Related papers: A note on Wiener-Hopf factorization for Markov Add…
This note develops shortly the theory of time-inhomogeneous additive functionals and is a useful support for the analysis of time-dependent Markov processes and related topics. It is a significant tool for the analysis of BSDEs in law. In…
We generalize the Wiener-Hopf factorization of Laurent series to more general commutative coefficient rings, and we give explicit formulas for the decomposition. We emphasize the algebraic nature of this factorization.
We prove the statement in the title, solving in this way a conjecture stated by Ginot for manifolds with corners. Along the way, we establish a derived Swiss-cheese additivity theorem and an alternative proof for the hyperdescent of…
In the paper, the law of the iterated logarithm for additive functionals of Markov chains is obtained under some weak conditions, which are weaker than the conditions of invariance principle of additive functionals of Markov chains in M.…
Let $f$ be the density function associated to a matrix-exponential distribution of parameters $(\alpha, T,s)$. By exponentially tilting $f$, we find a probabilistic interpretation which generalises the one associated to phase-type…
We give a self-contained account of a construction due to Rossmann which lifts Springer's action of a Weyl group on the cohomology of a Springer fiber to an action on its homotopy type. We use this construction to produce a generalization…
We establish a Hirzebruch-Riemann-Roch type theorem and Grothendieck-Riemann-Roch type theorem for matrix factorizations on quotient Deligne-Mumford stacks. For this we first construct a Hochschild-Kostant-Rosenberg type isomorphism…
We suggest new closely related methods for numerical inversion of $Z$-transform and Wiener-Hopf factorization of functions on the unit circle, based on sinh-deformations of the contours of integration, corresponding changes of variables and…
It is shown how classes of Fredholm Pfaffians can be computed in terms of canonical, auxiliary Riemann-Hilbert problems as soon as the main kernel in the Pfaffian is either of additive Hankel composition or of truncated Wiener-Hopf type.…
We prove a conjecture of Shklyarov concerning the relationship between K. Saito's higher residue pairing and a certain pairing on the periodic cyclic homology of matrix factorization categories. Along the way, we give new proofs of a result…
This paper presents a stochastic approach to theorems concerning the behavior of iterations of the Bernstein operator $B_n$ taking a continuous function $f \in C[0,1]$ to a degree-$n$ polynomial when the number of iterations $k$ tends to…
The purpose of this paper is twofold. First, we introduce a family of generalized Markov-Hurwitz equations, extending classical Markov-Hurwitz equations with additional degree n-1 interaction terms, Gyoda and Matsushita's generalized Markov…
In this paper we develop a method to compute the solution to a countable (finite or infinite) set of equations that occurs in many different fields including Markov processes that model queueing systems, birth-and-death processes and…
We give a new proof of a result of Rudolph stating that a countable-state mixing Markov chain with exponential return times is finitarily isomorphic to an IID process. Besides being short and direct, our proof has the added benefit of…
Hopf algebras appear in connection with various problems in Pure Mathematics and Theoretical Physics, mainly through their categoriesof representations, which are examples of tensor categories. In recent years, there have been major…
We describe an algebra for composing automata in which the actions have probabilities. We illustrate by showing how to calculate the probability of reaching deadlock in k steps in a model of the classical Dining Philosopher problem, and…
We establish sufficient conditions for the existence, and derive explicit formulas for the $\kappa$'th moments, $\kappa \geq 1$, of Markov modulated generalized Ornstein-Uhlenbeck processes as well as their stationary distributions. In…
It is given an efficient complete parametrization of wavelet matrices of rank $m$, genus $g+1$, and degree $g$, which are naturally identified with corresponding polynomial paraunitary matrix-functions. The parametrization depends on…
This paper provides a serious attempt towards constructing a switching-algebraic theory for weighted monotone voting systems, whether they are scalar-weighted or vector-weighted. The paper concentrates on the computation of a prominent…
We give two combinatorial interpretations of the Matrix Ansatz of the PASEP in terms of lattice paths and rook placements. This gives two (mostly) combinatorial proofs of a new enumeration formula for the partition function of the PASEP.…