Related papers: On dynamical bit sequences
Macdonald processes are probability measures on sequences of partitions defined in terms of nonnegative specializations of the Macdonald symmetric functions and two Macdonald parameters q,t in [0,1). We prove several results about these…
For each $n$, let $U_n$ be Haar distributed on the group of $n\times n$ unitary matrices. Let $\bfx_{n,1},\ldots,\bfx_{n,m} $ denote orthogonal nonrandom unit vectors in ${\Bbb C}^n$ and let $\text{\bf…
About two dozens of exactly solvable Markov chains on one-dimensional finite and semi-infinite integer lattices are constructed in terms of convolutions of orthogonality measures of the Krawtchouk, Hahn, Meixner, Charlier, $q$-Hahn,…
The goal of this paper is to define an evolution equation for a curve of random probability measures $(M_t)_{t\in[0,T]}\subset \mathcal{P}(\mathcal{P}(\mathbb{R}^d))$ associated to a non-local drift $b:[0,T]\times\mathbb{R}^d \times…
We consider random sub-graphs of a fixed graph $G=(V,E)$ with large minimum degree. We fix a positive integer $k$ and let $G_k$ be the random sub-graph where each $v\in V$ independently chooses $k$ random neighbors, making $kn$ edges in…
We explore ways in which the covariance ellipsoid ${\cal B}=\{v \in \mathbb{R}^d : \mathbb{E} <X,v>^2 \leq 1\}$ of a centred random vector $X$ in $\mathbb{R}^d$ can be approximated by a simple set. The data one is given for constructing the…
From the point of view of stochastic analysis the Caputo and Riemann-Liouville derivatives of order $\al \in (0,2)$ can be viewed as (regularized) generators of stable L\'evy motions interrupted on crossing a boundary. This interpretation…
Let F be any field. Let p(F) be the characteristic of F if F is not of characteristic zero, and let p(F)=+\infty otherwise. Let A_1,...,A_n be finite nonempty subsets of F, and let $$f(x_1,...,x_n)=a_1x_1^k+...+a_nx_n^k+g(x_1,...,x_n)\in…
The problem of recovering a moment-determinate multivariate function $f$ via its moment sequence is studied. Under mild conditions on $f$, the point-wise and $L_1$-rates of convergence for the proposed constructions are established. The…
Consider a polynomial of large degree n whose coefficients are independent, identically distributed, nondegenerate random variables having zero mean and finite moments of all orders. We show that such a polynomial has exactly k real zeros…
We consider sufficient conditions for a degree sequence $\pi$ to be forcibly $k$-factor graphical. We note that previous work on degrees and factors has focused primarily on finding conditions for a degree sequence to be potentially…
We study the computational complexity of the problem SFT (Sum-free Formula partial Trace): given a tensor formula F over a subsemiring of the complex field (C,+,.) plus a positive integer k, under the restrictions that all inputs are column…
We consider the problem of inferring a latent function in a probabilistic model of data. When dependencies of the latent function are specified by a Gaussian process and the data likelihood is complex, efficient computation often involve…
The stochastic theory of relativistic quantum mechanics presented here is modelled on the one that has been proposed previously and that was claimed to be a promising substitute to the orthodox theory in the non-relativistic domain. So it…
This paper introduces a new idea for constructing operators associated with a certain class of probability measures. Special cases include several know classical and noncommutative probability. The main example is derived from Feller [30,…
The present article is devoted to the semi-parametric estimation of multivariate expectiles for extreme levels. The considered multivariate risk measures also include the possible conditioning with respect to a functional covariate,…
Let $X_1$ and $N\ge 0$ be integer valued power law random variables. For a randomly stopped sum $S_N=X_1+\cdots+X_N$ of independent and identically distributed copies of $X_1$ we establish a first order asymptotics of the local…
We prove a conjecture of Kontsevich, which asserts that the iterations of the noncommutative rational map $F_r:(x,y)-->(xyx^{-1},(1+y^r)x^{-1})$ are given by noncommutative Laurent polynomials with nonnegative integer coefficients.
In this paper we study a family of nonlinear (conditional) expectations that can be understood as a semimartingale with uncertain local characteristics. Here, the differential characteristics are prescribed by a time and path-dependent…
Let $\boldsymbol{X}_1,\boldsymbol{X}_2,\dots$ be independent copies of a random vector $\boldsymbol{X}$ with values in $\mathbb{R}^d$ and with a continuous distribution function. The random vector $\boldsymbol{X}_n$ is a complete record, if…