Related papers: Representations and isomorphism identities for inf…
A simple pseudo-Hamiltonian formulation is proposed for the linear inhomogeneous systems of ODEs. In contrast to the usual Hamiltonian mechanics, our approach is based on the use of non-stationary Poisson brackets, i.e. corresponding…
We study nonlinear elliptic equations for operators corresponding to non-stable L\'evy diffusions. We include a sum of fractional Laplacians of different orders. Such operators are infinitesimal generators of non-stable (i.e., non…
This paper discusses infill asymptotics for logistic regression estimators for spatio-temporal point processes whose intensity functions are of log-linear form. We establish strong consistency and asymptotic normality for the parameters of…
We study Wiener-type covering lemmas, Hardy-Littlewood-type maximal functions, and convergence theorems on metric spacs. Later we specialize down to a result for the Poisson integral. We show that, in a suitably general setting, these three…
Some techniques for the use of bitwise operations are described in the article. As an example, an open problem of isomorphism-free generations of combinatorial objects is discussed. An equivalence relation on the set of square binary…
In this paper we study pseudo-processes related to odd-order heat-type equations composed with L\'evy stable subordinators. The aim of the article is twofold. We first show that the pseudo-density of the subordinated pseudo-process can be…
In this paper we prove an identity in terms of generating functions which enables us to calculate the numbers of isomorphism classes of absolutely indecomposable semistable representations of quivers over finite fields.
The infinitely-many-neutral-alleles model has recently been extended to a class of diffusion processes associated with Gibbs partitions of two-parameter Poisson-Dirichlet type. This paper introduces a family of infinite-dimensional…
This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…
In this paper we develop a representation formula of Clark-Ocone type for any integrable Poisson functionals, which extends the Poisson imbedding for point processes. This representation formula differs from the classical Clark-Ocone…
We describe a simple and efficient procedure for approximating the L\'evy measure of a $\text{Gamma}(\alpha,1)$ random variable. We use this approximation to derive a finite sum-representation that converges almost surely to Ferguson's…
We provide a particle picture representation for the non-symmetric Rosenblatt process and for Hermite processes of any order, extending the result of Bojdecki, Gorostiza and Talarczyk in~\cite{FILT}. We show that these processes can be…
We develop a functional Stein-Malliavin method in a non-diffusive Poissonian setting, thus obtaining a) quantitative central limit theorems for approximation of arbitrary non-degenerate Gaussian random elements taking values in a separable…
We develop an abstract framework for the investigation of quantization and dequantization procedures based on orthogonality relations that do not necessarily involve group representations. To illustrate the usefulness of our abstract method…
We consider a particle system with weights and the scaling limits derived from its occupation time. We let the particles perform independent recurrent L\'evy motions and we assume that their initial positions and weights are given by a…
Multistable L\'evy motions are extensions of L\'evy motions where the stability index is allowed to vary in time. Several constructions of these processes have been introduced recently, based on Poisson and Ferguson-Klass-LePage series…
We develop a general framework for finding error estimates for convection-diffusion equations with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional diffusion operators…
In this article, we construct an It\^o integral with respect to a two-sided finite-variance L\'evy process $\{L(x)\}_{x\in \mathbb{R}}$, without a Gaussian component. Using Rosenthal inequality for discrete-time martingales, we give an…
In this paper, we develop a framework for information theoretic learning based on infinitely divisible matrices. We formulate an entropy-like functional on positive definite matrices based on Renyi's axiomatic definition of entropy and…
We discuss several examples of point processes (all taken from Hough, Krishnapur, Peres, Vir\'ag (2009)) for which the autocorrelation and diffraction measures can be calculated explicitly. These include certain classes of determinantal and…