Related papers: A note on Wiener-Hopf factorization for Markov Add…
With a view to computing fluctuation identities related to stable processes, we review and extend the class of hypergeometric L\'evy processes explored in Kuznetsov and Pardo (arXiv:1012.0817). We give the Wiener-Hopf factorisation of a…
Monte Carlo simulations of systems with a complex action are known to be extremely difficult. A new approach to this problem based on a factorization property of distribution functions of observables has been proposed recently. The method…
This paper is a continuation of the work on unbounded Toeplitz-like operators $T_\Om$ with rational matrix symbol $\Om$ initiated in Groenewald et. al (Complex Anal. Oper. Theory 15, 1(2021)), where a Wiener-Hopf type factorization of $\Om$…
We derive a moment formula for generalized fractional polynomial processes, i.e., for polynomial-preserving Markov processes time-changed by an inverse L\'evy-subordinator. If the time change is inverse $\alpha$-stable, the time-derivative…
Generalization of the Lorden's inequality is an excellent tool for obtaining strong upper bounds for the convergence rate for various complicated stochastic models. This paper demonstrates a method for obtaining such bounds for some…
We linearize and solve the Van der Pol equation (with additional nonlinear terms) by the application of a generalized form of Cole-Hopf transformation. We classify also Lienard equations with low order polynomial coefficients which can be…
Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes and all possible scenarios we identify the corresponding…
We prove Wigner-Eckart theorem for the irreducible tensor operators for arbitrary Hopf algebras, provided that tensor product of their irreducible representation is completely reducible. The proof is based on the properties of the…
It is shown that, under some mild technical conditions, representations of prime numbers by binary quadratic forms can be computed in polynomial complexity by exploiting Schoof's algorithm, which counts the number of $\mathbb F_q$-points of…
There is a long tradition of categorifying combinatorial Hopf algebras by the modules of a tower of algebras (or even better via the representation theory of a tower of groups). From the point of view of combinatorics, such a…
This paper concerns the Vertex Reinforced Jump Process (VRJP) and its representations as a Markov process in random environment. We show that all possible representations of the VRJP as a mixture of Markov processes can be expressed in a…
We focus on the problem of producing new modular tensor categories from Hopf algebras. To do this, we first give a general method to construct factorizable Hopf algebras. Then we apply the method to construct two families of ribbon…
The logarithm of the diagonal matrix element of a high power of a random matrix converges to the Cole-Hopf solution of the Kardar-Parisi-Zhang equation in the sense of one-point distributions.
We revisit affine diffusion processes on general and on the canonical state space in particular. A detailed study of theoretic and applied aspects of this class of Markov processes is given. In particular, we derive admissibility conditions…
Embedding formula allows to recycle solution of a family boundary value problems by expressing all the solutions in terms of a small number of solutions. Such formulas have been previously derived in the context of diffraction by applying a…
The standard approach in solving stochastic equations is eigenvector decomposition. Using separation ansatz $P(i,t)=u(i)e^{\mu t}$ one obtains standard equation for eigenvectors $Ku=\mu u$, where $K$ is the rate matrix of the master…
We study the lazy Markov chain on $\mathbf{F}_p$ defined as $X_{n+1}=X_n$ with probability $1/2$ and $X_{n+1}=f(X_n) \cdot \varepsilon_{n+1}$, where $\varepsilon_n$ are random variables distributed uniformly on $\{ \gamma^{},…
In recent years a Hopf algebraic structure underlying the process of renormalization in quantum field theory was found. It led to a Birkhoff factorization for (regularized) Hopf algebra characters, i.e. for Feynman rules. In this work we…
According to the Wiener-Hopf factorization, the characteristic function $\varphi$ of any probability distribution $\mu$ on $\mathbb{R}$ can be decomposed in a unique way as…
We study the Markov chain on $\mathbf{F}_p$ obtained by applying a function $f$ and adding $\pm\gamma$ with equal probability. When $f$ is a linear function, this is the well-studied Chung--Diaconis--Graham process. We consider two cases:…