Related papers: On Non-Linear Markov Operators: surjectivity vs or…
We propose to adopt statistical regression as the projection operator to enable data-driven learning of the operators in the Mori--Zwanzig formalism. We present a principled method to extract the Markov and memory operators for any…
We present conservativeness criteria for sub-Markovian semigroups generated by divergence type operators with specified infinitesimally invariant measures. The conservativeness criteria in this article are derived by $L^1$-uniqueness and…
Representations of polynomial covariance commutation relations by pairs of linear integral and differential operators are constructed in the space of infinitely continuously differentiable functions. Representations of polynomial covariance…
In this paper, we introduce a modification of the Szasz-Mirakjan-Kantorovich operators as well as Stancu operators [9] (or a Dunkl generalization of modified Szasz-Mirakjan-Kantrovich operators [5]) which preserve the linear functions.…
A nonhomogeneous hidden semi-Markov model is proposed to segment toroidal time series according to a finite number of latent regimes and, simultaneously, estimate the influence of time-varying covariates on the process' survival under each…
In this article we prove results on logaritmic convexity of fixed points of stochastic kernel operators. These results are expected to play a key role in the economic application to strategic market games.
This paper is concerned with the problem of nonlinear filter stability of ergodic Markov processes. The main contribution is the conditional Poincar\'e inequality (PI), which is shown to yield filter stability. The proof is based upon a…
The differential systems satisfied by orthogonal polynomials with arbitrary semiclassical measures supported on contours in the complex plane are derived, as well as the compatible systems of deformation equations obtained from varying such…
This paper addresses the problem of robust stabilization for linear hyperbolic Partial Differential Equations (PDEs) with Markov-jumping parameter uncertainty. We consider a 2 x 2 heterogeneous hyperbolic PDE and propose a control law using…
We use a localisation technique to study orthogonally additive polynomials on Banach lattices. We derive alternative characterisations for orthogonal additivity of polynomials and orthosymmetry of $m$-linear mappings. We prove that an…
In this paper, we introduce a Kantorovich version of the Bernstein-type logarithmic operators. The idea comes from the wide literature concerning exponential polynomials that preserve exponential functions: here, the exponential weights are…
We derive raising and lowering operators for orthogonal polynomials on the unit circle and find second order differential and $q$-difference equations for these polynomials. A general functional equation is found which allows one to relate…
We show that for several variations of partially observable Markov decision processes, polynomial-time algorithms for finding control policies are unlikely to or simply don't have guarantees of finding policies within a constant factor or a…
In the field of orthogonal polynomials theory, the classical Markov theorem shows that for determinate moment problems the spectral measure is under control of the polynomials asymptotics. The situation is completely different for…
In this note, we discuss the preservation of certain analytic properties of the $\overline{\partial}$-Neumann operator, Bergman projection and Hankel operators on the intersection of pseudoconvex domains.
We consider polygonal Markov fields originally introduced by Arak and Surgailis (1982,1989). Our attention is focused on fields with nodes of order two, which can be regarded as continuum ensembles of non-intersecting contours in the plane,…
The aim of this paper is to prove that Markov's theorem on variation of zeros of orthogonal polynomials on the real line [Math. Ann., 27:177-182,1886] remains essentially valid in the case of paraorthogonal polynomials on the unit circle.
We give estimates for the convolution product of an arbitrary number of endlessly continuable functions. This allows us to deal with nonlinear operations for the corresponding resurgent series, e.g. substitution into a convergent power…
We consider a general discrete Sobolev inner product involving the Hahn difference operator, so this includes the well--known difference operators $\mathscr{D}_{q}$ and $\Delta$ and, as a limit case, the derivative operator. The objective…
The stochastic generators of Markov-regular operator cocycles on symmetric Fock space are studied in a variety of cases: positive cocycles, projection cocycles, and partially isometric cocycles. Moreover a class of transformations of…