Related papers: Subordination methods for free deconvolution
We study the class $\mathcal{M}_{\mathrm{ratio}}$ of those probability distributions for which the free $R$-transforms are rational functions. This class is closed under the additive free convolution, additive free powers and under the…
The reduction of computational costs in the numerical solution of nonstationary problems is achieved through splitting schemes. In this case, solving a set of less computationally complex problems provides the transition to a new level in…
We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such…
Consider the $\mathcal{B}$-valued probability space $(\mathcal{A}, E, \mathcal{B})$, where $\mathcal{A}$ is a tracial von Neumann algebra. We extend the theory of operator valued free probability to the algebra of affiliated operators…
We study the recovery of the distribution function $F_X$ of a random variable $X$ that is subject to an independent additive random error $\varepsilon$. To be precise, it is assumed that the target variable $X$ is available only in the form…
We obtain a vector-valued subordination principle for $(g_{\alpha}, g_{\alpha})$-regularized resolvent families which unified and improves various previous results in the literature. As a consequence we establish new relations between…
We propose periodic Macdonald processes as a $(q,t)$-deformation of periodic Schur processes and a periodic analogue of Macdonald processes. It is known that, in the theory of stochastic processes related to a family of symmetric functions,…
The paper deals with the optimal control problem described by second order evolution differential inclusions; to this end first we use an auxiliary problem with second order discrete and discrete-approximate inclusions. Then applying…
The superposition of two independent point processes can be described by multiplication of their probability generating functionals (p.g.fl.s). The inverse operation, which can be viewed as a deconvolution, is defined by dividing the…
Domain decomposition methods are used for approximate solving boundary problems for partial differential equations on parallel computing systems. Specific features of unsteady problems are taken into account in the most complete way in…
We develop further quaternionic analysis introducing left and right doubly regular functions. We derive Cauchy-Fueter type formulas for these doubly regular functions that can be regarded as another counterpart of Cauchy's integral formula…
By observing that the fractional Caputo derivative can be expressed in terms of a multiplicative convolution operator, we introduce and study a class of such operators which also have the same self-similarity property as the Caputo…
We prove a Cauchy identity for free quasi-symmetric functions and apply it to the study of various bases. A free Weyl formula and a generalization of the splitting formula are also discussed.
Given samples (x_1,...,x_m) and (z_1,...,z_n) which we believe are independent realizations of random variables X and Z respectively, where we further believe that Z=X+Y with Y independent of X, the problem is to estimate the distribution…
The existence of Voiculescu's subordination functions in the context of non-tracial operator-valued C*-probability spaces has been established using analytic function theory methods. We use a matrix construction to show that the…
We study the freely infinitely divisible distributions that appear as the laws of free subordinators. This is the free analog of classically infinitely divisible distributions supported on [0,\infty), called the free regular measures. We…
We investigate possibilities to speed up iterative algorithms for non-blind image deconvolution. We focus on algorithms in which convolution with the point-spread function to be deconvolved is used in each iteration, and aim at accelerating…
We study regularity and decay properties for the solutions of the Cauchy problem for time-fractional partial differential equations, with tempered initial data, belonging to suitable (weighted) Sobolev spaces, associated with a differential…
In this paper we study the additive splitting associated to the quaternionic Cauchy transform defined by the Cauchy formula of slice hyperholomorphic functions. Moreover, we introduce and study the analogue of the fundamental solution of…
In this paper, we define an operator function as a series of operators corresponding to the Taylor series representing the function of the complex variable. In previous papers, we considered the case when a function has a decomposition in…