Related papers: Elementary results on K processes with weights
In this paper we give an attempt to extend some arithmetic properties such as multiplicativity, convolution products to the setting of operators theory. We provide a significant examples which are of interest in number theory. We also give…
Transfer entropy (TE) was introduced by Schreiber in 2000 as a measurement of the predictive capacity of one stochastic process with respect to another. Originally stated for discrete time processes, we expand the theory in line with recent…
In this paper we investigate the shrinking target property for irrational rotations. This was first studied by Kurzweil (1951) and has received considerable interest of late. Using a new approach, we generalize results of Kim (2007) and…
The tensor product of $\mathbb{A}^1$-invariant sheaves with transfers introduced by Voevodsky is generalized to reciprocity sheaves via the theory of modulus presheaves with transfers. We prove several general properties of this…
In 1940 Paul Erd\H{o}s made a conjecture about the distribution of reduced residues. Here we study the distribution of $k$-tuple of reduced residues.
We prove existence of boundary limits of ratios of positive harmonic functions for a wide class of Markov processes with jumps and irregular domains, in the context of general metric measure spaces. As a corollary, we prove uniqueness of…
The aim of this paper is to find distributional results for the posterior parameters which arise in the Sethuraman (1994) representation of the Dirichlet process. These results can then be used to derive simply the posterior of the…
The standard approach in solving stochastic equations is eigenvector decomposition. Using separation ansatz $P(i,t)=u(i)e^{\mu t}$ one obtains standard equation for eigenvectors $Ku=\mu u$, where $K$ is the rate matrix of the master…
In Early Transcendentals (The American Mathematical Monthly, Vol. 104, No 7) Steven Weintraub presents a rigorous justifcation of the "early transcendental" calculus textbook approach to the exponential and logarithmic functions. However,…
We consider a model of random tree growth, where at each time unit a new vertex is added and attached to an already existing vertex chosen at random. The probability with which a vertex with degree $k$ is chosen is proportional to $w(k)$,…
Partial mean with generated regressors arises in several econometric problems, such as the distribution of potential outcomes with continuous treatments and the quantile structural function in a nonseparable triangular model. This paper…
A general theory of quantum stochastic processes was formulated by Accardi, Frigerio and Lewis in 1982 within the operator-algebraic framework of quantum probability theory, as a non-commutative extension of the Kolmogorovian classical…
In the past we have considered Gaussian random matrix ensembles in the presence of an external matrix source. The reason was that it allowed, through an appropriate tuning of the eigenvalues of the source, to obtain results on non-trivial…
Let $(G_n)_{n\geqslant 0}$ be a linear recurrence sequence defining a numeration system and satisfying mild structural hypotheses. For real-valued G-additive functions (additive in the greedy G-digits), we establish an…
Consider an ergodic Markov chain on a countable state space for which the return times have exponential tails. We show that the stationary version of any such chain is a finitary factor of an i.i.d. process. A key step is to show that any…
These are notes from my lectures on quantum K-theory of Nakajima quiver varieties and K-theoretic Donaldson-Thomas theory of threefolds given at Columbia and Park City Mathematics Institute. They contain an introduction to the subject and a…
Given a sequence of i.i.d. random functions $\Psi_{n}:\mathbb{R}\to\mathbb{R}$, $n\in\mathbb{N}$, we consider the iterated function system and Markov chain which is recursively defined by $X_{0}^{x}:=x$ and…
We construct the non-linear Markov process connected with biological model of bacterial genome recombination. The description of invariant measures of this process gives us the solution of one problem in elementary probability theory.
An elementary construction of the Wiener process is discussed, based on a proper sequence of simple symmetric random walks that uniformly converge on bounded intervals, with probability 1. This method is a simplification of F.B. Knight's…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…