Related papers: Skew-product representations of multidimensional D…
This paper is concerned mainly with the macroscopic fractal behavior of various random sets that arise in modern and classical probability theory. Among other things, it is shown here that the macroscopic behavior of Boolean coverage…
In this paper we explore the fundamentals of the Martingale Representation Theorem (MRT) and a closely related result, the Clark-Ocone formula. We also investigate how far these theorems can be taken, notably beyond the regular Sobolev…
We consider the decomposition into irreducible components of the external power $\Lambda^p(\mathbb{C}^m\otimes \mathbb{C}^n)$ regarded as a $\operatorname{GL}_m\times\operatorname{GL}_n$-module. Skew Howe duality implies that the Young…
Some power series representations of the modified Bessel functions (McDonald functions $K_{\alpha}$) are derived using the relatively little known formalism of fractional derivatives. The resulting summation formulae are believed to be new.
This paper is concerned with the study of random (Bernoulli and Markovian) product of matrices on a compact space of symbols. We establish the analyticity of the maximal Lyapunov exponent as a function of the transition probabilities, thus…
We use orthogonality measures of Askey--Wilson polynomials to construct Markov processes with linear regressions and quadratic conditional variances. Askey--Wilson polynomials are orthogonal martingale polynomials for these processes.
In this paper, we extend the iterative expression for the generalized spherical functions associated to the root systems of type $A$ previously obtained beyond regular elements. We also provide the corresponding expression in the flat case.…
Darboux transformation of a second-order linear differential operator is a well-known technique with many applications in mathematics and physics. We study Darboux transformation from the point of view of Markov semigroups of diffusion…
The following electromagnetism (EM) inverse problem is addressed. It consists in estimating local radioelectric properties of materials recovering an object from the global EM scattering measurement, at various incidences and wave…
In this article, we first establish derivative formulae for fractional Gruschin type process, which generalize the result of Wang (J Theor Probab 27:80--95, Theorem 1.1, 2012). Since we work on a non-Markovian context, some technical…
We present some work relating to fractal transformations on masked iterated function systems and demonstrate how well known algorithms for generating fractal transformations can be modifed for these systems. We also demonstrate that these…
We investigate the scaling properties of products of the exponential of birth--death processes with certain given marginal discrete distributions and covariance structures. The conditions on the mean, variance and covariance functions of…
The purpose of this paper is to compute the Krull dimension of tensor products of k-algebras arising from pullbacks. We also state a formula for the valuative dimension.
We establish an abstract, effective, exponential large deviations type estimate for Markov systems satisfying a weaker form of mixing. We employ this result to derive such estimates, as well as a central limit theorem, for the skew product…
We study the strong predictable representation property in filtrations initially enlarged with a random variable L. We prove that the strong predictable representation property can always be transferred to the enlarged filtration as long as…
We introduce and discuss the one-dimensional L\'{e}vy crystal as a probable candidate for an experimentally accessible realization of space fractional quantum mechanics (SFQM) in a condensed matter environment. The discretization of the…
In this work, linearized multivariate skew polynomials over division rings are introduced. Such polynomials are right linear over the corresponding centralizer and generalize linearized polynomial rings over finite fields, group rings or…
New formulas on the inverse problem for the continuous skew-self-adjoint Dirac type system are obtained. For the discrete skew-self-adjoint Dirac type system the solution of a general type inverse spectral problem is also derived in terms…
Dunkl theory is a far reaching generalization of Fourier analysis and special function theory related to root systems. During the sixties and seventies, it became gradually clear that radial Fourier analysis on rank one symmetric spaces was…
We study finite-dimensional representations of hyper loop algebras, i.e., the hyperalgebras over an algebraically closed field of positive characteristic associated to the loop algebra over a complex finite-dimensional simple Lie algebra.…