Related papers: Infinitesimal generators of q-Meixner processes
We analyze the microlocal structure of the infinitesimal generator of a L\'evy process on a closed Riemannian manifold when conjugate points are allowed. We show that if there are no singular conjugate pairs, then the infinitesimal…
The Markov group conjecture, a long-standing open problem in the theory of Markov processes with countable state space, asserts that a strongly continuous Markov semigroup $T = (T_t)_{t \in [0,\infty)}$ on $\ell^1$ has bounded generator if…
The complete classification of the finite simple groups that are $(2,3)$-generated is a problem which is still open only for orthogonal groups. Here, we construct $(2, 3)$-generators for the finite odd-dimensional orthogonal groups…
The infinitesimal generator of a one-dimensional strictly $\alpha$-stable process can be represented as a weighted sum of (right and left) Riemann-Liouville fractional derivatives of order $\alpha$ and one obtains the fractional Laplacian…
We construct the infinitesimal generator of the Brox diffusion on a line with a periodic Brownian environment. This gives a new construction of the process and allows to solve the singular martingale problem. We prove that the associated…
The Heisenberg group is one of the simplest sub-Riemannian settings in which we can define non-elliptic H\"ormander type generators. We can then consider coercive inequalities associated to such generators. We prove that a certain class of…
We study self-duality for interacting particle systems, where the particles move as continuous time random walkers having either exclusion interaction or inclusion interaction. We show that orthogonal self-dualities arise from unitary…
For a broad class of the Levy processes the new form (convolution type) of the infinitesimal generators is introduced. It leads to the new notions: a truncated generator, a quasi-potential. The probability of the Levy process remaining…
The $q$-Ornstein-Uhlenbeck processes, $q\in(-1,1)$, are a family of stationary Markov processes that converge weakly to the standard Ornstein-Uhlenbeck process as $q$ tends to 1. It has been noticed recently that in terms of path…
K. It\^{o} characterised in \cite{ito} zero-mean stationary Gauss Markov-processes evolving on a class of infinite-dimensional spaces. In this work we extend the work of It\^{o} in the case of Hilbert spaces: Gauss-Markov families that are…
Consider the continuous-time Markov Branching Process. In critical case we consider a situation when the generating function of intensity of transformation of particles has the infinite second moment, but its tail regularly varies in sense…
We study infinitesimal generators of one-parameter semigroups in the unit disk $\mathbb D$ having prescribed boundary regular fixed points. Using an explicit representation of such infinitesimal generators in combination with Krein-Milman…
Let $T$ be an underlying space with a non-atomic measure $\sigma$ on it. In [{\it Comm.\ Math.\ Phys.}\ {\bf 292} (2009), 99--129] the Meixner class of non-commutative generalized stochastic processes with freely independent values,…
We study stochastic monotonicity and propagation of order for Markov processes with respect to stochastic integral orders characterized by cones of functions satisfying $\Phi f \geq 0$ for some linear operator $\Phi$. We introduce a new…
Assuming uniqueness of the martingale problem for Markov processes of generators $q_t$ in a quadratic family like \[q_t(i,j) = a_t(i) q_0(i,j)^2 + b_t(i) q_0(i,j) - \frac{a_t(i)}{N} \sum_k q_0(i,k)^2,\] where $a_t(i),b_t(i)$ are predictable…
We characterize infinitesimal generators of semigroups of holomorphic self-maps of strongly convex domains using the pluricomplex Green function and the pluricomplex Poisson kernel. Moreover, we study boundary regular fixed points of…
In this technical report the $C_0$ semigroup of Frobenius-Perron operators on $L^1(X)$ is considered, where the underlying dynamical system is such that trajectories may leave the state space $X$ and terminate. We introduce a discrete…
We obtain weak rates for approximation of an integral functional of a Markov process by integral sums. An assumption on the process is formulated only in terms of its transition probability density, and, therefore, our approach is not…
We classify the minimal number of generators of artinian equigenerated monomial ideals $I$ such that $\Bbbk[x_1,\ldots,x_n]/I$ is forced to have the weak Lefschetz property.
We show that, for generative classifiers, conditional independence corresponds to linear constraints for the induced discrimination functions. Discrimination functions of undirected Markov network classifiers can thus be characterized by…