Related papers: Inverting Ray-Knight identity
For given two standard processes with no positive jumps, we construct, using the excursion theory, a Markov process whose positive and negative motions have the same law as the two processes. The resulting process is a generalization of…
We address the problem of inverse reinforcement learning in Markov decision processes where the agent is risk-sensitive. In particular, we model risk-sensitivity in a reinforcement learning framework by making use of models of human…
Let $R$ be an associative ring with unit $1$, and $a, b, c\in R$ satisfy $a(ba)^{2}=abaca=acaba=(ac)^{2}a$, this paper proves that $1-ac$ has generalized Drazin inverse (Drazin inverse, pseudo Drazin inverse, respectively) if and only if…
The theory of specular X-ray reflectivity from a rough interface based upon the reflection function method (RFM) is proposed. The RFM transforms the second order differential equation for the wave amplitude into the non-linear first order…
In this paper we continue the analysis, initiated in the paper *-VRJP I, of the *-Vertex Reinforced Jump Process (*-VRJP), which is a non reversible generalization of the Vertex Reinforced Jump Process (VRJP). More precisely, we give a…
Egecioglu and Remmel gave an interpretation for the entries of the inverse Kostka matrix K^{-1} in terms of special rim-hook tableaux. They were able to use this interpretation to give a combinatorial proof that KK^{-1}=I but were unable to…
In this paper, we examine the existence of the R\'enyi divergence between two time invariant general hidden Markov models with arbitrary positive initial distributions. By making use of a Markov chain representation of the probability…
We prove a stronger version of Jarden's Theorem for recurrence of powers of recursive functions
This paper is a continuation of our previous research on quadratic harnesses, that is, processes with linear regressions and quadratic conditional variances. Our main result is a construction of a Markov process from given orthogonal and…
We refine the Polyak-Viro Gauss diagram formula for the Vassiliev invariant of order two in a very simple way for the 2-cable of a framed long knot. Surprisingly, the resulting isotopy invariant of framed knots can detect already the…
Matroids generalize the familiar notion of linear dependence from linear algebra. Following a brief discussion of founding work in computability and matroids, we use the techniques of reverse mathematics to determine the logical strength of…
We investigate the local times of a continuous-time Markov chain on an arbitrary discrete state space. For fixed finite range of the Markov chain, we derive an explicit formula for the joint density of all local times on the range, at any…
We propose some backward-forward martingale decompositions for functions of reversible Markov chains. These decompositions are used to prove the functional CLT for reversible Markov chains with asymptotically linear variance of partial…
We derive a lower bound for a second moment of the reciprocal of the derivative of the Riemann zeta-function averaged over the zeros of the zeta-function that is half the size of the conjectured value. Our result is conditional upon the…
The monograph contains a systematic treatment of a circle of problems in analysis and integral geometry related to inversion of the Radon transform on the space of real rectangular matrices. This transform assigns to a function $f$ on the…
Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via…
The Fock transform recently introduced by the authors in a previous paper is applied to investigate convergence of generalized functional sequences of a discrete-time normal martingale $M$. A necessary and sufficient condition in terms of…
We establish a recursive representation that fully decouples jumps from a large class of multivariate inhomogeneous stochastic differential equations with jumps of general time-state dependent unbounded intensity, not of L\'evy-driven type…
The Barrett-Crane intertwiner for the Riemannian general relativity is systematically derived by solving the quantum Barrett-Crane constraints corresponding to a tetrahedron (except for the non-degeneracy condition). It was shown by…
Modified Rayleigh conjecture (MRC) in scattering theory was proposed and justified by the author (J.Phys A, 35 (2002), L357-L361). MRC allows one to develop efficient numerical algorithms for solving boundary-value problems. It gives an…