Related papers: Path Decomposition of Spectrally Negative Levy Pro…
We determine the rate of decrease of the right tail distribution of the exponential functional of a Levy process with a convolution equivalent Levy measure. Our main result establishes that it decreases as the right tail of the image under…
This paper proposes a novel approach to spectral computed tomography (CT) material decomposition that uses the recent advances in generative diffusion models (DMs) for inverse problems. Spectral CT and more particularly photon-counting CT…
Many spectral CT applications require accurate material decomposition. Existing material decomposition algorithms are often susceptible to significant noise magnification or, in the case of one-step model-based approaches, hampered by slow…
This paper considers a L\'evy-driven queue (i.e., a L\'evy process reflected at 0), and focuses on the distribution of $M(t)$, that is, the minimal value attained in an interval of length $t$ (where it is assumed that the queue is in…
Motivated by classical considerations from risk theory, we investigate boundary crossing problems for refracted L\'evy processes. The latter is a L\'evy process whose dynamics change by subtracting off a fixed linear drift (of suitable…
Motivated by the recent results of Nualart and Xu \cite{Nualart} concerning limits laws for occupation times of one dimensional symmetric stable processes, this paper proves a decomposition for functionals of one dimensional symmetric…
(Hyper)Graph decomposition is a family of problems that aim to break down large (hyper)graphs into smaller sub(hyper)graphs for easier analysis. The importance of this lies in its ability to enable efficient computation on large and complex…
In this paper, we propose an inexact perturbed path-following algorithm in the framework of Lagrangian dual decomposition for solving large-scale structured convex optimization problems. Unlike the exact versions considered in literature,…
We consider the passage time problem for L\'evy processes, emphasising heavy tailed cases. Results are obtained under quite mild assumptions, namely, drift to $-\infty$ a.s. of the process, possibly at a linear rate (the finite mean case),…
Detecting hypernymy relations is a key task in NLP, which is addressed in the literature using two complementary approaches. Distributional methods, whose supervised variants are the current best performers, and path-based methods, which…
The method of spectral decimation is applied to an infinite collection of self--similar fractals. The sets considered belong to the class of nested fractals, and are thus very symmetric. An explicit construction is given to obtain formulas…
The paper deals with the construction of images from visibilities acquired using aperture synthesis instruments: Fourier synthesis, deconvolution, and spectral interpolation/extrapolation. Its intended application is to specific situations…
Let $a\in (0,\infty)$. For a spectrally negative L\'evy process $X$ with infinite variation paths the resolvent of the process killed on hitting the two-point set $V=\{-a,a\}$ is identified. When further $X$ has no diffusion component the…
The decay behavior of the specific intensity is studied for the spatial-frequency domain imaging (SFDI). It is shown using the radiative transport equation that the decay is given by a superposition of different decay modes, and the decay…
Latent ODE models provide flexible descriptions of dynamic systems, but they can struggle with extrapolation and predicting complicated non-linear dynamics. The latent ODE approach implicitly relies on encoders to identify unknown system…
When a system is driven out of equilibrium by a time-dependent protocol that modifies the Hamiltonian, it follows a nonequilibrium path. Samples of these paths can be used in nonequilibrium work theorems to estimate equilibrium quantities,…
Large networked systems are constantly exposed to local damages and failures that can alter their functionality. The knowledge of the structure of these systems is however often derived through sampling strategies whose effectiveness at…
We suggest a general framework for simulation of the triplet $(X_T,\bar X_ T,\tau_T)$ (L\'evy process, its extremum, and hitting time of the extremum), and, separately, $X_T,\bar X_ T$ and pairs $(X_T,\bar X_ T)$, $(\bar X_ T,\tau_T)$,…
Various characterizations for fractional Levy process to be of finite variation are obtained, one of which is in terms of the characteristic triplet of the driving Levy process, while others are in terms of differentiability properties of…
A tomographic technique has been used in the past to decompose complex signals in its components. The technique is based on spectral decomposition and projection on the eigenvectors of a family of unitary operators. Here this technique is…