Related papers: Affine processes on symmetric cones
We classify the irreducible finite-dimensional representations of the twisted quantum affine algebras.
This paper considers discretization of the L\'evy process appearing in the Lamperti representation of a strictly positive self-similar Markov process. Limit theorems for the resulting approximation are established under some regularity…
On the predual of a von Neumann algebra, we define a differentiable manifold structure and affine connections by embeddings into non-commutative L_p-spaces. Using the geometry of uniformly convex Banach spaces and duality of the L_p and L_q…
The aim of this note is to give a straightforward proof of a general version of the Ciesielski-Taylor identity for positive self-similar Markov processes of the spectrally negative type which umbrellas all previously known Ciesielski-Taylor…
In this work, we consider, in a general setting, multiparameter multidimensional Markov processes that are time-changed by an independent additive subordinator. By extending Phillips theorem, we show that the resulting process is a Feller…
We characterise the convergence of a certain class of discrete time Markov processes toward locally Feller processes in terms of convergence of associated operators. The theory of locally Feller processes is applied to L\'evy-type processes…
We show that every convex polyhedron admits a simple edge unfolding after an affine transformation. In particular there exists no combinatorial obstruction to a positive resolution of Durer's unfoldability problem, which answers a question…
A general procedure of affinization of linear algebra structures is illustrated by the case of Leibniz algebras. Specifically, the definition of an affine Leibniz bracket, that is, a bi-affine operation on an affine space that at each…
When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…
In this paper, we present a comprehensive theory of generalized and weak generalized convolutions, illustrate it by a large number of examples, and discuss the related infinitely divisible distributions. We consider L\'{e}vy and additive…
We completely describe a new domain for abstract interpretation of numerical programs. Fixpoint iteration in this domain is proved to converge to finite precise invariants for (at least) the class of stable linear recursive filters of any…
Under continuity and recurrence assumptions, we prove that the iteration of successive partial symmetrizations that form a time-homogeneous Markov process, converges to a symmetrization. We cover several settings, including the…
This paper studies system theoretic properties of the class of difference inclusions of convex processes. We will develop a framework considering eigenvalues and eigenvectors, weakly and strongly invariant cones, and a decomposition of…
Normalizing flows attempt to model an arbitrary probability distribution through a set of invertible mappings. These transformations are required to achieve a tractable Jacobian determinant that can be used in high-dimensional scenarios.…
We show that we can release the rigidity of the skew Howe duality process for ${\mathfrak sl}_n$ knot invariants by rescaling the quantum Weyl group action, and recover skein modules for web-tangles. This skew Howe duality phenomenon can be…
We introduce a new approach for computing curvature of sub-Riemannian manifolds. Curvature is here meant as symplectic invariants of Jacobi curves of geodesics, as introduced by Zelenko and Li. We describe how they can be expressed using a…
It is known that, in general, an affine or Gabor AP-frame is an $L^2(\mathbb{R})$-frame and conversely. In part as a consequence of the Ergodic Theorem, we prove a necessary and sufficient condition for an affine (wavelet) system…
We consider Markov chains on general state spaces in stationary random environment which are defined by a random mapping that is contractive up to a bounded perturbation. We prove their convergence to a limiting law, providing convergence…
We develop a general construction for nonlinear L\'evy processes with given characteristics. More precisely, given a set $\Theta$ of L\'evy triplets, we construct a sublinear expectation on Skorohod space under which the canonical process…
We classify surjective self-maps (of degree at least two) of affine surfaces according to the log Kodaira dimension.