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Starting with the recursive extended Euclid's algorithm, we apply a systematic approach using matrix notation to transform it into an iterative algorithm. The partial correctness proof derived from the transformation turns out to be very…
Based on operators borrowed from scattering theory, several concrete realizations of index theorems are proposed. The corresponding operators belong to some C*-algebras of pseudo-differential operators with coefficients which either have…
In this paper, we prove a Morse index theorem for the index form of even order linear Hamiltonian systems on the closed interval with reasonable self-adjoint boundary conditions. The highest order term is assumed to be nondegenerate.
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…
We investigate the algebra of repeated integrals of semimartingales. We prove that a minimal family of semimartingales generates a quasi-shuffle algebra. In essence, to fulfill the minimality criterion, first, the family must be a minimal…
In the present paper we propose a new approach on `distributed systems': the processes are represented through total orders and the communications are characterized by means of biorders. The resulting distributed systems capture situations…
CUR matrix decomposition computes the low rank approximation of a given matrix by using the actual rows and columns of the matrix. It has been a very useful tool for handling large matrices. One limitation with the existing algorithms for…
We identify computability-theoretic properties enabling us to separate various statements about partial orders in reverse mathematics. We obtain simpler proofs of existing separations, and deduce new compound ones. This work is part of a…
We present two new algorithms for the computation of the q-integer linear decomposition of a multivariate polynomial. Such a decomposition is essential for the treatment of q-hypergeometric symbolic summation via creative telescoping and…
In this paper we survey the almost sure central limit theorem and its functional form (quenched) for stationary and ergodic processes. For additive functionals of a stationary and ergodic Markov chain these theorems are known under the…
Finite linear least squares is one of the core problems of numerical linear algebra, with countless applications across science and engineering. Consequently, there is a rich and ongoing literature on algorithms for solving linear least…
We give a simple way to extend index-theoretical statements from partial differential operators with smooth coefficients to operators with coefficients of finite Sobolev order.
In this paper we present efficient computational and symbolic algorithms for solving a nearly pentadiagonal linear systems. The implementation of the algorithms using Computer Algebra Systems (CAS)such as MAPLE, MACSYMA, MATHEMATICA, and…
We present a relatively simple description of binary, definable subsets of models of weakly quasi-o-minimal theories. In particular, we closely describe definable linear orders and prove a weak version of the monotonicity theorem. We also…
In this paper, we extend Roe's cyclic $1$-cocycle to relative settings. We also prove two relative index theorems for partitioned manifolds by using its cyclic cocycle, which are generalizations of index theorems on partitioned manifolds.…
We propose some backward-forward martingale decompositions for functions of reversible Markov chains. These decompositions are used to prove the functional CLT for reversible Markov chains with asymptotically linear variance of partial…
By using the quasi-determinant the construction of Gel'fand et al. leads to the inverse of a matrix with noncommuting entries. In this work we offer a new method that is more suitable for physical purposes and motivated by deformation…
We consider the problem of finding a real valued martingale fitting specified marginal distributions. For this to be possible, the marginals must be increasing in the convex order and have constant mean. We show that, under the extra…
We introduce the notion of a quasi-matroidal class of ordered simplicial complexes: an approximation to the idea of a matroid cryptomorphism in the landscape of ordered simplicial complexes. A quasi-matroidal class contains pure shifted…
We prove a robust super-hedging duality result for path-dependent options on assets with jumps, in a continuous time setting. It requires that the collection of martingale measures is rich enough and that the payoff function satisfies some…