In the paper, by virtue of a Lévy–Khintchine representation and an alternative integral representation for the weighted geometric mean, the authors establish a Lévy–Khintchine representation and an alternative integral representation for the Toader–Qi mean. Moreover, the authors also collect an probabilistic interpretation and applications in engineering of the Toader–Qi mean.

In the paper, the authors survey integral representations (including the Lévy--Khintchine representations) and applications of some bivariate means (including the logarithmic mean, the identric mean, Stolarsky's mean, the harmonic mean, the (weighted) geometric means and their reciprocals, and the Toader--Qi mean) and the multivariate (weighted) geometric means and their reciprocals, derive integral representations of bivariate complex geometric mean and its reciprocal, and apply these newly-derived integral representations to establish integral representations of Heronian mean of power 2 and its reciprocal.

In the paper, by induction and recursively, the author proves that the generating function of multivariate logarithmic polynomials and its reciprocal are a Bernstein function and a completely monotonic function respectively, establishes a Lévy-Khintchine representation for the generating function of multivariate logarithmic polynomials, deduces an integral representation for multivariate logarithmic polynomials, presents an integral representation for the reciprocal of the generating function of multivariate logarithmic polynomials, computes real and imaginary parts for the generating function of multivariate logarithmic polynomials, derives two integral formulas, and denies the uniform convergence of a known integral representation for Bernstein functions.

The interest in random fiber lasers (RFLs), first demonstrated one decade ago, is still growing and their basic characteristics have been studied by several authors. RFLs are open systems that present instabilities in the intensity fluctuations due to the energy exchange among their non-orthogonal quasi-modes. In this work, we present a review of the recent investigations on the output characteristics of a continuous-wave erbium-doped RFL, with emphasis on the statistical behavior of the emitted intensity fluctuations. A progression from the Gaussian to Lévy and back to the Gaussian statistical regime was observed by increasing the excitation laser power from below to above the RFL threshold. By analyzing the RFL output intensity fluctuations, the probability density function of emission intensities was determined, and its correspondence with the experimental results was identified, enabling a clear demonstration of the analogy between the RFL phenomenon and the spin-glass phase transition. A replica-symmetry-breaking phase above the RFL threshold was characterized and the glassy behavior of the emitted light was established. We also discuss perspectives for future investigations on RFL systems.

The object of this paper is the bending analysis of isotropic rectangular Kirchhoff plates subjected to non-uniform heating (NUH) using the Fourier transform method. The bottom and top surfaces of the plate are assumed to have different changes in temperature, whereas the change in temperature of the mid-surface is zero. According to classical plate theory, the governing equation of the plate contains second derivatives of the NUH; these derivatives are zero by constant value of the NUH, which leads to its absence in the governing equation. This paper presented an approach by which Fourier sine transform was utilized to describe the NUH, while the double trigonometric series of Navier and the simple trigonometric series of Lévy were utilized to describe the deflection curve. Thus, the NUH appeared in the governing equation, which simplified the analysis. Rectangular plates simply supported along all edges were analyzed, bending moments, twisting moments, and deflections being determined. In addition, rectangular plates simply supported along two opposite edges were analyzed; the other edges having various support conditions (free, simply supported, and fixed).

Fokker-Planck PDEs (incl. diffusions) for stable Lévy processes (incl. Wiener processes) on the joint space of positions and orientations play a major role in mechanics, robotics, image analysis, directional statistics and probability theory. Exact analytic designs and solutions are known in the 2D case, where they have been obtained using Fourier transform on $SE(2)$. Here we extend these approaches to 3D using Fourier transform on the Lie group $SE(3)$ of rigid body motions. More precisely, we define the homogeneous space of 3D positions and orientations $\mathbb{R}^{3}\rtimes S^{2}:=SE(3)/(\{\mathbf{0}\} \times SO(2))$ as the quotient in $SE(3)$. In our construction, two group elements are equivalent if they are equal up to a rotation around the reference axis. On this quotient we design a specific Fourier transform. We apply this Fourier transform to derive new exact solutions to Fokker-Planck PDEs of $\alpha$-stable Lévy processes on $\mathbb{R}^{3}\rtimes S^{2}$. This reduces classical analysis computations and provides an explicit algebraic spectral decomposition of the solutions. We compare the exact probability kernel for $\alpha = 1$ (the diffusion kernel) to the kernel for $\alpha=\frac12$ (the Poisson kernel). We set up SDEs for the Lévy processes on the quotient and derive corresponding Monte-Carlo methods. We verify that the exact probability kernels arise as the limit of the Monte-Carlo approximations.

Motivated by a common Mathematical Finance topic, this paper surveys several results concerning windings of 2-dimensional processes, including planar Brownian motion, complex-valued Ornstein-Uhlenbeck processes and planar stable processes. In particular, we present Spitzer's asymptotic Theorem for each case. We also relate this study to the pricing of Asian options.