Related papers: On Non-Linear Markov Operators: surjectivity vs or…
This paper present a construction and the analysis of a class of non-Gaussian positive-definite matrix-valued homogeneous random fields with uncertain spectral measure for stochastic elliptic operators. Then the stochastic elliptic boundary…
In this paper we introduce a notion of duality for matrix valued orthogonal polynomials with respect to a measure supported on the nonnegative integers. We show that the dual families are closely related to certain difference operators…
We present a construction of curved analogues of the nonstandard operators on Grassmannians parallel to the construction of the Paneitz operator via the curved Casimir operator, but technically more demanding. In particular, the…
About two dozens of exactly solvable Markov chains on one-dimensional finite and semi-infinite integer lattices are constructed in terms of convolutions of orthogonality measures of the Krawtchouk, Hahn, Meixner, Charlier, $q$-Hahn,…
In this papers, we couple the parareal algorithm with projection methods of the trajectory on a specific manifold, defined by the preservation of some conserved quantities of the differential equations. First, projection methods are…
Many contemporary applications in signal processing and machine learning give rise to structured non-convex non-smooth optimization problems that can often be tackled by simple iterative methods quite effectively. One of the keys to…
The idea of orthogonal polynomials has been generalized in two ways to achieve new types of polynomials: noncommutative orthogonal polynomials and biorthogonal polynomials. This paper brings these two different generalizations together to…
We aim to solve a structured convex optimization problem, where a nonsmooth function is composed with a linear operator. When opting for full splitting schemes, usually, primal-dual type methods are employed as they are effective and also…
In this work, we characterise the statistics of Markov chains by constructing an associated sequence of periodic differential operators. Studying the density of states of these operators reveals the absolutely continuous invariant measure…
We consider symmetric partial exclusion and inclusion processes in a general graph in contact with reservoirs, where we allow both for edge disorder and well-chosen site disorder. We extend the classical dualities to this context and then…
The classical Hormander's inequality for linear partial differential operators with constant coeffcients is extended to pseudodifferential operators.
This paper provides a new version of the condition of Di Nunno et al. (2003), Ankirchner and Imkeller (2005) and Biagini and \{O}ksendal (2005) ensuring the semimartingale property for a large class of continuous stochastic processes.…
We introduce the notion of local orthogonality preserving operators to study the right-symmetry of operators. As a consequence of our work, we show that any smooth compact operator defined on a smooth and reflexive Banach space is either a…
The general principles of the choice of the reduced description parameters of nonequilibrium states γα(t) and the construction of the nonequilibrium statistical operator (NSO) ρ(t) are discussed. On the basis of Kavasaki -…
Multivariate orthogonal polynomials can be introduced by using a moment functional defined on the linear space of polynomials in several variables with real coefficients. We study the so-called Uvarov and Christoffel modifications obtained…
A method of generating differential operators is used to solve the spectral problem for a generalisation of the Sylvester-Kac matrix. As a by-product, we find a linear differential operator with polynomial coefficients of the first order…
A construction is given of Markov partitions for some rational maps, which persist over regions of parameter space, not confined to single hyperbolic components. The set on which the Markov partition exists, and its boundary, are analysed.
Classical orthogonal polynomial systems of Jacobi, Hermite and Laguerre have the property that the polynomials of each system are eigenfunctions of a second order ordinary differential operator. According to a famous theorem by Bochner they…
Random processes with stationary increments and intrinsic random processes are two concepts commonly used to deal with non-stationary random processes. They are broader classes than stationary random processes and conceptually closely…
Preferences play a key role in determining what goals/constraints to satisfy when not all constraints can be satisfied simultaneously. In this work, we study preference-based planning in a stochastic system modeled as a Markov decision…