Pharmacokinetic Simulations Involving Convolution Approaches

Total Page:16

File Type:pdf, Size:1020Kb

Pharmacokinetic Simulations Involving Convolution Approaches PPhhaarrmmaaccookkiinneettiicc SSiimmuullaattiioonnss IInnvvoollvviinngg CCoonnvvoolluuttiioonn AApppprrooaacchheess By Abdul Hakim Abdullah Ahmed Khaled A dissertation submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy in Mathematics May 2014 Department of Mathematics The Islamia University of Bahawalpur Bahawalpur 63100, Pakistan Pharmacokinetic Simulations Involving Convolution Approaches By Abdul Hakim Abdullah Ahmed khaled A dissertation submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy in Mathematics May 2014 Supervised by Dr. Khalid Pervaiz Akhter Dr. Ghulam Murtaza Department of Mathematics The Islamia University of Bahawalpur, Pakistan Bahawalpur 63100, Pakistan In The Name Of Allah, The Most Beneficent, The Most Merciful Dedicated To My respectful mother, my lovely wife, sons, and my daughter, who always pray, love, support and encourage me. I II Approval It is hereby certified that the work presented by Abdul Hakim Abdullah Ahmed Khaled S/O Abdullah Ahmed in the dissertation entitled “Pharmacokinetic Simulations Involving Convolution Approaches” has been successfully carried out under our supervision in partial fulfillment of the requirements for the degree of Doctor of Philosophy in Mathematics, at the Department of Mathematics, Faculty of Science, The Islamia University of Bahawalpur, Pakistan. [email protected] Mobile: +92-3468783832 [email protected] Mobile: + 92-3142082826; fax: + 92-62925556 III IV Acknowledgement All praises and gratitude to my Lord Allah, the most gracious, the most merciful for guiding me out of darkness, helping in difficulties and bestowing upon me with the courage to accomplish this dissertation. All respect to the holy prophet Muhammad peace be upon him for showing the right path to humanity. I wish to express my profound gratitude to my supervisors, Dr. Khalid Pervaiz Akhter, Associate Professor, and Dr. Ghulam Murtaza, Assistant Professor, for their professional guidance, help, and scientific advice. I would like to express my sincere thanks to Prof. Dr. Tahir Mahmood, Chairman Department of Mathematics, The Islamia University of Bahawalpur, whose guidance, advice, and great help during the different phases in my study. Hearty appreciations to my teachers, and class fellows, I would like to thank my dearest friends, Dr. Abdul Gaffar, Dr. Aqeel Khan, Saddam Al-Adwar, and Amir Ahmed who never failed in helping me whenever I needed their assistance. My last few words devoted to my family: Mother, brothers and sisters, to my wife I would like to say that I owe my success to her moral support. My deepest gratitude and thanks to the two expert evaluators: Prof. Dr. Muhammad Saleem, Department of Mathematics, San Jose State University, U.S.A. and Prof. Dr. Doron Levy, Department of Mathematics, University of Maryland, U.S.A. who have accepted to evaluate my thesis. I am very thankful to external examiners Prof. Dr. Muhammad Ozair Ahmed, Chairman Department of Mathematic, UET Lahore, and Dr. Muhammad Nawaz Naeem, Associate Professor, Department of Mathematics, the University of Agriculture, Faisalabad , all of your notes and highlights will be really helpful and worth to be added. Finally, thanks to the Amran University which sent me to Pakistan in order to study for a Ph. D. the peace and the safe to my beloved homeland Yemen. V List of symbols and abbreviations PK Pharmacokinetic ADME Absorption, Distribution, Metabolism, Excretion BCS Bio-pharmaceutics classification system FDA Food and drug administration USP United States Pharmacopeia AUC Area under the concentration time curve 퐴푈퐶0−∞ Total area under the curve 퐴푈퐶0−푡 The area under the plasma drug concentration-time curve from zero to t 퐶푚푎푥 Maximum concentration IVIVC In vitro in vivo correlation IVIVP In vitro to in vivo profiling ∗ Symbol of convolution ∕∕ Symbol of deconvolution 푘푎 First – order absorption rate constant 푘푒푙 First – order elimination rate constant 푘12 Distribution rate constant for transfer of drug from compartment one to two 푘21 Distribution Rate Constant for transfer of drug from Compartment two to one UIR Unit impulse response (퐶훿) 푇푚푎푥 Time needed to reach maximum blood drug concentration PH Potential of Hydrogen SD Standard deviation VI SPSS Statistical Product and Service Solution ANOVA Analysis of variance IRF Input response function 퐹푇 Fraction of absorption at any time T 푓2 Similarity factor (퐶푃)0 Concentration at time zero 퐾퐻 Higuchi model Γ(. ) Gamma function VII Abstract This thesis is a part of a research project on pharmacokinetic modeling of enteric coated microparticulate formulations of Metoprolol tartrate. First part of this study dealt with pharmaceutical aspects i.e. formulation development, while second part of study dealt with mathematical modeling of pharmacokinetics. Firstly, this study was aimed to develop in vitro in vivo correlation (IVIVC) level A, B and C for encapsulated Metoprolol tartrate (T1, T2 and T3 having Metoprolol tartrate/polymer ratio of 1:1, 1:1.5 and 1:2 by weight/weight). The in vitro data was correlated with in vivo data. For IVIVC level A, drug absorption data was calculated using Wagner-Nelson method. In addition, convolution approach was used to approximate plasma drug levels from in vitro dissolution data. The coefficient of determination (R2) for level A was 0.720, 0.905, 0.928 and 0.878 for Mepressor®, T, T2 and T3 formulations, respectively with acceptable percent error (<15%). The value of (R2) for level B and C was 0.231 and 0.714, respectively. It is also concluded that IVIVC level A is a proficient mathematical model for biowaiver studies involving study parameters as those implemented for T1S (T1 formulation tested for dissolution in the presence of sodium lauryl sulphate) revealing that IVIVC level A is dosage form specific, rather than to be drug specific. Secondly, the aimed of this study was to assess and apply the in vitro to in vivo profiling (IVIVP), a new biowaiver approach, in designing a product with specific release pattern. The IVIVC was established by plotting the observed and predicted plasma drug concentrations. For IVIVC, convolution approach was employed to estimate plasma drug concentrations from in vitro dissolution profiles. The IVIVC for T1S exhibited a good correlation coefficient (R2 = 0.963) followed by the T2 (R2 = 0.682), T3 (R2 = 0.665), T1 (R2 = 0.616), and Mepressor® (R2 = 0.345). Establishing an IVIVP, based on VIII the convolution approach, can be more useful and practicable in the biowaiver studies, rather than present complicated practice of IVIVC estimated via deconvolution approach. This study also elaborates that there is good correlation between the IVIV profiles of the developed Metoprolol tartrate formulations, particularly for T1S. Keywords: Metoprolol tartrate, Eudragit® FS, Microparticles, Convolution, Deconvolution, IVIVC, IVIVP. IX List of content Serial No. Title Page No. Title page Bismillah Dedication I Declaration II Approval III Certificate V Acknowledgement IV List of abbreviations VI Abstracts VIII List of contents X List of tables XII List of figures XII Chapter 1 Introduction 1 1.1 Introduction 2 1.2 Basic definitions 5 1.3 Convolution /Deconvolution 10 1.4 Pharmacokinetic 18 1.4.1 Absorption 21 1.4.2 Distribution 22 1.4.3 Metabolism 22 1.4.4 Excretion 23 1.5 Simulation 23 1.6 Administration drugs and pharmacokinetic process 24 1.7 Classifications of drugs 25 1.7.1 BCS class I drugs 25 X 1.8 Metoprolol 26 Chapter 2 Literature review 27 2.1 Introduction 28 2.2 Pharmacokinetics 29 2.2.1 Pharmacokinetic modeling 32 2.2.2 Compartment models 37 2.2.2.1 One - compartment model 40 2.2.2.1.1 One - compartment model intravascular administration 40 2.2.2.1.2 One – compartment model extravascular administration 42 2.2.2.1.3 Application of one compartment model (Wagner – Nelson method) 49 2.2.3 Two – compartment model 51 2.2.3.1 Analytical solution for two compartments 54 2.2.3.2 Application of two - compartment model (Loo-Riegelman method) 57 2.2.4 푛- compartment Analysis 68 Chapter 3 Convolution/Deconvution and their applications 63 3.1 Introduction 64 3.2 Linear system analysis 65 3.2.1 Definition of convolution 66 3.2.1.1 Properties of convolution 67 3.2.1.2 Definition of Dirac Delta function 68 3.2.1.3 Properties of the Dirac Delta function 68 3.2.1.4 Properties of convolution of derivative 69 3.2.1.5 Convolution of Properties of integration 70 3.3.2 Definition Delta function (Kronecker function) 70 3.3.2.1 Properties of Delta function 훿 70 3.4 Convolution modeling and application 71 3.4.3 Plasma input by using convolution 76 3.6 Deconvolution modeling 77 3.6.1 Methods of deconvolution 80 XI Chapter 4 Materials and methods 90 4.1 Preparation of investigational tablets 91 4.1.1 Compatibility analysis 92 4.2 Drug release kinetics 94 4.3 Convolution of in vitro dissolution data to approximate plasma 96 4.4 Experimental protocols for in vivo study 103 4.5 Deconvolution of in vivo data IVIVC development 103 4.5.1 Computation of absorption data and IVIVC development 106 4.6 Mathematical and statistical analysis 106 Chapter 5 Results and discussion 107 Results and discussion 108 5.1 Compatibility analysis 108 5.2 Drug Release kinetics 110 5.3 In vivo study 112 5.4 Development of in vitro in vivo correlation 113 5.5 Development of in vitro in vivo profiling 120 Conclusion 122 References 125 Original publications from thesis 138 XII List of tables Serial No. Title Page No. 3.1 Convolution integral for different functions 88 4.1 Convolution of dissolution data Mepressor® of formulation 99 4.2 Convolution of dissolution data of formulation T1 100 4.3 Convolution of dissolution data of formulation TIS 101 4.4 Convolution of dissolution data of formulation T2 102 u 4.5 Convolution of dissolution data of formulation T3 103 5.1 Pharmacokinetic parameters for all tablets obtained from in vivo 115 experiments and convolution method 5.2 In vitro in vivo correlation data 120 5.3 In vitro to in vivo profiling data 120 List of figures Serial No.
Recommended publications
  • On Singularity Properties of Convolutions of Algebraic Morphisms
    ON SINGULARITY PROPERTIES OF CONVOLUTIONS OF ALGEBRAIC MORPHISMS ITAY GLAZER AND YOTAM I. HENDEL Abstract. Let K be a field of characteristic zero, X and Y be smooth K-varieties, and let V be a finite dimensional K-vector space. For two algebraic morphisms ϕ : X → V and ψ : Y → V we define a convolution operation, ϕ ∗ ψ : X × Y → V , by ϕ ∗ ψ(x,y)= ϕ(x)+ ψ(y). We then study the singularity properties of the resulting morphism, and show that as in the case of convolution in analysis, it has improved smoothness properties. Explicitly, we show that for any morphism ϕ : X → V which is dominant when restricted to each irreducible component of X, there exists N ∈ N such that for any n > N the n-th convolution power ϕn := ϕ ∗···∗ ϕ is a flat morphism with reduced geometric fibers of rational singularities (this property is abbreviated (FRS)). By a theorem of Aizenbud and Avni, for K = Q, this is equivalent to good asymptotic behavior of the size of the Z/pkZ-fibers of ϕn when ranging over both p and k. More generally, we show that given a family of morphisms {ϕi : Xi → V } of complexity D ∈ N (i.e. that the number of variables and the degrees of the polynomials defining Xi and ϕi are bounded by D), there exists N(D) ∈ N such that for any n > N(D), the morphism ϕ1 ∗···∗ ϕn is (FRS). Contents 1. Introduction 2 1.1. Motivation 2 1.2. Main results 3 1.3. A brief discussion of the (FRS) property 4 1.4.
    [Show full text]
  • A Fourier Restriction Theorem Based on Convolution Powers
    PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY Volume 142, Number 11, November 2014, Pages 3897–3901 S 0002-9939(2014)12148-4 Article electronically published on July 21, 2014 A FOURIER RESTRICTION THEOREM BASED ON CONVOLUTION POWERS XIANGHONG CHEN (Communicated by Alexander Iosevich) Abstract. We prove a Fourier restriction estimate under the assumption that certain convolution power of the measure admits an r-integrable density. Introduction Let F be the Fourier transform defined on the Schwartz space by fˆ(ξ)= e−2πiξ,xf(x)dx Rd where ξ,x is the Euclidean inner product. We are interested in Borel measures μ defined on Rd for which F maps Lp(Rd) boundedly to L2(μ), i.e. ˆ d (1) fL2(μ) fLp(Rd), ∀f ∈S(R ). Here “” means the left-hand side is bounded by the right-hand side multiplied by a positive constant that is independent of f. If μ is a singular measure, then such a result can be interpreted as a restriction property of the Fourier transform. Such restriction estimates for singular measures were first obtained by Stein in the 1960’s. If μ is the surface measure on the ≤ ≤ 2(d+1) sphere, the Stein-Tomas theorem [12], [13] states that (1) holds for 1 p d+3 . Mockenhaupt [10] and Mitsis [9] have shown that Tomas’s argument in [12] can be used to obtain an L2-Fourier restriction theorem for a general class of finite Borel measures satisfying (2) |μˆ(ξ)|2 |ξ|−β, ∀ξ ∈ Rd, (3) μ(B(x, r)) rα, ∀x ∈ Rd,r >0, ≤ 4(d−α)+2β where 0 <α,β<d; they showed that (1) holds for 1 p<p0 = 4(d−α)+β .Bak and Seeger [2] proved the same result for the endpoint p0 and further strengthened it by replacing the Lp0 -norm with the Lp0,2-Lorentz norm.
    [Show full text]
  • 7. Transformations of Variables
    Virtual Laboratories > 2. Distributions > 1 2 3 4 5 6 7 8 7. Transformations of Variables Basic Theory The Problem As usual, we start with a random experiment with probability measure ℙ on an underlying sample space. Suppose that we have a random variable X for the experiment, taking values in S, and a function r:S→T . Then Y=r(X) is a new random variabl e taking values in T . If the distribution of X is known, how do we fin d the distribution of Y ? This is a very basic and important question, and in a superficial sense, the solution is easy. 1. Show that ℙ(Y∈B) = ℙ ( X∈r −1( B)) for B⊆T. However, frequently the distribution of X is known either through its distribution function F or its density function f , and we would similarly like to find the distribution function or density function of Y . This is a difficult problem in general, because as we will see, even simple transformations of variables with simple distributions can lead to variables with complex distributions. We will solve the problem in various special cases. Transformed Variables with Discrete Distributions 2. Suppose that X has a discrete distribution with probability density function f (and hence S is countable). Show that Y has a discrete distribution with probability density function g given by g(y)=∑ f(x), y∈T x∈r −1( y) 3. Suppose that X has a continuous distribution on a subset S⊆ℝ n with probability density function f , and that T is countable.
    [Show full text]
  • Finitary Isomorphisms of Renewal Point Processes and Continuous-Time Regenerative Processes
    FINITARY ISOMORPHISMS OF RENEWAL POINT PROCESSES AND CONTINUOUS-TIME REGENERATIVE PROCESSES YINON SPINKA Abstract. We show that a large class of stationary continuous-time regenerative processes are finitarily isomorphic to one another. The key is showing that any stationary renewal point process whose jump distribution is absolutely continuous with exponential tails is finitarily isomorphic to a Poisson point process. We further give simple necessary and sufficient conditions for a renewal point process to be finitarily isomorphic to a Poisson point process. This improves results and answers several questions of Soo [33] and of Kosloff and Soo [19]. 1. Introduction and main results An important problem in ergodic theory is to understand which measure-preserving systems are isomorphic to which other measure-preserving systems. The measure-preserving systems considered here are the flows associated to continuous-time processes and point processes, equipped with the action of R by translations. The simplest and most canonical of these processes are the Poisson point processes.1 It is therefore of particular interest to identify those processes which are isomorphic to a Poisson point process. A consequence of Ornstein theory [25] is that any two Poisson point processes are isomorphic to one another. In fact, Poisson point processes are examples of infinite-entropy Bernoulli flows, and any two infinite-entropy Bernoulli flows are isomorphic. The factor maps provided by Ornstein theory are obtained through abstract existence results. Consequently, such maps are non-explicit and one usually has no control on the coding window, i.e., the size of the window one needs to observe in the source process in order to be able to determine the target process on a fixed interval.
    [Show full text]
  • Dynamics of Markov Chains for Undergraduates
    Dynamics of Markov Chains for Undergraduates Ursula Porod February 19, 2021 Contents Preface 6 1 Markov chains 8 1.1 Introduction . .8 1.2 Construction of a Markov chain . .9 1.2.1 Finite-length trajectories . .9 1.2.2 From finite to infinite-length trajectories . 11 1.3 Basic computations for Markov chains . 16 1.4 Strong Markov Property . 21 1.5 Examples of Markov Chains . 23 1.6 Functions of Markov chains . 35 1.7 Irreducibility and class structure of the state space . 42 1.8 Transience and Recurrence . 44 1.9 Absorbing chains . 53 1.9.1 First step analysis . 53 1.9.2 Finite number of transient states . 55 1.9.3 Infinite number of transient states . 61 1.10 Stationary distributions . 66 1.10.1 Existence and uniqueness of an invariant measure . 68 1.10.2 Positive recurrence versus null recurrence . 73 1.10.3 Stationary distributions for reducible chains . 74 1.10.4 Steady state distributions . 76 1.11 Periodicity . 77 1.12 Exercises . 85 2 Limit Theorems for Markov Chains 87 2.1 The Ergodic Theorem . 87 2.2 Convergence . 93 2.3 Long-run behavior of reducible chains . 98 1 CONTENTS 2 2.4 Exercises . 100 3 Random Walks on Z 101 3.1 Basics . 101 3.2 Wald's Equations . 103 3.3 Gambler's Ruin . 105 3.4 P´olya's Random Walk Theorem . 111 3.5 Reflection Principle and Duality . 115 3.5.1 The ballot problem . 120 3.5.2 Dual walks . 121 3.5.3 Maximum and minimum .
    [Show full text]
  • Approximation of a Free Poisson Process by Systems of Freely Independent Particles
    Approximation of a free Poisson process by systems of freely independent particles Article Accepted Version Boż ejko, M., da Silva, J. L., Kuna, T. and Lytvynov, E. (2018) Approximation of a free Poisson process by systems of freely independent particles. Infinite Dimensional Analysis, Quantum Probability and Related Topics, 21 (3). 1850020. ISSN 1793- 6306 doi: https://doi.org/10.1142/s0219025718500200 Available at http://centaur.reading.ac.uk/78509/ It is advisable to refer to the publisher’s version if you intend to cite from the work. See Guidance on citing . To link to this article DOI: http://dx.doi.org/10.1142/s0219025718500200 Publisher: World Scientific Publishing All outputs in CentAUR are protected by Intellectual Property Rights law, including copyright law. Copyright and IPR is retained by the creators or other copyright holders. Terms and conditions for use of this material are defined in the End User Agreement . www.reading.ac.uk/centaur CentAUR Central Archive at the University of Reading Reading’s research outputs online Approximation of a free Poisson process by systems of freely independent particles Marek Bo_zejko Instytut Matematyczny, Uniwersytet Wroc lawski, Pl. Grunwaldzki 2/4, 50-384 Wroc law, Poland; e-mail: [email protected] Jos´eLu´ısda Silva Universidade da Madeira, Edif´ıcioda Penteada, Caminho da Penteada, 9020-105, Fun- chal, Madeira, Portugal; e-mail: [email protected] Tobias Kuna University of Reading, Department of Mathematics, Whiteknights, PO Box 220, Read- ing RG6 6AX, U.K. e-mail: [email protected] Eugene Lytvynov Department of Mathematics, Swansea University, Singleton Park, Swansea SA2 8PP, U.K.; e-mail: [email protected] Abstract d Let σ be a non-atomic, infinite Radon measure on R , for example, dσ(x) = z dx where z > 0.
    [Show full text]
  • Convolution Semigroups Kevin W
    View metadata, citation and similar papers at core.ac.uk brought to you by CORE provided by Louisiana State University Louisiana State University LSU Digital Commons LSU Doctoral Dissertations Graduate School 2009 Convolution semigroups Kevin W. Zito Louisiana State University and Agricultural and Mechanical College, [email protected] Follow this and additional works at: https://digitalcommons.lsu.edu/gradschool_dissertations Part of the Applied Mathematics Commons Recommended Citation Zito, Kevin W., "Convolution semigroups" (2009). LSU Doctoral Dissertations. 2990. https://digitalcommons.lsu.edu/gradschool_dissertations/2990 This Dissertation is brought to you for free and open access by the Graduate School at LSU Digital Commons. It has been accepted for inclusion in LSU Doctoral Dissertations by an authorized graduate school editor of LSU Digital Commons. For more information, please [email protected]. Convolution Semigroups A Dissertation Submitted to the Graduate Faculty of the Louisiana State University and Agricultural and Mechanical College in partial fulfillment of the requirements for the degree of Doctor of Philosophy in The Department of Mathematics by Kevin W. Zito B.S. in Mathematics, Louisiana State University, 2001 M.Ed. in Mathematics Education, Louisiana State University, 2002 M.S. in Mathematics, Louisiana State University, 2005 August 2009 Dedication This dissertation is dedicated to the memories of Carl Wayne “Bubba” Belello, Tony Wayne Zito, & Frank Zito ii Acknowledgments It is a great pleasure to thank my advisor Professor Frank Neubrander. This de- gree, and a couple of the other ones, would not have been possible without his guidance and support. I would also like to thank Lee Windsperger, Fareed Hawwa, Dr.
    [Show full text]
  • A Note on the Closure of Convolution Power Mixtures (Random Sums) of Exponential Distributions
    J. Aust. Math. Soc. 84 (2008), 1–7 doi:10.1017/S1446788708000104 A NOTE ON THE CLOSURE OF CONVOLUTION POWER MIXTURES (RANDOM SUMS) OF EXPONENTIAL DISTRIBUTIONS J. M. P. ALBIN (Received 11 April 2007; revised 21 July 2007) Communicated by V. T. Stefanov Abstract We make a correction to an important result by Cline [D. B. H. Cline, ‘Convolutions of distributions with exponential tails’, J. Austral. Math. Soc. (Series A) 43 (1987), 347–365; D. B. H. Cline, ‘Convolutions of distributions with exponential tails: corrigendum’, J. Austral. Math. Soc. (Series A) 48 (1990), 152–153] on the closure of the exponential class L(α) under convolution power mixtures (random summation). 2000 Mathematics subject classification: primary 60F99, 62E20; secondary 44A10, 60E07. Keywords and phrases: compound Poisson distribution, convolution power, exponential distribution, random sum, Tauberian theorem. 1. Introduction We say that a cumulative probability distribution function H on the real line belongs to the exponential class L(α), α > 0, if H(x + t) 1 − H(x + t) −αt lim = lim = e for t ∈ R. (1) x→∞ H(x) x→∞ 1 − H(x) (Some authors require members of L(α) to be supported on [0, ∞) to avoid some technicalities. However, because of the applications we have in mind (see, for example, Section 4 below) we do not want to make this restriction.) Note the elementary fact that (1) holds for t ∈ R if and only if it holds for t > 0. Furthermore, H ∈ L(α) if and only if H ◦ log is regularly varying at infinity with index −α. When (1) holds with α = 0 we get the class of long-tailed distributions L(0) = L introduced by Pitman [10].
    [Show full text]
  • Limit Theorems for Monotone Convolution
    数理解析研究所講究録 第 1820 巻 2012 年 118-129 118 LIMIT THEOREMS FOR MONOTONE CONVOLUTION JIUN-CHAU WANG ABSTRACT. We survey some recent progress in limit theorems for monotone convolution. This note is based on the author’s lecture at the RIMS workshop. 1. STATEMENT OF THE PROBLEM $\mathcal{M}$ The monotone convolution $\triangleright$ is an associative binary operation on , the set of Borel probability measures on the real line $\mathbb{R}$ . Introduced by Muraki in [21, 22], this operation is based on his notion of monotonic independence, which is one of the five natural quantum stochastic independences coming from universal products [27, 23]. (The others are tensor, free, Boolean, and antimonotonic independences.) We begin by reviewing the construction of $\triangleright.$ Consider $\mathcal{B}(H)$ the $C^{*}$ -algebra of bounded linear operators on a separable Hilbert space $\xi$ $H$ and a unit vector $\xi\in H$ . Let $\varphi$ be the vector state associated with the vector ; i.e., $\mathcal{A}_{1}$ $\mathcal{A}_{2}$ $\mathcal{B}(H)$ $\varphi(a)=\langle a\xi,$ $\xi\rangle$ for each $a\in \mathcal{B}(H)$ . $Two*$-subalgebras and of are said to be monotonically independent (with respect to $\xi$ ) if for every mixed moment $\varphi(a_{1}a_{2}\cdots a_{n})$ $(i.e., a_{j}\in \mathcal{A}_{\eta_{J}}\cdot, i_{j}\in\{1,2\}, and i_{1}\neq i_{2}\neq\cdots\neq i_{n})$ , one hae that (1.1) $\varphi(a_{1}a_{2}\cdots a_{n})=\varphi(a_{j})\varphi(a_{1}\cdots a_{j-1}a_{j+1}\cdots a_{n})$ whenever $a_{j}\in \mathcal{A}_{2}.$ Remark 1.
    [Show full text]
  • Convolution Series and the Generalized Convolution Taylor
    CONVOLUTION SERIES AND THE GENERALIZED CONVOLUTION TAYLOR FORMULA YURI LUCHKO Abstract. In this paper, we deal with the convolution series that are a far reach- ing generalization of the conventional power series and the power series with the fractional exponents including the Mittag-Leffler type functions. Special attention is given to the most interesting case of the convolution series generated by the So- nine kernels. In this paper, we first formulate and prove the second fundamental theorem for the general fractional integrals and the n-fold general sequential frac- tional derivatives of both the Riemann-Liouville and the Caputo types. These results are then employed for derivation of two different forms of a generalized convolution Taylor formula for representation of a function as a convolution poly- nomial with a remainder in form of a composition of the n-fold general fractional integral and the n-fold general sequential fractional derivative of the Riemann- Liouville and the Caputo types, respectively. We also discuss the generalized Tay- lor series in form of convolution series and deduce the formulas for its coefficients in terms of the n-fold general sequential fractional derivatives. 1. Introduction The power series are a very important instrument both in mathematics and its applications. Without any loss of generality, a power series can be represented in the form +∞ Σ(x)= aj hj (x), aj R, (1) +1 ∈ j=0 X where with hβ we denote the following power function xβ−1 h (x)= , β> 0. (2) β Γ(β) n−1 arXiv:2107.10198v3 [math.CA] 2 Aug 2021 A given function f (f C ( δ, δ), δ > 0) can be approximated by its Taylor polynomial through the∈ well-known− Taylor formula n−1 (j) f(x)= aj hj (x) + rn(x), aj = f (0), j =0, 1,...,n 1 (3) +1 − j=0 X with the remainder rn = rn(x) in different forms including the one suggested by Lagrange (for the functions f Cn( δ, δ)): ∈ − (n) rn(x)= f (ξ) hn (x), ξ (0, x).
    [Show full text]
  • Convolution Powers of Complex Functions on Zd
    Rev. Mat. Iberoam. 33 (2017), no. 3, 1045–1121 c European Mathematical Society doi 10.4171/rmi/964 Convolution powers of complex functions on Zd Evan Randles and Laurent Saloff-Coste Abstract. The study of convolution powers of a finitely supported prob- ability distribution φ on the d-dimensional square lattice is central to ran- dom walk theory. For instance, the nth convolution power φ(n) is the dis- tribution of the nth step of the associated random walk and is described by the classical local limit theorem. Following previous work of P. Diaco- nis and the authors, we explore the more general setting in which φ takes on complex values. This problem, originally motivated by the problem of Erastus L. De Forest in data smoothing, has found applications to the theory of stability of numerical difference schemes in partial differential equations. For a complex valued function φ on Zd, we ask and address four basic and fundamental questions about the convolution powers φ(n) which concern sup-norm estimates, generalized local limit theorems, point- wise estimates, and stability. This work extends one-dimensional results of I. J. Schoenberg, T. N. E. Greville, P. Diaconis and the second author and, in the context of stability theory, results by V. Thom´ee and M. V. Fe- doryuk. 1. Introduction We denote by 1(Zd) the space of complex valued functions φ: Zd → C such that φ1 = |φ(x)| < ∞. x∈Zd For ψ, φ ∈ 1(Zd), the convolution product ψ ∗ φ ∈ 1(Zd) is defined by ψ ∗ φ(x)= ψ(x − y) φ(y) y∈Zd for x ∈ Zd.Givenφ ∈ 1(Zd), we are interested in the convolution powers (n) 1 d (n) (n−1) (1) φ ∈ (Z ) defined iteratively by φ = φ ∗ φ for n ∈ N+ =: {1, 2,...}, Mathematics Subject Classification (2010): Primary 42A85; Secondary 60F99.
    [Show full text]
  • ON DISCRETE TIME GENERALIZED FRACTIONAL POISSON PROCESSES and RELATED STOCHASTIC DYNAMICS Thomas Michelitsch, Federico Polito, Alejandro Riascos
    ON DISCRETE TIME GENERALIZED FRACTIONAL POISSON PROCESSES AND RELATED STOCHASTIC DYNAMICS Thomas Michelitsch, Federico Polito, Alejandro Riascos To cite this version: Thomas Michelitsch, Federico Polito, Alejandro Riascos. ON DISCRETE TIME GENERALIZED FRACTIONAL POISSON PROCESSES AND RELATED STOCHASTIC DYNAMICS. Physica A: Statistical Mechanics and its Applications, Elsevier, 2021, 10.1016/j.physa.2020.125541. hal- 02589793 HAL Id: hal-02589793 https://hal.archives-ouvertes.fr/hal-02589793 Submitted on 15 May 2020 HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. The documents may come from émanant des établissements d’enseignement et de teaching and research institutions in France or recherche français ou étrangers, des laboratoires abroad, or from public or private research centers. publics ou privés. ON DISCRETE TIME GENERALIZED FRACTIONAL POISSON PROCESSES AND RELATED STOCHASTIC DYNAMICS Thomas M. Michelitscha, Federico Politob and Alejandro P. Riascosc a Sorbonne Université, Institut Jean le Rond d’Alembert, CNRS UMR 7190 4 place Jussieu, 75252 Paris cedex 05, France E-mail: [email protected] b Department of Mathematics “Giuseppe Peano”, University of Torino, Italy E-mail: [email protected] cInstituto de Fisica, Universidad Nacional Autónoma de México Apartado Postal 20-364, 01000 Ciudad de México, México E-mail: aperezr@fisica.unam.mx May 15, 2020 Abstract Recently the so-called Prabhakar generalization of the fractional Poisson counting process attracted much interest for his flexibility to adapt real world situations.
    [Show full text]