Related papers: Differential systems of pure Gaussian type

We consider multi-dimensional Gaussian processes and give a new condition on the covariance, simple and sharp, for the existence of stochastic area(s). Gaussian rough paths are constructed with a variety of weak and strong approximation…

We give two algebro-geometric inspired approaches to fast algorithms for Fourier transforms in algebraic signal processing theory based on polynomial algebras in several variables. One is based on module induction and one is based on a…

We establish the Lagrangian nature of the discrete isospectral and isomonodromic dynamical systems corresponding to the re-factorization transformations of the rational matrix functions on the Riemann sphere. Specifically, in the…

A direct generalization of Laplace invariants to the case of hyperbolic partial differential systems is considered. The proof of the following statement is given: the determinant of a Laplace invariant vanishes if the corresponding system…

A gauge independent method of obtaining the reduced space of constrained dynamical systems is discussed in a purely lagrangian formalism. Implications of gauge fixing are also considered.

The integrable system is introduced based on the Poisson $ rs $-matrix structure. This is a generalization of the Gaudin magnet, and in SL(2) case isomorphic to the generalized Neumann model. The separation of variables is discussed for…

We reduce the construction of a weak solution of the Cauchy problem for the Navier-Stokes system to the construction of a solution to a stochastic problem. Namely, we construct diffusion processes which allow us to obtain a probabilistic…

The paper derives an equation for the Cauchy transform of the solution of a free stochastic differential equation (SDE). This new equation is used to solve several particular examples of free SDEs.

Gaussian states are the backbone of quantum information protocols with continuous variable systems, whose power relies fundamentally on the entanglement between the different modes. In the case of global pure states, knowledge of the…

This technical report presents a direct proof of Theorem~1 in [1] and some consequences that also account for (20) in [1]. This direct proof exploits a state space change of basis which replaces the coupled difference equations (10) in [1]…

A method to construct Hamiltonian theories for systems of both ordinary and partial differential equations is presented. The knowledge of a Lagrangian is not at all necessary to achieve the result. The only ingredients required for the…

In this work we first prove the existence and uniqueness of a strong solution to stochastic GOY model of turbulence with a small multiplicative noise. Then using the weak convergence approach, Laplace principle for so- lutions of the…

A very explicit analytic formula of the separability criterion of two-party Gaussian systems is given. This formula is compared to the past formulation of the separability criterion of continuous variables two-party Gaussian systems.

We prove asymptotic behaviour of transition density for a large class of spectrally one-sided L\'evy processes of unbounded variation satisfying mild condition imposed on the second derivative of the Laplace exponent, or equivalently, on…

In this paper we work out the explicit form of the change of variables that reproduces an arbitrary change of gauge in a higher-order Lagrangian formalism.

Using the method of the Laplace transform, we consider fractional oscillations. They are obtained by the time-clock randomization of ordinary harmonic vibrations. In contrast to sine and cosine, the functions describing the fractional…

We develop statistical mechanics for stochastic growth processes as applied to Laplacian growth by using its remarkable connection with a random matrix theory. The Laplacian growth equation is obtained from the variation principle and…

This letter investigates the Lie point symmetries and conserved quantities of the Lagrangian systems on time scales, which unify the Lie symmetries of the two cases for the continuous and the discrete Lagrangian systems. By defining the…

In this work, we present a novel approach to system identification for dynamical systems, based on a specific class of Deep Gaussian Processes (Deep GPs). These models are constructed by interconnecting linear dynamic GPs (equivalent to…

Stochastic fractionally dissipative quasi-geostrophic type equation on $R^d$ with a multiplicative Gaussian noise is considered. We prove the existence of a martingale solution. In the 2D sub-critical case we prove also the pathwise…