Related papers: Inverting Ray-Knight identity

For an nxn matrix A over a Lie nilpotent ring R of index k, we prove that an invariant "power" Cayley-Hamilton identity of degree (n^2)2^{k-2} holds. The right coefficients are not uniquely determined by A, and the cosets lambda_i+D, with D…

In this paper we study the exponential twist, i.e. a path-integral exponential change of measure, of a Markovian reference probability measure $\P$. This type of transformation naturally appears in variational representation formulae…

Idempotent integration is an analogue of the Lebesgue integration where $\sigma$-additive measures are replaced by $\sigma$-maxitive measures. It has proved useful in many areas of mathematics such as fuzzy set theory, optimization,…

The q-generalizations of the two fundamental statements of matrix algebra -- the Cayley-Hamilton theorem and the Newton relations -- to the cases of quantum matrix algebras of an "RTT-" and of a "Reflection equation" types have been…

We study a twice-differentiable transformation applied to a CKLS-type short-rate model with linear drift and power-type diffusion. The transformation yields a new process whose diffusion component has a square-root structure and whose drift…

A proof of the continuous martingale convergence theorem is provided. It relies on a classical martingale inequality and the almost sure convergence of a uniformly bounded non-negative super-martingale, after a truncation argument.

An elementary proof of the two-sidedness of the matrix-inverse is given using only linear independence and the reduced row-echelon form of a matrix. In addition, it is shown that a matrix is invertible if and only if it is row-equivalent to…

We derive a refined conjecture for the variance of Gaussian primes across sectors, with a power saving error term, by applying the L-functions Ratios Conjecture. We observe a bifurcation point in the main term, consistent with the Random…

We provide a simple forest model to encode the genealogical structure of a multitype Galton-Watson process with immigration. We provide two encodings of these forests by stochastic processes. We show, under appropriate conditions, the…

In this paper the generalized Radon transform over level hypersurfaces of CES-functions of measures supported in positive orthant is studied. A characterization of the generalized Radon transform of nonnegative measures is found. Explicit…

A transduction provides us with a way of using the monadic second-order language of a structure to make statements about a derived structure. Any transduction induces a relation on the set of these structures. This article presents a…

Sabot and Zeng have discovered two martingales, one of which played a key role in their investigation of the vertex-reinforced jump process. Starting from the related supersymmetric hyperbolic sigma model, we give an alternative derivation…

This note investigates core properties of martingales, emphasizing the measure-theoretic formulation of conditional expectation, the martingale transform, and the upcrossing lemma. These results lead to the Martingale Convergence Theorem,…

We study numerically the overdamped motion of particles driven in a two dimensional ratchet potential. In the proposed design, of the so-called geometrical-ratchet type, the mean velocity of a single particle in response to a constant force…

We study the integral transform over a general family of broken rays in $\mathbb{R}^2$. It is natural for broken rays to have conjugate points, for example, when they are reflected from a curved boundary. If there are conjugate points, we…

We extend the provably convergent Full Gradient DQN algorithm for discounted reward Markov decision processes from Avrachenkov et al. (2021) to average reward problems. We experimentally compare widely used RVI Q-Learning with recently…

It is a well-known fact that the first and last non-trivial coefficients of the characteristic polynomial of a linear operator are respectively its trace and its determinant. This work shows how to compute recursively all the coefficients…

We study the problem of existence, uniqueness and approximation of solutions of finite dimensional Stratonovich stochastic differential equations with reflecting boundary condition driven by semimartingales with jumps. As an application we…

We give an alternative proof of the fact that the vertex reinforced jump process on Galton- Watson tree has a phase transition between recurrence and transience as a function of c, the initial local time, see [3]. Further, applying the…

All one-condition generalized inverses of the Markovian kernel I - P, where P is the transition matrix of a finite irreducible Markov chain, can be uniquely specified in terms of the stationary probabilities and the mean first passage times…