Related papers: Infinitesimal generators for a class of polynomial…
Quadratic harnesses are time-inhomogeneous Markov polynomial processes with linear conditional expectations and quadratic conditional variances with respect to the past-future filtrations. Typically they are determined by five numerical…
A logarithm representation of operators is introduced as well as a concept of pre-infinitesimal generator. Generators of invertible evolution families are represented by the logarithm representation, and a set of operators represented by…
We show that the weak infinitesimal generator of a class of Markov processes acts on bounded continuous functions with bounded continuous second derivative as a singular integral with respect to the orthogonality measure of the explicit…
Free quadratic harness is a Markov process from the class of quadratic harnesses, i.e. processes with linear regressions and quadratic conditional variances. The process has recently been constructed for a restricted range of parameters in…
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…
The logarithmic representation of infinitesimal generators is generalized to the cases when the evolution operator is unbounded. The generalized result is applicable to the representation of infinitesimal generators of unbounded evolution…
We count the number of irreducible polynomials in several variables of a given degree over a finite field. The results are expressed in terms of a generating series, an exact formula and an asymptotic approximation. We also consider the…
We analyze and partially solve system of recurrences that can be derived from the properties of martingale orthogonal polynomials that characterize quadratic harnesses (QH). We also specify conditions for the existence of moments of one…
We characterize the infinitesimal generator of a semigroup of linear fractional self-maps of the unit ball in $\mathbb C^n$, $n\geq 1$. For the case $n=1$ we also completely describe the associated Koenigs function and we solve the…
We develop a martingale approach for a class of singular stochastic PDEs of Burgers type (including fractional and multi-component Burgers equations) by constructing a domain for their infinitesimal generators. It was known that the domain…
We prove that generating subspaces of matrix rings over finite fields are counted by polynomials. We use this result to define and study two-variable versions of polynomials counting isomorphism classes of absolutely irreducible…
We review results on GKSL-type equations with multi-modal generators which are quadratic in bosonic or fermionic creation and annihilation operators. General forms of such equations are presented. The Gaussian solutions are obtained in…
We introduce Generator Matching, a modality-agnostic framework for generative modeling using arbitrary Markov processes. Generators characterize the infinitesimal evolution of a Markov process, which we leverage for generative modeling in a…
It has been shown recently that monomial maps in a large class respecting the action of the infinite symmetric group have, up to symmetry, finitely generated kernels. We study the simplest nontrivial family in this class: the maps given by…
In an infinitesimal probability space we consider operators which are infinitesimally free and one of which is infinitesimal, in that all its moments vanish. Many previously analysed random matrix models are captured by this framework. We…
It is observed that the conjugacy growth series of the infinite finitary symmetric group with respect to the generating set of transpositions is the generating series of the partition function. Other conjugacy growth series are computed,…
In this paper, we present the testing of four hypotheses on two streams of observations that are driven by L\'evy processes. This is applicable for sequential decision making on the state of two-sensor systems. In one case, each sensor…
We extend the notions of finite free convolution and finite free cumulants to the setting of formal power series by introducing their natural analogues, namely $t$-deformed convolution and $t$-deformed cumulants. In this framework, we…
We construct a family of self-similar Markov martingales with given marginal distributions. This construction uses the self-similarity and Markov property of a reference process to produce a family of Markov processes that possess the same…
This paper studies symmetric tensor decompositions. For symmetric tensors, there exist linear relations of recursive patterns among their entries. Such a relation can be represented by a polynomial, which is called a generating polynomial.…