In this article, we obtain transformation formulas analogous to the identity of Ramanujan, Hardy and Littlewood in the setting of primitive Maass cusp form over the congruence subgroup $\Gamma _0(N)$ and also provide an equivalent criterion of the grand Riemann hypothesis for the $L$-function associated with the primitive Maass cusp form over $\Gamma _0(N)$.

Cogdell et al. [‘Evaluating the Mahler measure of linear forms via Kronecker limit formulas on complex projective space’, Trans. Amer. Math. Soc. (2021), to appear] developed infinite series representations for the logarithmic Mahler measure of a complex linear form with four or more variables. We establish the case of three variables by bounding an integral with integrand involving the random walk probability density $a\int _0^\infty tJ_0(at) \prod _{m=0}^2 J_0(r_m t)\,dt$ , where $J_0$ is the order-zero Bessel function of the first kind and a and $r_m$ are positive real numbers. To facilitate our proof we develop an alternative description of the integral’s asymptotic behaviour at its known points of divergence. As a computational aid for numerical experiments, an algorithm to calculate these series is presented in the appendix.

In this paper we determine the ${{L}^{1}}\to {{L}^{1}}$ and ${{L}^{\infty }}\to {{L}^{\infty }}$ norms of an integral operator $\mathcal{N}$ related to the gradient of the solution of Poisson equation in the unit ball with vanishing boundary data in sense of distributions.

In this paper we uniformly approximate the trajectories of the Cox–Ingersoll–Ross (CIR) process. At a sequence of random times the approximate trajectories will be even exact. In between, the approximation will be uniformly close to the exact trajectory. From a conceptual point of view, the proposed method gives a better quality of approximation in a path-wise sense than standard, or even exact, simulation of the CIR dynamics at some deterministic time grid.

In this paper, the effect of delamination on free vibration and primary resonance behaviors of composite circular plate with circular delamination is investigated. Through Reissner Variational Principle, the nonlinear dynamic equilibrium equations, the generalized displacements continuity conditions and the generalized forces equilibrium conditions across delamination front and consistent boundary conditions of delaminated circular plate are obtained. In the work, by introducing Bessel Function and Modified Bessel Function and using Galerkin discretization method, the nonlinear dynamic partial differential equations of delaminated circular plate are transferred into a set of nonlinear ordinary differential equations. Then by using semi-analytic method and multiple scales method, the effects of delamination radius and delamination depth in the thickness-wise on the natural frequency and primary resonance behaviors of delaminated circular plate are presented. The Results show that delamination has considerable effects on the natural frequency and its primary resonance behaviors of delaminated plate.

The Doss-Sussmann (DS) approach is used for uniform simulation of the Cox-Ingersoll-Ross (CIR) process. The DS formalism allows us to express trajectories of the CIR process through solutions of some ordinary differential equation (ODE) depending on realizations of a Wiener process involved. By simulating the first-passage times of the increments of the Wiener process to the boundary of an interval and solving the ODE, we uniformly approximate the trajectories of the CIR process. In this respect special attention is payed to simulation of trajectories near 0. From a conceptual point of view the proposed method gives a better quality of approximation (from a pathwise point of view) than standard, even exact, simulation of the stochastic differential equation at some deterministic time grid.

We introduce and study a remarkable family of real probability measures ${{\pi }_{st}}$ that we call free Bessel laws. These are related to the free Poisson law $\pi $ via the formulae ${{\text{ }\!\!\pi\!\!\text{ }}_{s1}}={{\text{ }\!\!\pi\!\!\text{ }}^{\boxtimes s}}$ and $\text{ }\pi {{\text{ }}_{1t}}=\text{ }\pi {{\text{ }}^{\boxtimes }}^{t}$. Our study includes definition and basic properties, analytic aspects (supports, atoms, densities), combinatorial aspects (functional transforms, moments, partitions), and a discussion of the relation with random matrices and quantum groups.

In this paper we derive formulas for summation of series involving J. Bourget's generalization of Bessel functions of integer order, as well as the analogous generalizations by H. M. Srivastava. These series are expressed in terms of the Riemann $\zeta$ function and Dirichlet functions $\eta$, $\lambda$, $\beta$, and can be brought into closed form in certain cases, which means that the infinite series are represented by finite sums.

We consider the random motion of a particle that moves with constant finite speed in the space ℝ4 and, at Poisson-distributed times, changes its direction with uniform law on the unit four-sphere. For the particle's position, X(t) = (X1(t), X2(t), X3(t), X4(t)), t > 0, we obtain the explicit forms of the conditional characteristic functions and conditional distributions when the number of changes of directions is fixed. From this we derive the explicit probability law, f(x, t), x ∈ ℝ4, t ≥ 0, of X(t). We also show that, under the Kac condition on the speed of the motion and the intensity of the switching Poisson process, the density, p(x,t), of the absolutely continuous component of f(x,t) tends to the transition density of the four-dimensional Brownian motion with zero drift and infinitesimal variance σ2 = ½.

We consider the planar random motion of a particle that moves with constant finite speed c and, at Poisson-distributed times, changes its direction θ with uniform law in [0, 2π). This model represents the natural two-dimensional counterpart of the well-known Goldstein–Kac telegraph process. For the particle's position (X(t), Y(t)), t > 0, we obtain the explicit conditional distribution when the number of changes of direction is fixed. From this, we derive the explicit probability law f(x, y, t) of (X(t), Y(t)) and show that the density p(x, y, t) of its absolutely continuous component is the fundamental solution to the planar wave equation with damping. We also show that, under the usual Kac condition on the velocity c and the intensity λ of the Poisson process, the density p tends to the transition density of planar Brownian motion. Some discussions concerning the probabilistic structure of wave diffusion with damping are presented and some applications of the model are sketched.

In this paper we study different types of planar random motions (performed with constant velocity) with three directions, defined by the vectors dj = (cos(2πj/3), sin(2πj/3)) for j = 0, 1, 2, changing at Poisson-paced times. We examine the cyclic motion (where the change of direction is deterministic), the completely uniform motion (where at each Poisson event each direction can be taken with probability ) and the symmetrically deviating case (where the particle can choose all directions except that taken before the Poisson event). For each of the above random motions we derive the explicit distribution of the position of the particle, by using an approach based on order statistics. We prove that the densities obtained are solutions of the partial differential equations governing the processes. We are also able to give the explicit distributions on the boundary and, for the case of the symmetrically deviating motion, we can write it as the distribution of a telegraph process. For the symmetrically deviating motion we use a generalization of the Bose-Einstein statistics in order to determine the distribution of the triple (N0, N1, N2) (conditional on N(t) = k, with N0 + N1 + N2 = N(t) + 1, where N(t) is the number of Poisson events in [0, t]), where Nj denotes the number of times the direction dj (j = 0, 1, 2) is taken. Possible extensions to four directions or more are briefly considered.

The probability density function of the time of ruin in the classical model with exponential claim sizes is obtained directly by inversion of the associated Laplace transform. This result is then used to obtain explicit closed-form expressions for the moments. The form of the density is examined for various parameter choices.

Let jν, 1, jν,2, … denote the positive zeros of the Bessel function Jν(x), and similarly, let j'v,1, j'v,2, … denote the positive zeros of J'v(x), which are the positive critical points of Jv(x). It is well-known that when v is positive, both jν ,k. it and j'ν k are increasing functions of ν; see, e.g., [12, pp. 246 and 248]. Recently, Lorch and Szego [6] have attempted to show that the same is true for the positive zeros j″v,1, j″v,2, … of j″v(x), which are the positive inflection points of Jv(x).

The motion of electrons through a gas of particles is modelled as a two-state process: an electron is alternatingly moving and being held captive by a non-moving particle, during exponentially distributed periods.

The model contains a parameter p, the probability that collision of an electron with a gas particle does not lead to its capture but produces an extra electron.

The quantity of interest is the current C(t) produced by the moving electrons, as a function of time.

A population is composed of an infinite number of colonies situated at the integer points of a single co-ordinate axis. Each colony develops according to a simple birth and death process and migration is allowed between nearest neighbours only. Exact expressions are derived for both the asymptotic velocity of propagation and the shape of the wave profile as the population spreads along the axis, and it is shown that they are identical with the saddle point approximations developed by Daniels.