to generators of ergo…
math.PR2019★ 2 cited
Self-similar Cauchy problems and generalized Mittag-Leffler functions
P. Patie, A. Srapionyan
By observing that the fractional Caputo derivative can be expressed in terms of a multiplicative convolution operator, we introduce and study a class of such operators which also h…