Related papers: Martingale-Coboundary Representation for a Class o…
The goal of this paper is to demonstrate the general modeling and practical simulation of random equations with mixture model parameter random variables. Random equations, understood as stationary (non-dynamical) equations with parameters…
Backward stochastic differential equations extend the martingale representation theorem to the nonlinear setting. This can be seen as path-dependent counterpart of the extension from the heat equation to fully nonlinear parabolic equations…
We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define a notion of computable randomness associated with interval, rather than precise,…
We introduce a class of random fields that can be understood as discrete versions of multi-colour polygonal fields built on regular linear tessellations. We focus fir st on consistent polygonal fields, for which we show Markovianity and…
In a number of recent papers, the idea of generalized boundaries has found use in fractal and in multiresolution analysis; many of the papers having a focus on specific examples. Parallel with this new insight, and motivated by quantum…
We prove a central limit theorem for stationary multiple (random) fields of martingale differences $f\circ T_{\underline{i}}$, $\underline{i}\in \Bbb Z^d$, where $T_{\underline{i}}$ is a $\Bbb Z^d$ action. In most cases the multiple…
Linearity allows several versions of reality to simultaneously exist in the state vector. But it implies that there is no interaction between versions, and that there will never be perception of more than one version. It also implies, in…
Condensation is the phenomenon whereby one of a sum of random variables contributes a finite fraction to the sum. It is manifested as an aggregation phenomenon in diverse physical systems such as coalescence in granular media, jamming in…
We review old and new uses of exchangeability, emphasizing the general theme of exchangeable representations of complex random structures. Illustrations of this theme include processes of stochastic coalescence and fragmentation; continuum…
In this paper we introduce an intermediate field representation for random matrices and random tensors with positive (stable) interactions of degree higher than 4. This representation respects the symmetry axis responsible for positivity.…
We present here an explicit form of the random spectral measure element, what allows us to express a stationary random field as a stochastic integral explicitly depending on its power spectrum and a spectral tensor if the field is a vector…
This thesis is devoted to the application of random matrix theory to the study of random surfaces, both discrete and continuous; special emphasis is placed on surface boundaries and the associated boundary conditions in this formalism. In…
Biggins [Uniform convergence of martingales in the branching random walk. {\em Ann. Probab.}, 20(1):137--151, 1992] proved local uniform convergence of additive martingales in $d$-dimensional supercritical branching random walks at complex…
We introduce the notion of a field of covariances, a contravariant functor from non-commutative probability spaces to Hilbert spaces, as the natural categorical analogue of statistical covariance. In the case of finite-dimensional…
When the limiting compensator of a sequence of martingales is continuous, we obtain a weak convergence theorem for the martingales; the limiting process can be written as a Brownian motion evaluated at the compensator and we find sufficient…
We give sufficient conditions for the bounded law of the iterated logarithms for strictly stationary random fields when the summation is done on rectangle. The study is done by the control of an appropriated maximal function. The case of…
The martingale expansion provides a refined approximation to the marginal distributions of martingales beyond the normal approximation implied by the martingale central limit theorem. We develop a martingale expansion framework specifically…
In this article, we define and study a geometry and an order on the set of partitions of an even number of objects. One of the definitions involves the partition algebra, a structure of algebra on the set of such partitions depending on an…
We propose a binary representation of categorical values using a linear map. This linear representation preserves the neighborhood structure of categorical values. In the context of evolutionary algorithms, it means that every categorical…
We study the consequences of the presence of a boundary in topological field theories in various dimensions. We characterize, univocally and on very general grounds, the field content and the symmetries of the actions which live on the…