Related papers: Financial Lie groups
Bayes factors are characterized by both the powerful mathematical framework of Bayesian statistics and the useful interpretation as evidence quantification. Former requires a parameter distribution that changes by seeing the data, latter…
We generalize the common notion of descending and ascending central series. The descending approach determines a naturally graded Lie ring and the ascending version determines a graded module for this ring. We also link derivations of these…
Let $P$ be an arbitrary partially ordered set, $R$ a commutative ring with identity and $FI(P,R)$ the finitary incidence algebra of $P$ over $R$. Under some natural assumption on $R$, we prove that each Lie-type derivation of $FI(P,R)$ is…
The eventological theory of decision-making, the theory of eventfull decision-making is a theory of decision-making based on eventological principles and using results of mathematical eventology; a theoretical basis of the practical…
In this note we further explore the properties of universal enveloping algebras associated to a post-Lie algebra. Emphasizing the role of the Magnus expansion, we analyze the properties of group like-elements belonging to (suitable…
The enhanced power graph $\mathcal{P}_e(G)$ of a group $G$ is a graph with vertex set $G$ and two vertices are adjacent if they belong to the same cyclic subgroup. In this paper, we consider the minimum degree, independence number and…
We factorize harmonic maps with values in a semisimple Lie groups in a product of harmonic maps with values in the components of the Iwasawa decomposition. In particular, we use this factorization to study the harmonic maps from…
In the first, mostly expository, part of this paper, a graded Lie algebra is associated to every group G given with an N-series of subgroups. The asymptotics of the Poincare series of this algebra give estimates on the growth of the group…
There is an abundance of useful fluctuation identities for one-sided L\'evy processes observed up to an independent exponentially distributed time horizon. We show that all the fundamental formulas generalize to time horizons having matrix…
For a finite-dimensional representation V of a group G we introduce and study the notion of a Lie element in the group algebra k[G]. The set L(V) \subset k[G] of Lie elements is a Lie algebra and a G-module acting on the original…
We define an enumerative function F(n,k,P,m) which is a generalization of binomial coefficients. Special cases of this function are also power function, factorials, rising factorials and falling factorials. The first section of the paper is…
We present a general method to obtain a closed, finite formula for the exponential map from the Lie algebra to the Lie group, for the defining representation of the orthogonal groups. Our method is based on the Hamilton-Cayley theorem and…
Let X be a smooth variety over a field of positive characteristic, and let E be an overconvergent isocrystal on X. We establish a criterion for the existence of a "canonical logarithmic extension" of E to a good compactification of X. In…
This paper provides a framework for investigations in fluctuation theory for L\'evy processes with matrix-exponential jumps. We present a matrix form of the components of the infinitely divisible factorization. Using this representation we…
Let $\mathfrak{g}$ be a Lie algebra, $E$ a vector space containing $\mathfrak{g}$ as a subspace. The paper is devoted to the \emph{extending structures problem} which asks for the classification of all Lie algebra structures on $E$ such…
We introduce a notion of a length function exponentially distorted on a (compactly generated) subgroup of a locally compact group. We prove that for a connected linear complex Lie group there is a maximum equivalence class of length…
For a perfect Lie algebra $\mathfrak{h}$ we classify all Lie algebras containing $\mathfrak{h}$ as a subalgebra of codimension $1$. The automorphism groups of such Lie algebras are fully determined as subgroups of the semidirect product…
Gaussian graphical models have become a well-recognized tool for the analysis of conditional independencies within a set of continuous random variables. From an inferential point of view, it is important to realize that they are composite…
In this paper we introduce a new type of exponential map in semi-simple compact Lie groups, which is related to the sub-Riemannian geometry generated by the orthogonal complement of a Cartan subalgebra in a similar way to how the group…
Two Lie algebroids are presented that are linked to the construction of the linearizing output of an affine in the input nonlinear system. The algorithmic construction of the linearizing output proceeds inductively, and each stage has two…