The Riemann Hypothesis Is a Topological Property
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Applications of the Mellin Transform in Mathematical Finance
University of Wollongong Research Online University of Wollongong Thesis Collection 2017+ University of Wollongong Thesis Collections 2018 Applications of the Mellin transform in mathematical finance Tianyu Raymond Li Follow this and additional works at: https://ro.uow.edu.au/theses1 University of Wollongong Copyright Warning You may print or download ONE copy of this document for the purpose of your own research or study. The University does not authorise you to copy, communicate or otherwise make available electronically to any other person any copyright material contained on this site. You are reminded of the following: This work is copyright. Apart from any use permitted under the Copyright Act 1968, no part of this work may be reproduced by any process, nor may any other exclusive right be exercised, without the permission of the author. Copyright owners are entitled to take legal action against persons who infringe their copyright. A reproduction of material that is protected by copyright may be a copyright infringement. A court may impose penalties and award damages in relation to offences and infringements relating to copyright material. Higher penalties may apply, and higher damages may be awarded, for offences and infringements involving the conversion of material into digital or electronic form. Unless otherwise indicated, the views expressed in this thesis are those of the author and do not necessarily represent the views of the University of Wollongong. Recommended Citation Li, Tianyu Raymond, Applications of the Mellin transform in mathematical finance, Doctor of Philosophy thesis, School of Mathematics and Applied Statistics, University of Wollongong, 2018. https://ro.uow.edu.au/theses1/189 Research Online is the open access institutional repository for the University of Wollongong. -
The Riemann and Hurwitz Zeta Functions, Apery's Constant and New
The Riemann and Hurwitz zeta functions, Apery’s constant and new rational series representations involving ζ(2k) Cezar Lupu1 1Department of Mathematics University of Pittsburgh Pittsburgh, PA, USA Algebra, Combinatorics and Geometry Graduate Student Research Seminar, February 2, 2017, Pittsburgh, PA A quick overview of the Riemann zeta function. The Riemann zeta function is defined by 1 X 1 ζ(s) = ; Re s > 1: ns n=1 Originally, Riemann zeta function was defined for real arguments. Also, Euler found another formula which relates the Riemann zeta function with prime numbrs, namely Y 1 ζ(s) = ; 1 p 1 − ps where p runs through all primes p = 2; 3; 5;:::. A quick overview of the Riemann zeta function. Moreover, Riemann proved that the following ζ(s) satisfies the following integral representation formula: 1 Z 1 us−1 ζ(s) = u du; Re s > 1; Γ(s) 0 e − 1 Z 1 where Γ(s) = ts−1e−t dt, Re s > 0 is the Euler gamma 0 function. Also, another important fact is that one can extend ζ(s) from Re s > 1 to Re s > 0. By an easy computation one has 1 X 1 (1 − 21−s )ζ(s) = (−1)n−1 ; ns n=1 and therefore we have A quick overview of the Riemann function. 1 1 X 1 ζ(s) = (−1)n−1 ; Re s > 0; s 6= 1: 1 − 21−s ns n=1 It is well-known that ζ is analytic and it has an analytic continuation at s = 1. At s = 1 it has a simple pole with residue 1. -
On a Double Inequality for the Dirichlet Beta Function ∗
Tamsui Oxford Journal of Mathematical Sciences 24(3) (2008) 269-276 Aletheia University On a Double Inequality for the Dirichlet Beta Function ∗ P. Ceroneyz School of Computer Science and Mathematics, Victoria University, PO Box 14428, Melbourne 8001, Victoria, Australia. Received February 22, 2007, Accepted March 26, 2007. Abstract Let β (x) be the Dirichlet beta function. Then for all x > 0 c < 3x+1 [β (x + 1) − β (x)] < d with the best possible constant factors π 1 c = 3 − 0:85619449 and d = 2: 4 2 t The above result, and some variants, are used to approximate β at even integers in terms of known β at odd integers. Keywords and Phrases: Dirichlet Beta function, Inequalities, Approxima- tion, Dirichlet L−function. ∗2000 Mathematics Subject Classification. 26D99, 11M06, 26D07. yE-mail: [email protected] zhttp://www.staff.vu.edu.au/RGMIA/cerone/ 270 P. Cerone 1. Introduction The Dirichlet beta function or Dirichlet L−function is given by [5] 1 n X (−1) β (x) = ; x > 0; (1.1) (2n + 1)x n=0 where β (2) = G; Catalan's constant. The beta function may be evaluated explicitly at positive odd integer values of x; namely, E π 2n+1 β (2n + 1) = (−1)n 2n ; (1.2) 2 (2n)! 2 where En are the Euler numbers. The Dirichlet beta function may be analytically continued over the whole complex plane by the functional equation 2 z πz β (1 − z) = sin Γ(z) β (z) : π 2 The function β (z) is defined everywhere in the complex plane and has no P1 1 singularities, unlike the Riemann zeta function, ζ (s) = n=1 ns ; which has a simple pole at s = 1: The Dirichlet beta function and the zeta function have important applica- tions in a number of branches of mathematics, and in particular in Analytic number theory. -
APPENDIX. the MELLIN TRANSFORM and RELATED ANALYTIC TECHNIQUES D. Zagier 1. the Generalized Mellin Transformation the Mellin
APPENDIX. THE MELLIN TRANSFORM AND RELATED ANALYTIC TECHNIQUES D. Zagier 1. The generalized Mellin transformation The Mellin transformation is a basic tool for analyzing the behavior of many important functions in mathematics and mathematical physics, such as the zeta functions occurring in number theory and in connection with various spectral problems. We describe it first in its simplest form and then explain how this basic definition can be extended to a much wider class of functions, important for many applications. Let ϕ(t) be a function on the positive real axis t > 0 which is reasonably smooth (actually, continuous or even piecewise continuous would be enough) and decays rapidly at both 0 and , i.e., the function tAϕ(t) is bounded on R for any A R. Then the integral ∞ + ∈ ∞ ϕ(s) = ϕ(t) ts−1 dt (1) 0 converges for any complex value of s and defines a holomorphic function of s called the Mellin transform of ϕ(s). The following small table, in which α denotes a complex number and λ a positive real number, shows how ϕ(s) changes when ϕ(t) is modified in various simple ways: ϕ(λt) tαϕ(t) ϕ(tλ) ϕ(t−1) ϕ′(t) . (2) λ−sϕ(s) ϕ(s + α) λ−sϕ(λ−1s) ϕ( s) (1 s)ϕ(s 1) − − − We also mention, although we will not use it in the sequel, that the function ϕ(t) can be recovered from its Mellin transform by the inverse Mellin transformation formula 1 C+i∞ ϕ(t) = ϕ(s) t−s ds, 2πi C−i∞ where C is any real number. -
Generalizsd Finite Mellin Integral Transforms
Available online a t www.scholarsresearchlibrary.com Scholars Research Library Archives of Applied Science Research, 2012, 4 (2):1117-1134 (http://scholarsresearchlibrary.com/archive.html) ISSN 0975-508X CODEN (USA) AASRC9 Generalizsd finite mellin integral transforms S. M. Khairnar, R. M. Pise*and J. N. Salunke** Deparment of Mathematics, Maharashtra Academy of Engineering, Alandi, Pune, India * R.G.I.T. Versova, Andheri (W), Mumbai, India **Department of Mathematics, North Maharastra University, Jalgaon-India ______________________________________________________________________________ ABSTRACT Aim of this paper is to see the generalized Finite Mellin Integral Transforms in [0,a] , which is mentioned in the paper , by Derek Naylor (1963) [1] and Lokenath Debnath [2]..For f(x) in 0<x< ∞ ,the Generalized ∞ ∞ ∞ ∞ Mellin Integral Transforms are denoted by M − [ f( x ), r] = F− ()r and M + [ f( x ), r] = F+ ()r .This is new idea is given by Lokenath Debonath in[2].and Derek Naylor [1].. The Generalized Finite Mellin Integral Transforms are extension of the Mellin Integral Transform in infinite region. We see for f(x) in a a a a 0<x<a, M − [ f( x ), r] = F− ()r and M + [ f( x ), r] = F+ ()r are the generalized Finite Mellin Integral Transforms . We see the properties like linearity property , scaling property ,power property and 1 1 propositions for the functions f ( ) and (logx)f(x), the theorems like inversion theorem ,convolution x x theorem , orthogonality and shifting theorem. for these integral transforms. The new results is obtained for Weyl Fractional Transform and we see the results for derivatives differential operators ,integrals ,integral expressions and integral equations for these integral transforms. -
Extended Riemann-Liouville Type Fractional Derivative Operator with Applications
Open Math. 2017; 15: 1667–1681 Open Mathematics Research Article P. Agarwal, Juan J. Nieto*, and M.-J. Luo Extended Riemann-Liouville type fractional derivative operator with applications https://doi.org/10.1515/math-2017-0137 Received November 16, 2017; accepted November 30, 2017. Abstract: The main purpose of this paper is to introduce a class of new extended forms of the beta function, Gauss hypergeometric function and Appell-Lauricella hypergeometric functions by means of the modied Bessel function of the third kind. Some typical generating relations for these extended hypergeometric functions are obtained by dening the extension of the Riemann-Liouville fractional derivative operator. Their connections with elementary functions and Fox’s H-function are also presented. Keywords: Gamma function, Extended beta function, Riemann-Liouville fractional derivative, Hypergeomet- ric functions, Fox H-function, Generating functions, Mellin transform, Integral representations MSC: 26A33, 33B15, 33B20, 33C05, 33C20, 33C65 1 Introduction Extensions and generalizations of some known special functions are important both from the theoretical and applied point of view. Also many extensions of fractional derivative operators have been developed and applied by many authors (see [2–6, 11, 12, 19–21] and [17, 18]). These new extensions have proved to be very useful in various elds such as physics, engineering, statistics, actuarial sciences, economics, nance, survival analysis, life testing and telecommunications. The above-mentioned applications have largely motivated our present study. The extended incomplete gamma functions constructed by using the exponential function are dened by z p α, z; p tα−1 exp t dt R p 0; p 0, R α 0 (1) t 0 ( ) = − − ( ( ) > = ( ) > ) and S ∞ p Γ α, z; p tα−1 exp t dt R p 0 (2) t z ( ) = − − ( ( ) ≥ ) with arg z π, which have been studiedS in detail by Chaudhry and Zubair (see, for example, [2] and [4]). -
Prime Number Theorem
Prime Number Theorem Bent E. Petersen Contents 1 Introduction 1 2Asymptotics 6 3 The Logarithmic Integral 9 4TheCebyˇˇ sev Functions θ(x) and ψ(x) 11 5M¨obius Inversion 14 6 The Tail of the Zeta Series 16 7 The Logarithm log ζ(s) 17 < s 8 The Zeta Function on e =1 21 9 Mellin Transforms 26 10 Sketches of the Proof of the PNT 29 10.1 Cebyˇˇ sev function method .................. 30 10.2 Modified Cebyˇˇ sev function method .............. 30 10.3 Still another Cebyˇˇ sev function method ............ 30 10.4 Yet another Cebyˇˇ sev function method ............ 31 10.5 Riemann’s method ...................... 31 10.6 Modified Riemann method .................. 32 10.7 Littlewood’s Method ..................... 32 10.8 Ikehara Tauberian Theorem ................. 32 11ProofofthePrimeNumberTheorem 33 References 39 1 Introduction Let π(x) be the number of primes p ≤ x. It was discovered empirically by Gauss about 1793 (letter to Enke in 1849, see Gauss [9], volume 2, page 444 and Goldstein [10]) and by Legendre (in 1798 according to [14]) that x π(x) ∼ . log x This statement is the prime number theorem. Actually Gauss used the equiva- lent formulation (see page 10) Z x dt π(x) ∼ . 2 log t 1 B. E. Petersen Prime Number Theorem For some discussion of Gauss’ work see Goldstein [10] and Zagier [45]. In 1850 Cebyˇˇ sev [3] proved a result far weaker than the prime number theorem — that for certain constants 0 <A1 < 1 <A2 π(x) A < <A . 1 x/log x 2 An elementary proof of Cebyˇˇ sev’s theorem is given in Andrews [1]. -
Fourier-Type Kernels and Transforms on the Real Line
FOURIER-TYPE KERNELS AND TRANSFORMS ON THE REAL LINE GOONG CHEN AND DAOWEI MA Abstract. Kernels of integral transforms of the form k(xy) are called Fourier kernels. Hardy and Titchmarsh [6] and Watson [15] studied self-reciprocal transforms with Fourier kernels on the positive half-real line R+ and obtained nice characterizing conditions and other properties. Nevertheless, the Fourier transform has an inherent complex, unitary structure and by treating it on the whole real line more interesting properties can be explored. In this paper, we characterize all unitary integral transforms on L2(R) with Fourier kernels. Characterizing conditions are obtained through a natural splitting of the kernel on R+ and R−, and the conversion to convolution integrals. A collection of concrete examples are obtained, which also include "discrete" transforms (that are not integral transforms). Furthermore, we explore algebraic structures for operator-composing integral kernels and identify a certain Abelian group associated with one of such operations. Fractional powers can also be assigned a new interpretation and obtained. 1. Introduction The Fourier transform is one of the most powerful methods and tools in mathematics (see, e.g., [3]). Its applications are especially prominent in signal processing and differential equations, but many other applications also make the Fourier transform and its variants universal elsewhere in almost all branches of science and engineering. Due to its utter significance, it is of interest to investigate the Fourier transform -
A Series Representation for Riemann's Zeta Function and Some
Journal of Classical Analysis Volume 17, Number 2 (2021), 129–167 doi:10.7153/jca-2021-17-09 A SERIES REPRESENTATION FOR RIEMANN’S ZETA FUNCTION AND SOME INTERESTING IDENTITIES THAT FOLLOW MICHAEL MILGRAM Abstract. Using Cauchy’s Integral Theorem as a basis, what may be a new series representation for Dirichlet’s function η(s), and hence Riemann’s function ζ(s), is obtained in terms of the Exponential Integral function Es(iκ) of complex argument. From this basis, infinite sums are evaluated, unusual integrals are reduced to known functions and interesting identities are un- earthed. The incomplete functions ζ ±(s) and η±(s) are defined and shown to be intimately related to some of these interesting integrals. An identity relating Euler, Bernouli and Harmonic numbers is developed. It is demonstrated that a known simple integral with complex endpoints can be utilized to evaluate a large number of different integrals, by choosing varying paths be- tween the endpoints. 1. Introduction In a recent paper [1], I have developed an integral equation for Riemann’s func- tion ξ (s), based on LeClair’s series [2] involving the Generalized Exponential Integral. Glasser, in a subsequent paper [3], has shown that this integral equation is equivalent to the standard statement of Cauchy’s Integral Theorem applied to ξ (s), from which he closed the circle [3, Eq. (13)] by re-deriving LeClair’s original series representation. This raises the question of what will be found if Cauchy’s Integral Theorem is applied to other functions related to Riemann’s function ζ(s), notably the so-called Dirichlet function η(s) (sometimes called the alternating zeta function), working backwards to a series representation? That question is the motivation for this work. -
Special Functions Related to Dedekind Type DC-Sums and Their
SPECIAL FUNCTIONS RELATED TO DEDEKIND TYPE DC-SUMS AND THEIR APPLICATIONS Yilmaz SIMSEK Akdeniz University, Faculty of Arts and Science, Department of Mathematics 07058 Antalya, Turkey [email protected] Abstract In this paper we construct trigonometric functions of the sum Tp(h, k), which is called Dedekind type DC-(Dahee and Changhee) sums. We establish analytic properties of this sum. We find trigonometric represen- tations of this sum. We prove reciprocity theorem of this sums. Furthermore, we obtain relations between the Clausen functions, Polylogarithm function, Hurwitz zeta function, generalized Lambert series (G-series), Hardy-Berndt sums and the sum Tp(h, k). We also give some applications related to these sums and functions. 2000 Mathematics Subject Classification. 11F20, 11B68, 11M35, 11M41, 11S80, 33C10, 33E20. Key Words and Phrases. Dedekind sums, Hardy-Berndt sums, Bernoulli Functions, Euler Functions, Euler numbers and polynomials, Riemann zeta function, Hurwitz zeta function, Lerch zeta function, Dirichlet series for the polylogarithm function, Dirichlet’s eta function, Legendre chi function, trigonometric functions and generalized Lambert series. arXiv:0902.0380v1 [math.CV] 2 Feb 2009 1 Introduction, Definitions and Notations In this section, we give some definitions, notations and results related to the Dedekind sums. Firstly we start with the definition of the classical Dedekind sums. Let x [x] 1 , if x / Z ((x)) = − G − 2 ∈ 0, if x Z, ∈ 1 [x]G being the largest integer x. Let h and k be coprime integers with k > 0, the classical Dedekind sum≤ s(h, k) is defined as follows k−1 a ha s (h, k)= . k k a=1 X The reciprocity law of the classical Dedekind sums is given by 1 1 h k 1 s(h, k)+ s(k, h)= + + + , −4 12 k h hk where (h, k) = 1 and h, k N := 1, 2, 3, .. -
Laplace Transform - Wikipedia, the Free Encyclopedia 01/29/2007 07:29 PM
Laplace transform - Wikipedia, the free encyclopedia 01/29/2007 07:29 PM Laplace transform From Wikipedia, the free encyclopedia In mathematics, the Laplace transform is a powerful technique for analyzing linear time-invariant systems such as electrical circuits, harmonic oscillators, optical devices, and mechanical systems, to name just a few. Given a simple mathematical or functional description of an input or output to a system, the Laplace transform provides an alternative functional description that often simplifies the process of analyzing the behavior of the system, or in synthesizing a new system based on a set of specifications. The Laplace transform is an important concept from the branch of mathematics called functional analysis. In actual physical systems the Laplace transform is often interpreted as a transformation from the time- domain point of view, in which inputs and outputs are understood as functions of time, to the frequency- domain point of view, where the same inputs and outputs are seen as functions of complex angular frequency, or radians per unit time. This transformation not only provides a fundamentally different way to understand the behavior of the system, but it also drastically reduces the complexity of the mathematical calculations required to analyze the system. The Laplace transform has many important applications in physics, optics, electrical engineering, control engineering, signal processing, and probability theory. The Laplace transform is named in honor of mathematician and astronomer Pierre-Simon Laplace, who used the transform in his work on probability theory. The transform was discovered originally by Leonhard Euler, the prolific eighteenth-century Swiss mathematician. See also moment-generating function. -
An Experimental Conjecture Involving Closed-Form Evaluation of Series
M athematical I nequalities & A pplications Volume 16, Number 4 (2013), 971–979 doi:10.7153/mia-16-76 AN EXPERIMENTAL CONJECTURE INVOLVING CLOSED–FORM EVALUATION OF SERIES ASSOCIATED WITH THE ZETA FUNCTIONS JUNESANG CHOI AND HARI M. SR I VA S TAVA (Communicated by Yeol Je Cho) Abstract. The subject of closed-form summation of series involving the Zeta functions has been remarkably widely investigated. Recently, in the course of his trying to give a closed-form expression for the Dirichlet beta function β(2n)(n ∈ N),Lima[16] posed a very interesting experimental conjecture for a closed-form evaluation of a certain class of series involving the Riemann Zeta function ζ(s). Here, in the present sequel to Lima’s work, we aim at verifying correctness of Lima’s conjecture and presenting several general analogues of Lima’s conjecture. Our demonstration and derivations are based mainly upon a known formula for series associated with the Zeta functions. Relevant connections of some specialized results of the main identities presented here with those obtained in earlier works are also pointed out. 1. Introduction and preliminaries A rather classical (over two centuries old) theorem of Christian Goldbach (1690– 1764), which was stated in a letter dated 1729 from Goldbach to Daniel Bernoulli (1700–1782), was revived in 1986 by Shallit and Zikan [20] as the following problem: − ∑ (ω − 1) 1 = 1, (1.1) ω∈S where S denotes the set of all nontrivial integer kth powers, that is, S := nk : n,k ∈ N \{1} . (1.2) In terms of the Riemann Zeta function ζ(s) defined by ⎧ ∞ ∞ ⎪ 1 1 1 ⎪ ∑ = ∑ ℜ(s) > 1 ⎨ s − −s ( − )s n=1 n 1 2 n=1 2n 1 ζ(s) := (1.3) ⎪ 1 ∞ (−1)n−1 ⎩⎪ ∑ ℜ(s) > 0; s = 1 , − 1−s s 1 2 n=1 n Mathematics subject classification (2010): Primary 11M35, 11M36; Secondary 11M06, 33B15.