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Geometrical random multiplicative cascade processes are often used to model positive-valued multifractal fields such as for example the energy dissipation field of fully developed turbulence. A dynamical generalisation of these models is…
We introduce and study the natural counterpart of the Dunkl Markov processes in a negatively curved setting. We give a semimartingale decomposition of the radial part, and some properties of the jumps. We prove also a law of large numbers,…
This paper is devoted to study the approximation properties and rate of approximation of the Szasz-Mirakjan-Kantrovich-Stancu type polynomials generated by the Dunkl generalization of the exponential function with respect to q -calculus. We…
We show that for general-type self-adjoint and skew-self-adjoint Dirac systems on the semi-axis Weyl functions are unique analytic extensions of the reflection coefficients. New results on the extension of the Weyl functions to the real…
We investigate recursive properties of certain p-adic Whittaker functions (of which representation densities of quadratic forms are special values). The proven relations can be used to compute them explicitly in arbitrary dimensions,…
The diffraction of stochastic point sets, both Bernoulli and Markov, and of random tilings with crystallographic symmetries is investigated in rigorous terms. In particular, we derive the diffraction spectrum of 1D random tilings, of…
The statistical behaviour of a product of independent, identically distributed random matrices in $\text{SL}(2,{\mathbb R})$ is encoded in the generalised Lyapunov exponent $\Lambda$; this is a function whose value at the complex number $2…
This paper gives a complete characterization of infinitely divisible semimartingales, i.e., semimartingales whose finite dimensional distributions are infinitely divisible. An explicit and essentially unique decomposition of such…
We provide a systematic study of the notion of duality of Markov processes with respect to a function. We discuss the relation of this notion with duality with respect to a measure as studied in Markov process theory and potential theory…
In this paper we study in details the properties of the duality product of multivectors and multiforms (used in the definition of the hyperbolic Clifford algebra of multivefors) and introduce the theory of the k multivector and l multiform…
Linear skew-product semidynamical systems generated by random systems of delay differential equations are considered, both on a space of continuous functions as~well as on a space of $p$-summable functions. The main result states that in…
On a (pseudo-) Riemannian manifold of dimension n > 2, the space of tensors which transform covariantly under Weyl rescalings of the metric is built. This construction is related to a Weyl-covariant operator D whose commutator [D,D] gives…
A transfer matrix function representation of the fundamental solution of the general-type discrete Dirac system, corresponding to rectangular Schur coefficients and Weyl functions, is obtained. Connections with Szeg\"o recurrence, Schur…
Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes and all possible scenarios we identify the corresponding…
We show a decomposition into the sum of a martingale and a deterministic quantity for time averages of the solutions to non-autonomous SDEs and for discrete-time Markov processes. In the SDE case the martingale has an explicit…
We characterize the set of rectangular Weyl matrix functions corresponding to Dirac systems with locally square-integrable potentials on a semi-axis and demonstrate a new way to recover the locally square-integrable potential from the Weyl…
Strongly Rayleigh distributions are natural generalizations of product and determinantal probability distributions and satisfy strongest form of negative dependence properties. We show that the "natural" Monte Carlo Markov Chain (MCMC) is…
We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the…
Two aspects of noncolliding diffusion processes have been extensively studied. One of them is the fact that they are realized as harmonic Doob transforms of absorbing particle systems in the Weyl chambers. Another aspect is integrability in…
For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal…