Related papers: Levy Processes and Quasi-Shuffle Algebras
Monotone L\'evy processes with additive increments are defined and studied. It is shown that these processes have a natural Markov structure and their Markov transition semigroups are characterized using the monotone L\'evy-Khintchine…
In this article we give an algorithm for determining the generators and relations for the rings of semi-invariant functions on irreducible components of representation spaces for gentle string algebras. These rings of semi-invariants turn…
The algebra of multiple zeta values (MZVs) is encoded as a stuffle (quasi-shuffle) algebra and a shuffle algebra. The MZV stuffle algebra has a natural Hopf algebra structure. This paper equips a Hopf algebra structure to the MZV shuffle…
Given a semisimple element in the loop Lie algebra of a reductive group, we construct a quasi-coherent sheaf on a partial resolution of the trigonometric commuting variety of the Langlands dual group. The construction uses affine Springer…
Using the concept of mixable shuffles, we formulate explicitly the quantum quasi-shuffle product, as well as the subalgebra generated by primitive elements of the quantum quasi-shuffle bialgebra. We construct a braided coalgebra structure…
An affine semigroup is a finitely generated subsemigroup of $(\mathbb Z_{\ge 0}^d, +)$, and a numerical semigroup is an affine semigroup with $d = 1$. A growing body of recent work examines shifted families of numerical semigroups, that is,…
We define a new type of self-similarity for one-parameter families of stochastic processes, which applies to a number of important families of processes that are not self-similar in the conventional sense. This includes a new class of…
In this paper we study processes which are constructed by a convolution of a deterministic kernel with a martingale. A special emphasis is put on the case where the driving martingale is a centred L\'evy process, which covers the popular…
We extend the class of semimartingales in a natural way. This allows us to incorporate processes having paths that leave the state space R^d. In particular Markov processes related to sub-Markovian kernels, but also non-Markovian processes…
A minimal homogeneous generating system of the algebra of semi-invariants of tuples of two-by-two matrices over an infinite field of characteristic two or over the ring of integers is given. In an alternative interpretation this yields a…
Orthogonal and quasi-orthogonal matrices have a long history of use in digital image processing, digital and wireless communications, cryptography and many other areas of computer science and coding theory. The practical benefits of using…
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…
In quantitative finance, we often model asset prices as a noisy Ito semimartingale. As this model is not identifiable, approximating by a time-changed Levy process can be useful for generative modelling. We give a new estimate of the…
The Hopf algebra of word-quasi-symmetric functions ($\WQSym$), a noncommutative generalization of the Hopf algebra of quasi-symmetric functions, can be endowed with an internal product that has several compatibility properties with the…
After classifying indecomposable quasi-classical Lie algebras in low dimension, and showing the existence of non-reductive stable quasi-classical Lie algebras, we focus on the problem of obtaining sufficient conditions for a quasi-classical…
We study class of L\'{e}vy processes having distributions being indentifiable by moments. We define system of polynomial martingales \newline $\left\{ M_{n}(X_{t},t),\mathcal{F}_{\leq t}\right\} _{n\geq 1},$ where $% \mathcal{F}_{\leq t}$…
Deep Gaussian Processes learn probabilistic data representations for supervised learning by cascading multiple Gaussian Processes. While this model family promises flexible predictive distributions, exact inference is not tractable.…
With any non necessarily orientable unpunctured marked surface (S,M) we associate a commutative algebra, called quasi-cluster algebra, equipped with a distinguished set of generators, called quasi-cluster variables, in bijection with the…
Finite-dimensional Reedy algebras form a ring-theoretic analogue of Reedy categories and were recently proved to be quasi-hereditary. We identify Reedy algebras with quasi-hereditary algebras admitting a triangular (or…
Finite linear least squares is one of the core problems of numerical linear algebra, with countless applications across science and engineering. Consequently, there is a rich and ongoing literature on algorithms for solving linear least…