Related papers: Infinitely divisible distributions over locally co…
In the local, characteristic 0, non archimedean case, we consider distributions on GL(n+1) which are invariant under the adjoint action of GL(n). We prove that such distributions are invariant by transposition. This implies that an…
The aim of this paper is to study asymptotic geometric properties almost surely or/and in probability of extreme order statistics of an i.i.d. random field (potential) indexed by sites of multidimensional lattice cube, the volume of which…
In this paper, we study quasi-stationary distributions of nonlinearly perturbed semi-Markov processes in discrete time. This type of distributions is of interest for the analysis of stochastic systems which have finite lifetimes, but are…
In this note we identify the distributional limits of non-negative, ergodic stationary processes, showing that all are possible. Consequences for infinite ergodic theory are also explored and new examples of distributionally stable- and…
We propose a particle system of diffusion processes coupled through a chain-like network structure described by an infinite-dimensional, nonlinear stochastic differential equation of McKean-Vlasov type. It has both (i) a local chain…
Suppose some random resource (energy, mass or space) $\chi \geq 0$ is to be shared at random between (possibly infinitely many) species (atoms or fragments). Assume ${\Bbb E}\chi =\theta <\infty $ and suppose the amount of the individual…
Stochastic solutions provide new rigorous results for nonlinear PDE's and, through its local non-grid nature, are a natural tool for parallel computation. There are two different approaches for the construction of stochastic solutions:…
This article studies regularity properties of multiplicative stochastic processes on infinite-dimensional Lie groups. We investigate conditions under which these processes admit c\`adl\`ag modifications and derive bounds on their local…
In this paper we study asymptotic distributions associated to piecewise quasi-polynomials. The main result obtained here is used in another paper of the authors "The equivariant index of twisted Dirac operators and semi-classical limits".
In this paper an iterated function system on the space of distribution functions is built. The inverse problem is introduced and studied by convex optimization problems. Some applications of this method to approximation of distribution…
There are infinite processes (matrix products, continued fractions, $(r,s)$-matrix continued fractions, recurrence sequences) which, under certain circumstances, do not converge but instead diverge in a very predictable way. We give a…
This work employs variational techniques to revisit and expand the construction and analysis of extreme value processes. These techniques permit a novel study of spatial statistics of the location of minimizing events. We develop integral…
Motivated by ill-posed PDEs such as $\mathrm{div} (v) = F$ we study locally convex topologies $\mathcal{T}_{\mathcal{C}}$ on real vector spaces $X$ that are a ``localized'' version of a locally convex topology $\mathcal{T}$ to members of a…
We introduce a notion of algorithmic randomness for algebraic fields. We prove the existence of a continuum of algebraic extensions of $\mathbb{Q}$ that are random according to our definition. We show that there are noncomputable algebraic…
We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…
Nongraded infinite-dimensional Lie algebras appeared naturally in the theory of Hamiltonian operators, the theory of vertex algebras and their multi-variable analogues. They play important roles in mathematical physics. This survey article…
We consider the statistical properties of the gravitational field F in an infinite one-dimensional homogeneous Poisson distribution of particles, using an exponential cut-off of the pair interaction to control and study the divergences…
We generalise the martingale-coboundary representation of discrete time stochastic processes to the non-stationary case and to random variables in Orlicz spaces. Related limit theorems (CLT, invariance principle, log log law, probabilities…
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…
We investigate a class of nonlinear nonautonomous scalar field equations with fractional diffusion, critical power nonlinearity and a subcritical term. The involved potentials are allowed for vanishing behavior at infinity. The problem is…