Related papers: Bridges of quadratic harnesses
The main message in this paper is that there are surprisingly many different Brownian bridges, some of them - familiar, some of them - less familiar. Many of these Brownian bridges are very close to Brownian motions. Somewhat loosely…
Suppose a link K in a 3-manifold M is in bridge position with respect to two different bridge surfaces P and Q, both of which are c-weakly incompressible in the complement of K. Then either P and Q can be properly isotoped to intersect in a…
We construct a marginally stable linear switching system in continuous time, in four dimensions and with three switching states, which is exponentially stable with respect to constant switching laws and which has a unique Barabanov norm,…
We implement faster-than-adiabatic two-qubit phase gates using smooth state-dependent forces. The forces are designed to leave no final motional excitation, independently of the initial motional state in the harmonic, small-oscillations…
We prove a simple necessary and sufficient condition for a two-bridge knot K(p,q) to be quasipositive, based on the continued fraction expansion of p/q. As an application, coupled with some classification results in contact and symplectic…
We study the infinitesimal generators of evolutions of linear mappings on the space of polynomials, which correspond to a special class of Markov processes with polynomial regressions called quadratic harnesses. We relate the infinitesimal…
We introduce a class of Markov processes, called $m$-polynomial, for which the calculation of (mixed) moments up to order $m$ only requires the computation of matrix exponentials. This class contains affine processes, processes with…
Martensites are long-lived nonequilibrium structures produced following a quench across a solid state structural transition. In a recent paper (Phys. Rev. Lett. 78, 2168 (1997)), we had described a mode-coupling theory for the morphology…
We present a time change construction of affine processes with state-space $\mathbb{R}_+^m\times \mathbb{R}^n$. These processes were systematically studied in (Duffie, Filipovi\'c and Schachermayer, 2003) since they contain interesting…
We consider discrete-time Markov bridges, chains whose initial and final states coincide. We derive exact finite-time formulae for the joint probability distributions of additive functionals of trajectories. We apply our theory to…
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,…
We treat the class of universal Markov processes on the d-dimensional Euklidean space which do not depend on random. For these, as well as for several subclasses, we prove criteria whether a function f, defined on the positive half-line,…
We consider coupled waveguide lattices as an architecture that implement a wide range of multiport transformations. In this architecture, a particular transfer matrix is obtained through setting the step-wise profiles of the propagation…
We provide a general framework for dual representations of Laplace transforms of Markov processes. Such representations state that the Laplace transform of a finite-dimensional distribution of a Markov process can be expressed in terms of a…
In this paper, we study consistent and partially exchangeable sequences of Markov chains on a finite state space. We provide a characterisation of the admissible transition rates via a decomposition into individual and coordinated motion of…
Random Bridges have gained significant attention in recent years due to their potential applications in various areas, particularly in information-based asset pricing models. This paper aims to explore the potential influence of the pinning…
A Markov matrix is embeddable if it can represent a homogeneous continuous-time Markov process. It is well known that if a Markov matrix has real and pairwise-different eigenvalues, then the embeddability can be determined by checking…
A central task in quantum information processing is to characterize quantum processes. In the realm of optical quantum information processing, this amounts to characterizing the transformations of the mode creation and annihilation…
We consider the convergence of a continuous-time Markov chain approximation X^h, h>0, to an R^d-valued Levy process X. The state space of X^h is an equidistant lattice and its Q-matrix is chosen to approximate the generator of X. In…
We consider a class of stochastic processes containing the classical and well-studied class of Squared Bessel processes. Our model, however, allows the dimension be a function of the time. We first give some classical results in a larger…