Related papers: A note on Wiener-Hopf factorization for Markov Add…
We realise the cohomology ring of a flag manifold, more generally the coinvariant algebra of an arbitrary finite Coxeter group W, as a commutative subalgebra of a certain Nichols algebra in the Yetter-Drinfeld category over W. This gives a…
This note provides a Lefschetz theorem for Minkowski sums of polytopes, and conclude lower bound theorems for Minkowski sums of polytopes. It is written as an appendix to arXiv:1405.7368, so notation and references follow that paper.
A general method to construct recombinant tree approximations for stochastic volatility models is developed and applied to the Heston model for stock price dynamics. In this application, the resulting approximation is a four tuple Markov…
The Lamperti--Kiu transformation for real-valued self-similar Markov processes (rssMp) states that, associated to each rssMp via a space-time transformation, there is a Markov additive process (MAP). In the case that the rssMp is taken to…
The Poincar\'e-Hopf theorem for line fields, as described in a paper of Crowley and Grant, is interpreted as a special case of a Poincar\'e-Hopf theorem for $n$-valued sections of a vector bundle over a closed manifold of the same…
We give factorizations for weighted spanning tree enumerators of Cartesian products of complete graphs, keeping track of fine weights related to degree sequences and edge directions. Our methods combine Kirchhoff's Matrix-Tree Theorem with…
This paper proposes additional material to the main statements of [HL13] which are are recalled in Section~2. In particular an application of [Theorem~2.2,HL13] to Renewal Markov Processes is provided in Section~4 and a detailed checking of…
The paper is a sketch of systematic presentation of distributional limit theorems and their refinements for compound sums. When analyzing, e.g., ergodic semi-Markov systems with discrete or continuous time, this allows us to separate those…
Using the Euler--Maruyama technique, we show that a class of Wiener processes exist that are obtained by computing an arbitrary positive power of them. This can be accomplished with a proper set of definitions that makes meaningful the…
In this paper we study the relationship of the Brouwer degree of a vector field with the dynamics of the induced flow. Analogous relations are studied for the index of a vector field. We obtain new forms of the Poincar% \'{e}-Hopf theorem…
This paper considers the factorization of elliptic symbols which can be represented by matrix-valued functions. Our starting point is a \textit{Fundamental Factorization Theorem}, due to Budjanu and Gohberg. We critically examine the work…
We prove a new theorem on additive Levy processes and show that this theorem implies several proved theorems and a hard conjectured theorem.
We characterize the points that satisfy Birkhoff's ergodic theorem under certain computability conditions in terms of algorithmic randomness. First, we use the method of cutting and stacking to show that if an element x of the Cantor space…
We develop a theory of generalized Hopf invariants in the setting of sectional category. In particular we show how Hopf invariants for a product of fibrations can be identified as shuffle joins of Hopf invariants for the factors. Our…
Drawing on Vanhove's contributions to mixed Hodge structures for Feynman integrals in two-di\-men\-sion\-al quantum field theory, we compute two families of determinants whose entries are Bessel moments. Via explicit factorizations of…
We give a purely combinatorial proof for a two-fold generalization of van der Waerden-Brauer's theorem and Hindman's theorem. We also give tower bounds for a finite version of it.
We study the equational theory of the Weihrauch lattice with multiplication, meaning the collection of equations between terms built from variables, the lattice operations $\sqcup$, $\sqcap$, the product $\times$, and the finite…
The Riemann-Hilbert approach, in conjunction with the canonical Wiener-Hopf factorisation of certain matrix functions called monodromy matrices, enables one to obtain explicit solutions to the non-linear field equations of some…
Consider a Markov chain $\{X_n\}_{n\ge 0}$ with an ergodic probability measure $\pi$. Let $\Psi$ a function on the state space of the chain, with $\alpha$-tails with respect to $\pi$, $\alpha\in (0,2)$. We find sufficient conditions on the…
Some Wiener--Hopf determinants on [0,s] are calculated explicitly for all s>0. Their symbols are zero on an interval and they are related to the determinant with the sine-kernel appearing in the random matrix theory. The determinants are…