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We present an abstract framework for establishing smoothing properties within a specific class of inhomogeneous discrete-time Markov processes. These properties, in turn, serve as a basis for demonstrating the existence of density functions…

Let $K\subset R^n$ be a compact basic semi-algebraic set. We provide a necessary and sufficient condition (with no a priori bounding parameter) for a real sequence $y=(y_\alpha)$, $\alpha\in N^n$, to have a finite representing Borel measure…

Linear filtering problem for infinite-dimensional Gaussian processes is studied, the observation process being finite-dimensional. Integral equations for the filter and for covariance of the error are derived. General results are applied to…

We propose a new statistical observation scheme of diffusion processes named convolutional observation, where it is possible to deal with smoother observation than ordinary diffusion processes by considering convolution of diffusion…

In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a multivariate diffusion process. We consider a variety of…

Let $x$ denote a diffusion process defined on a closed compact manifold. In an earlier article, the author introduced a new approach to constructing admissible vector fields on the associated space of paths, under the assumption of…

We derive necessary density conditions for sampling and for interpolation in general reproducing kernel Hilbert spaces satisfying some natural conditions on the geometry of the space and the reproducing kernel. If the volume of shells is…

Given a bipartite quantum system represented by a tensor product of two Hilbert spaces, we give an elementary argument showing that if either component space is infinite-dimensional, then the set of nonseparable density operators is…

We apply the inseparability criterion for $2 \times 2$ systems, local filtering and Bennett et al. purification protocol [Phys. Rev. Lett. {\bf 76}, 722 (1996)] to show how to distill {\it any} inseparable $2\times 2$ system. The extended…

The aim of this paper is to construct (explicit) heat kernels for some hybrid evolution equations which arise in physics, conformal geometry and subelliptic PDEs. Hybrid means that the relevant partial differential operator appears in the…

We consider a system of particles undergoing correlated diffusion with elastic boundary conditions on the half-line. By taking the large particle limit we establish existence and uniqueness for the limiting empirical measure valued process…

We consider a Wright-Fisher diffusion (x(t)) whose current state cannot be observed directly. Instead, at times t1 < t2 < . . ., the observations y(ti) are such that, given the process (x(t)), the random variables (y(ti)) are independent…

We consider fully nonlinear elliptic integro-differential operators with kernels of variable orders, which generalize the integro-differential operators of the fractional Laplacian type in \cite{CS}. Since the order of differentiability of…

We are interested in the kernel of one-dimensional diffusion equations with continuous coefficients as evaluated by means of explicit discretization schemes of uniform step $h>0$ in the limit as $h\to0$. We consider both semidiscrete…

Density estimation plays a fundamental role in many areas of statistics and machine learning. Parametric, nonparametric and semiparametric density estimation methods have been proposed in the literature. Semiparametric density models are…

We consider homogenization of Dirichlet problems for semilinear elliptic systems with non-smooth data. We suppose that the diffusion tensors H-converge if the homogenization parameter tends to zero. Our result is of implicit function…

The paper deals with kernel density estimates of filtering densities in the particle filter. The convergence of the estimates is investigated by means of Fourier analysis. It is shown that the estimates converge to the theoretical filtering…

We consider controllability for divergence-free systems that have a conserved quantity and satisfy a H\"ormander condition. It is shown that such systems are controllable, provided that the conserved quantity is a proper function. The proof…

We introduce a class of central symmetric infinitely divisible probability measures on compact Lie groups by lifting the characteristic exponent from the real line via the Casimir operator. The class includes Gauss, Laplace and stable-type…

We report on recent progress in the study of nonlinear diffusion equations involving nonlocal, long-range diffusion effects. Our main concern is the so-called fractional porous medium equation, $\partial_t u +(-\Delta)^{s}(u^m)=0$, and some…