Related papers: Affine Dunkl processes
We treat the class of universal Markov processes on the d-dimensional Euklidean space which do not depend on random. For these, as well as for several subclasses, we prove criteria whether a function f, defined on the positive half-line,…
For the root systems of type $B_l, C_l$ and $D_l$, we generalize the result of \cite{DZ1998} by showing the existence of Frobenius manifold structures on the orbit spaces of the extended affine Weyl groups that correspond to any vertex of…
In this paper, we consider some aspects of the numerical analysis of the mathematical model of fractional Duffing with a derivative of variable fractional order of the Riemann-Liouville type. Using numerical methods: an explicit…
We present a construction of a class of rational solutions of the Painlev\'e V equation that exhibit a two-fold degeneracy, meaning that there exist two distinct solutions that share identical parameters. The fundamental object of our study…
We provide a template to derive convergence rates for the following popular versions of the Frank-Wolfe algorithm on polytopes: vanilla Frank-Wolfe, Frank-Wolfe with away steps, Frank-Wolfe with blended pairwise steps, and Frank-Wolfe with…
We introduce a novel primal-dual flow for affine constrained convex optimization problems. As a modification of the standard saddle-point system, our primal-dual flow is proved to possess the exponential decay property, in terms of a…
We prove that the category of finitely generated graded modules over the quiver Hecke algebra of arbitrary type admits numerous stratifications in the sense of Kleshchev. A direct consequence is that the full subcategory corresponding to…
We obtain Drinfeld second realization of the quantum affine superalgebras associated with the affine Lie superalgebra $D^{(1)}(2,1;x)$. Our results are analogous to those obtained by Beck for the quantum affine algebras. Beck's analysis…
Using results from our companion article [arXiv:1112.4824v2] on a Schauder approach to existence of solutions to a degenerate-parabolic partial differential equation, we solve three intertwined problems, motivated by probability theory and…
In this paper, we deal with a class of reflected backward stochastic differential equations associated to the subdifferential operator of a lower semi-continuous convex function driven by Teugels martingales associated with L\'{e}vy…
For a broad class of point processes, including determinantal point processes, we construct associated marked and conditional ensembles, which allow to study a random configuration in the point process, based on information about a randomly…
Cuspidal systems parameterize KLR algebra representations via root partitions $\pi$, where simple modules $L(\pi)$ arise as heads of proper standard modules. Working in affine type A with an arbitrary convex preorder, we construct explicit…
The Weyl closure is a basic operation in algebraic analysis: it converts a system of differential operators with rational coefficients into an equivalent system with polynomial coefficients. In addition to encoding finer information on the…
Recurrent relations for branching coefficients in affine Lie algebras integrable highest weight modules are studied. The decomposition algorithm based on the injection fan technique is developed for the case of an arbitrary reductive…
In this paper we derive martingale estimating functions for the dimensionality parameter of a Bessel process based on the eigenfunctions of the diffusion operator. Since a Bessel process is non-ergodic and the theory of martingale…
We consider a one-dimensional system of Brownian particles that repel each other through a logarithmic potential. We study two formulations for the system and the relation between them. The first, Dyson's Brownian motion model, has an…
We prove the dynamical Mordell-Lang conjecture for product of endomorphisms of an affine curve and a projective curve over $\overline{\mathbb{Q}}$.
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…
Two families of stochastic interacting particle systems, the interacting Brownian motions and Bessel processes, are defined as extensions of Dyson's Brownian motion models and the eigenvalue processes of the Wishart and Laguerre processes…
We present a four-parameter family of ordinary differential systems in dimension three with affine Weyl group symmetry of type $D_4^{(1)}$. By obtaining its first integral, we can reduce this system to the second-order non-linear ordinary…