Related papers: Kolmogorov's problem for completely and multiply m…
In this note we connect the notion of solutions of a martingale problem to the notion of a strongly continuous and locally equi-continuous semigroup on the space of bounded continuous functions equipped with the strict topology. This…
We give a complete combinatorial answer to Kostant's problem for simple highest weight modules indexed by fully commutative permutations. We also propose a reformulation of Kostant's problem in the context of fiab bicategories and classify…
We extend Dolgopyat's bounds on iterated transfer operators to suspensions of interval maps with infinitely many intervals of monotonicity.
We consider Fokker--Planck--Kolmogorov equations with unbounded coefficients and obtain upper estimates of solutions. We also obtain new estimates involving Lyapunov functions.
This paper is devoted to the observability of a class of two-dimensional Kolmogorov-type equations presenting a quadratic degeneracy. We give lower and upper bounds for the critical time. These bounds coincide in symmetric settings, giving…
For a finite word $w$ we define and study the Kolmogorov structure function $h_w$ for nondeterministic automatic complexity. We prove upper bounds on $h_w$ that appear to be quite sharp, based on numerical evidence.
We give sufficient conditions, on data including the monodromy representation, the Stokes matrices and the Poincare ranks at prescribed singularities, to solve the generalized Riemann-Hilbert problem with irregular singularities. We recover…
We consider the complex moment problem, that is the problem of constructing a positive Borel measure on $\mathbb{C}$ from a given set of moments. We relate this problem to the dynamic inverse problem for the discrete system associated with…
In this paper, we study the linear complementarity problems on the monotone extended second order cones. We demonstrate that the linear complementarity problem on the monotone extended second order cone can be converted into a mixed…
We study the truncated multidimensional moment problem with a general type of truncations. The operator approach to the moment problem is presented. A way to construct atomic solutions of the moment problem is indicated.
In this paper, we first show the existence of solutions to the following system of nonlinear equations \begin{eqnarray*}\left\{\begin{array}{l} a_{11}x_1+a_{12}x_2+a_{13}x_3+\cdots+a_{1n}x_{n} =…
We solve the pointwise Landau-Kolmogorov problem on the interval $\mathbb{I} = [-1,1]$ on finding $\left|f^{(k)}(t)\right|\to\sup$ under constraints $\|f\|_2 \leqslant \delta$ and $\left\|f^{(r)}\right\|_2\leqslant 1$, where…
We show that any stochastically monotone Feller semigroup on R can be extended by a consistent family of order-preserving Feller semigroups on the successive powers of R. We exhibit a specific such family, which is uniquely characterized by…
In a number of papers, Y. Sternfeld investigated the problems of representation of continuous and bounded functions by linear superpositions. In particular, he proved that if such representation holds for continuous functions, then it holds…
In this article we study the bivariate truncated moment problem (TMP) of degree $2k$ on the union of parallel lines. First we present an alternative proof of Fialkow's solution \cite{Fia15} to the TMP on the union of two parallel lines…
We formalize and analyze the notions of stochastic monotonicity and realizable mono-tonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions…
A stochastic version of the porous medium equation with coloured noise is studied. The corresponding Kolmogorov equation is solved in the space $L^2(H,\nu)$ where $\nu$ is an infinitesimally excessive measure. Then a weak solution is…
This is a comprehensive exposition of the classical moment problem using methods from the theory of finite difference operators. Among the advantages of this approach is that the Nevanlinna functions appear as elements of a transfer matrix…
In this paper we study the strong matrix Stieltjes moment problem. We obtain necessary and sufficient conditions for its solvability. An analytic description of all solutions of the moment problem is derived. Necessary and sufficient…
We obtain the sharp estimates on the growth of the uniform norm of orthonormal polynomials for measures satisfying the Steklov condition. This improves the earlier results by Rakhmanov and completely settles a problem by Steklov. The sharp…