Related papers: Inverting Ray-Knight identity
In this paper, we consider a modified version of a well-known submartingale condition fortheweak convergence of probabilitymeasures, adapted to the semi-Markov case. In this setting, it is convenient to work with an embedded Markov chain…
The Marchenko method is developed in the inverse scattering problem for a linear system of first-order differential equations containing potentials proportional to the spectral parameter. The corresponding Marchenko system of integral…
In this paper, we extend the results of Elliott and Yang \cite{elliott3} and discuss the control of a stochastic process for which the driving noise is provided by a martingale associated with a semi-Markov Chain. An existence and a…
Suppose that a real valued process X is given as a solution to a stochastic differential equation. Then, for any twice continuously differentiable function f, the backward Kolmogorov equation gives a condition for f(t,X) to be a local…
In this paper, martingales related to simple random walks and their maximum process are investigated. First, a sufficient condition under which a function with three arguments, time, the random walk, and its maximum process becomes a…
This paper presents a property-directed approach to verifying recurrent neural networks (RNNs). To this end, we learn a deterministic finite automaton as a surrogate model from a given RNN using active automata learning. This model may then…
We introduce a technique for recovering a sufficiently smooth function from its ray transform over a wide class of curves in a general region of Euclidean space. The method is based on a complexification of the underlying vector fields…
The numerical algorithm of the inverse quantum scattering is developed. This algorithm is based on the Marchenko theory, and includes three steps. The first one is the algebraic Pade approximation of the unitary S-matrix, what is realized…
We determine the processes obtained from a large class of reflected Brownian motions (RBMs) in the nonnegative orthant by means of time reversal. The class of RBMs we deal with includes, but is not limited to, RBMs in the so-called…
The generalized second law is proven for rapidly-evolving semiclassical Rindler horizons at each instant of time, for arbitrary interacting quantum fields minimally coupled to general relativity. The proof requires the background spacetime…
The martingale comparison method is extended to derive comparison results for path-independent functions for general semimartingales. Our approach allows to dismiss with the Markovian assumption on one of the processes made in previous…
The light field reconstruction from the focal stack can be mathematically formulated as an ill-posed integral equation inversion problem. Although the previous research about this problem has made progress both in practice and theory, its…
We characterize the event of convergence of a local supermartingale. Conditions are given in terms of its predictable characteristics and quadratic variation. The notion of extended local integrability plays a key role. We then apply these…
For an image pixel information can be converted to the moments of some basis $Q_k$, e.g. Fourier-Mellin, Zernike, monomials, etc. Given sufficient number of moments pixel information can be completely recovered, for insufficient number of…
The goal of the present text is to state and prove a generalization of Raynaud localization theorem in the setting of derived geometry. More explicitly, we show that the $\infty$-category of quasi-paracompact and quasi-separated derived…
This paper studies kernel Radon-Nikodym derivatives for the one-step shift of time-indexed positive definite kernels associated with random matrix products. The problem is to determine when the shifted kernel is dominated by the original…
We propose a procedure to reconstruct characteristic features of an unknown stochastic system from the long-time full counting statistics of some of the system's transitions that are monitored by a detector. The full counting statistics is…
The ill-posedness of Calder\'on's inverse conductivity problem, responsible for the poor spatial resolution of Electrical Impedance Tomography (EIT), has been an impetus for the development of hybrid imaging techniques, which compensate for…
We study a random walk on the subgroup of lower triangular matrices of SL$_2$, with i.i.d. increments. We prove that the process of the lower corner of the random walk satisfies a Rogers-Pitman criterion to be a Markov chain if and only if…
Consider a vertex-reinforced jump process defined on a regular tree, where each vertex has exactly $b$ children, with $b \ge 3$. We prove the strong law of large numbers and the central limit theorem for the distance of the process from the…