Related papers: Elementary results on K processes with weights

We define and study the index map for families of $G$-transversally elliptic operators and introduce the multiplicity for a given irreducible representation as a virtual bundle over the base of the fibration. We then prove the usual…

This paper is concerned with stochastic processes that model multiple (or iterated) scattering in classical mechanical systems of billiard type, defined below. From a given (deterministic) system of billiard type, a random process with…

The paper consists of two parts. The first part introduces the representation ring for the family of compact unitary groups U(1), U(2),.... This novel object is a commutative graded algebra R with infinite-dimensional homogeneous…

In this article, we propose a way to consider processes indexed by a collection $\mathcal{A}$ of subsets of a general set $\mathcal{T}$. A large class of vector spaces, manifolds and continuous $\mathbb{R}$-trees are particular cases.…

The master equation and, more generally, Markov processes are routinely used as models for stochastic processes. They are often justified on the basis of randomization and coarse-graining assumptions. Here instead, we derive n-th order…

We provide a detailed description of the structure of the transition probabilities and of the hitting distributions of boundary components of a manifold with corners for a degenerate strong Markov process arising in population genetics. The…

We introduce polynomial processes in the sense of [8] in the context of stochastic portfolio theory to model simultaneously companies' market capitalizations and the corresponding market weights. These models substantially extend volatility…

We describe an asymptotic procedure for deriving continuum equations from the kinetic theory of a simple gas. As in the works of Hilbert, of Chapman and of Enskog, we expand in the mean flight time of the constituent particles of the gas,…

Starting from the forward and backward infinitesimal generators of bilateral, time-homogeneous Markov processes, the self-adjoint Hamiltonians of the generalized Schroedinger equations are first introduced by means of suitable Doob…

Markov processes are popular mathematical models, studied by theoreticians for their intriguing properties, and applied by practitioners for their flexible structure. With this book we teach how to model and analyze Markov processes. We…

This paper consists of $3$ parts. The first part only considers classical processes and introduces two different extensions of the notion of hidden Markov process. In the second part, the notion of quantum hidden process is introduced. In…

The T product operation between two three order tensors was invented around 2011 and it arises from many applications, such as signal processing, image feature extraction, machine learning, computer vision, and the multiview clustering…

We investigate the asymptotic behavior of the least squares estimator of the unknown parameters of random coefficient bifurcating autoregressive processes. Under suitable assumptions on inherited and environmental effects, we establish the…

This is a first paper of a series in which we give some generalizations of the Obukhov theorem in the Tucker-Wang approach to Metric- Affine gravity in which we consider more general actions containing scalar and in general fields which do…

We develop the Akhiezer iteration, a generalization of the classical Chebyshev iteration, for the inner product-free, iterative solution of indefinite linear systems using orthogonal polynomials for measures supported on multiple, disjoint…

For each of the four particle processes given by Dieker and Warren [arXiv:0707.1843], we show the $n$-step transition kernels are given by the (dual) (weak) refined symmetric Grothendieck functions up to a simple overall factor. We do so by…

A fundamental result of Biane (1998) states that a process with freely independent increments has the Markov property, but that there are two kinds of free Levy processes: the first kind has stationary increments, while the second kind has…

The manuscript reviews Dirichlet Series of important multiplicative arithmetic functions. The aim is to represent these as products and ratios of Riemann zeta-functions, or, if that concise format is not found, to provide the leading…

Linear fractional Galton-Watson branching processes in i.i.d.~random environment are, on the quenched level, intimately connected to random difference equations by the evolution of the random parameters of their linear fractional marginals.…

We introduce a class of random mechanical systems called random billiards to study the problem of quantifying the irreversibility of nonequilibrium macroscopic systems. In a random billiard model, a point particle evolves by free motion…