Stable laws can be tempered bymodifying the Lévymeasure to cool the probability of large jumps. Tempered stable laws retain their signature power law behavior at infinity, and infinite divisibility. This paper develops randomwalk models that converge to a tempered stable law under a triangular array scheme. Since tempered stable laws and processes are useful in statistical physics, these random...

Tempered fractional Brownian motion is obtained when the power law kernel in the moving average representation of a fractional Brownian motion is multiplied by an exponential tempering factor. This paper develops the theory of stochastic integrals for tempered fractional Brownian motion. Along the way, we develop some basic results on tempered fractional calculus.

The method of tempered transitions was proposed by Neal (1996) for tackling the difficulties arising when using Markov chain Monte Carlo to sample from multimodal distributions. In common with methods such as simulated tempering and Metropolis-coupled MCMC, the key idea is to utilise a series of successively easier to sample distributions to improve movement around the state space. Tempered tra...

A tempered stable Lévy process combines both the α–stable and Gaussian trends. In a short time frame it is close to an α–stable process while in a long time frame it approximates a Brownian motion. In this paper we consider a general and robust class of multivariate tempered stable distributions and establish their identifiable parametrization. We prove short and long time behavior of tempered ...

In this paper, we first introduce fractional integral spaces, which possess some features: (i) when 0 < α < 1, functions in these spaces are not required to be zero on the boundary; (ii)the tempered fractional operators are equivalent to the Riemann-Liouville operator in the sense of the norm. Spectral Galerkin and Petrov-Galerkin methods for tempered fractional advection problems and tempered ...

We develop a partial trace formula which circumvents some technical difficulties in computing the Selberg trace formula for the quotient SL3(Z)\SL3(R)/SO3(R). As applications, we establish the Weyl asymptotic law for the discrete Laplace spectrum and prove that almost all of its cusp forms are tempered at infinity. The technique shows there are non-lifted cusp forms on SL3(Z)\SL3(R)/SO3(R) as w...