Related papers: Levy Processes and Quasi-Shuffle Algebras

The goal of this article is to exhibit two new families of finitely generated simple groups of homeomorphisms of $\mathbf{R}$. These families are strikingly different from existing families owing to the nature of their actions on…

We study the structure of families of theories in the language of arithmetic extended to allow these families to refer to one another and to themselves. If a theory contains schemata expressing its own truth and expressing a specific Turing…

Let $X$ be any rational surface. We construct a tilting bundle $T$ on $X$. Moreover, we can choose $T$ in such way that its endomorphism algebra is quasi-hereditary. In particular, the bounded derived category of coherent sheaves on $X$ is…

In this article, the problem of semi-parametric inference on the parameters of a multidimensional L\'{e}vy process $L_t$ with independent components based on the low-frequency observations of the corresponding time-changed L\'{e}vy process…

Using complex analysis techniques we obtain precise asymptotic approximations for the kernels corresponding to the symmetric $\alpha$-stable processes and their fractional derivatives. We apply our method to general L\'evy processes whose…

This paper shows that Cohen-Macaulay algebras can be algebraically approximated in such a way that their Cohen-Macaulayness and minimal Betti numbers are preserved. This is achieved by showing that finitely generated modules over power…

We consider quivers/skew-symmetric matrices under the action of mutation (in the cluster algebra sense). We classify those which are isomorphic to their own mutation via a cycle permuting all the vertices, and give families of quivers which…

We consider natural exponential families of Levy processes with randomized parameter. Such processes are Markov, and under suitable assumptions, pairs of such processes with shared randomization can be stitched together into a single…

We investigate multi-graded Gorenstein semigroup algebras associated with an infinite family of reflexive lattice simplices. For each of these algebras, we prove that their multigraded Poincar\'e series is rational. Our method of proof is…

In this paper we discuss existence and uniqueness for a one-dimensional time inhomogeneous stochastic differential equation directed by an $\mathbb{F}$-semimartingale $M$ and a finite cubic variation process $\xi$ which has the structure…

We propose a theory to describe fermion mixing. The theory respects the maximal abelian family symmetries which are spontaneously broken down at a large scale. We find that quark mixing can be well described in this theory. Some concrete…

Using heuristic arguments based on the trace formulas, we analytically calculate the semiclassical two-point correlation form factor for a family of rectangular billiards with a barrier of height irrational with respect to the side of the…

The last couple of years has seen a remarkable number of new, explicit examples of the Wiener-Hopf factorization for Levy processes where previously there had been very few. We mention in particular the many cases of spectrally negative…

In this note, an intrinsic description of some families of linear codes with symmetries is given, showing that they can be described more generally as quasi group codes, that is, as linear codes allowing a group of permutation automorphisms…

Stricker's theorem states that a Gaussian process is a semimartingale in its natural filtration if and only if it is the sum of an independent increment Gaussian process and a Gaussian process of finite variation, see [1983, Z. Wahrsch.…

A L\'evy process on a *-bialgebra is given by its generator, a conditionally positive hermitian linear functional vanishing at the unit element. A *-algebra homomorphism k from a *-bialgebra C to a *-bialgebra B with the property that k…

We develop the theory of residuated lattices by introducing and studying several new types of filters and related concepts, including semi-simple filters, essential filters, the socle of a filter, and independent families of filters. Our…

For a general Multidimensional L\'{e}vy process (satisfying some moment conditions), we introduce the Multidimensional power jump processes and the related Multidimensional Teugels martingales. Furthermore, we orthogonalize the…

Checking the admissibility of quasiequations in a finitely generated (i.e., generated by a finite set of finite algebras) quasivariety Q amounts to checking validity in a suitable finite free algebra of the quasivariety, and is therefore…

We introduce a new family of superalgebras which should be considered as a super version of the Khovanov-Lauda-Rouquier algebras. Let $I$ be the set of vertices of a Dynkin diagram with parity. To this data, we associate a family of graded…