Related papers: Characterising Ocone local martingales with reflec…

A linear scattering problem for which incoming and outgoing waves are restricted to a finite number of radiation channels can be precisely described by a frequency-dependent scattering matrix. The entries of the scattering matrix, as…

Continuing [Fuchino, Ottenbreit and Sakai[9, 10]] and [Fuchino and Ottenbreit[11]], we further study reflection principles in connection with the L\"owenheim-Skolem Theorems of stationary logics. In this paper, we mainly analyze the…

Let $\xi$ n , n $\in$ N be a sequence of i.i.d. random variables with values in Z. The associated random walk on Z is S(n) = $\xi$ 1 + $\times$ $\times$ $\times$ + $\xi$ n+1 and the corresponding "reflected walk" on N 0 is the Markov chain…

We consider reflected backward stochastic differential equations with two optional barriers of class (D) satisfying Mokobodzki's separation condition and coefficient which is only continuous and non-increasing. We assume that data are…

We performed numerical simulations of general relativistic magnetohydrodynamics with uniform resistivity to investigatethe occurrence of magnetic reconnection in a split-monopole magnetic field around a Schwarzschild black hole. We found…

We consider the problem of computing an approximation to the integral $I=\int_{[0,1]^d}f(x) dx$. Monte Carlo (MC) sampling typically attains a root mean squared error (RMSE) of $O(n^{-1/2})$ from $n$ independent random function evaluations.…

It is shown here that if $(Y,\|\cdot\|_Y)$ is a Banach space in which martingale differences are unconditional (a UMD Banach space) then there exists $c=c(Y)\in (0,\infty)$ with the following property. For every $n\in \mathbb{N}$ and…

For an infinite system of particles arriving in and departing from a habitat $X$ -- a locally compact Polish space with a positive Radon measure $\chi$ -- a Markov process is constructed in an explicit way. Along with its location $x\in X$,…

When the limiting compensator of a sequence of martingales is continuous, we obtain a weak convergence theorem for the martingales; the limiting process can be written as a Brownian motion evaluated at the compensator and we find sufficient…

In seismic monitoring, one is usually interested in the response of a changing target zone, embedded in a static inhomogeneous medium. We introduce an efficient method which predicts reflection responses at the earth's surface for different…

We present a relation between stable rank one and real rank zero via the method of tracial oscillation. Let $A$ be a simple separable $C^*$-algebra of stable rank one. We show that $A$ has tracial approximate oscillation zero and, as a…

We give an almost-complete description of orthogonal matrices $M$ of order $n$ that "rotate a non-negligible fraction of the Boolean hypercube $C_n=\{-1,1\}^n$ onto itself," in the sense that $$P_{x\in C_n}(Mx\in C_n) \ge n^{-C},\mbox{ for…

We consider a discrete time analog of $G$--expectations and we prove that in the case where the time step goes to 0 the corresponding values converge to the original $G$--expectation. Furthermore we provide error estimates for the…

We consider a stationary queueing process $Q_X$ fed by a centered Gaussian process $X$ with stationary increments and variance function satisfying classical regularity conditions. A criterion when, for a given function $f$, $\mathbb P…

Reflected Brownian motion (RBM) in a wedge is a 2-dimensional stochastic process Z whose state space in R^2 is given in polar coordinates by S={(r,theta): r >= 0, 0 <= theta <= xi} for some 0 < xi < 2 pi. Let alpha= (theta_1+theta_2)/xi,…

Given $d \ge 1$, let $(A_i)_{i\ge 1}$ be a sequence of random $d\times d$ real matrices and $Q$ be a random vector in $\mathbb{R}^d$. We consider fixed points of multivariate smoothing transforms, i.e. random variables $X\in \mathbb{R}^d$…

We develop the theory of a special type of scattering state in which a set of asymptotic channels are chosen as inputs and the complementary set as outputs, and there is zero reflection back into the input channels. In general an infinite…

We consider a continuous-time random walk in the quarter plane for which the transition intensities are constant on each of the four faces $(0,\infty)^2$, $F_1=\{0\}\times(0,\infty)$, $F_2=(0,\infty)\times\{0\}$ and $\{(0,0)\}$. We show…

Suppose that $\mathcal{X}$ is a sequentially complete Hausdorff locally convex space over a scalar field $\mathbb{K}$, $V$ is a bounded subset of $\mathcal{X}$, $(a_n)_{n\ge 0}$ is a sequence in $\mathbb{K}\setminus\{0\}$ with the property\…

Let $E$ be an arbitrary subset of the unit circle $T$ and let $f$ be a function defined on $E$. When there exist polynomials $P_n$ which are uniformly bounded by a number $M > 0$ on $T$ and converge (pointwise) to $f$ at each point of $E$?…