Related papers: Free Quadratic Harness
We present a microscopic model for hadron resonances which contains, in addition to constituent (anti)quarks, mesonic degrees of freedom. It is assumed that the (anti)quarks are confined by an instantaneous potential and that the mesons can…
A multiplicative cascade can be thought of as a randomization of a measure on the boundary of a tree, constructed from an iid collection of random variables attached to the tree vertices. Given an initial measure with certain regularity…
We propose a determinant-free approach for simulation-based Bayesian inference in high-dimensional Gaussian models. We introduce auxiliary variables with covariance equal to the inverse covariance of the model. The joint probability of the…
The Hamiltonian structure of the gauge-free gyrokinetic Vlasov-Maxwell equations is presented in terms of a Hamiltonian functional and a gyrokinetic Vlasov-Maxwell bracket. The bracket is used to show that the gyrokinetic angular-momentum…
We consider a general honest homogeneous continuous-time Markov process with restarts. The process is forced to restart from a given distribution at time moments generated by an independent Poisson process. The motivation to study such…
For a general free L\'evy process, we prove the existence of its higher variation processes as limits in distribution, and identify the limits in terms of the L\'evy-It\^o representation of the original process. For a general free compound…
This work is a continuation of [Kalikaeva, MPRF, 23(2):225-240]. The object of study is ``Markov-up processes'' on $\mathbb Z_+$ and the moment of downcrossing a certain barrier. The processes considered in this paper differ from Markov…
The theory of Markov processes on the square lattice has been given recently by the second author a new algebraic description in terms of operads. In particular, this new approach allows for a nice description of invariant boundary…
The two-parameter Macdonald polynomials are a central object of algebraic combinatorics and representation theory. We give a Markov chain on partitions of k with eigenfunctions the coefficients of the Macdonald polynomials when expanded in…
We consider skew free extensions of rings, also known as free multivariate skew polynomial rings, and explore some of the algebraic aspects of this construction. We give different characterizations of such rings and present conditions for…
If a given aggregate process $S$ is a compound mixed Poisson process under a probability measure $P$, a characterization of all probability measures $Q$ on the domain of $P$, such that $P$ and $Q$ are progressively equivalent and $S$…
Due to remarkable advances in colloid synthesis techniques, systems of squares and cubes, once an academic abstraction for theorists and simulators, are nowadays an experimental reality. By means of a free minimization of the free-energy…
We investigate the rate functions that emerge in our previous works towards large deviation principle for the matrix liberation process driven by the unitary Brownian motion as well as the unitary Brownian motion itself. Our approach is…
In this paper, we consider a discrete time economy where we assume that the short term interest rate follows a quadratic term structure of a regime switching asset process. The possible non-linear structure and the fact that the interest…
A Markov decision problem is called reversible if the stationary controlled Markov chain is reversible under every stationary Markovian strategy. A natural application in which such problems arise is in the control of Metropolis-Hastings…
A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…
The six-vertex model is an important model in statistical physics and has deep connections with counting problems. There have been some fully polynomial randomized approximation schemes (FPRAS) for the six-vertex model [30, 10], which all…
A fully relativistic quark model is constructed and applied to the study of wave-functions as well as the spectrum of heavy-light mesons. The free parameters of the model are a constituent quark mass and (on the lattice) an adjustable…
In this contribution we deal with Gaussian quadrature rules based on orthogonal polynomials associated with a weight function $w(x)= x^{\alpha} e^{-x}$ supported on an interval $(0,z)$, $z>0.$ The modified Chebyshev algorithm is used in…
Define the scaled empirical point process on an independent and identically distributed sequence $\{Y_i: i\le n\}$ as the random point measure with masses at $a_n^{-1} Y_i$. For suitable $a_n$ we obtain the weak limit of these point…