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We consider the problem of variational Bayesian inference in a latent variable model where a (possibly complex) observed stochastic process is governed by the solution of a latent stochastic differential equation (SDE). Motivated by the…

Machine Learning · Computer Science 2024-02-22 Sebastian Zeng , Florian Graf , Roland Kwitt

A space of local martingales of SLE type growth processes forms a representation of Virasoro algebra, but apart from a few simplest cases not much is known about this representation. The purpose of this article is to exhibit examples of…

Mathematical Physics · Physics 2009-08-11 Kalle Kytölä

In this paper, we give a purely cohomological interpretation of the extension problem for (super) Lie algebras; that is the problem of extending a Lie algebra by another Lie algebra. We then give a similar interpretation of infinitesimal…

Representation Theory · Mathematics 2007-05-23 Alice Fialowski , Michael Penkava

We present a method for learning latent stochastic differential equations (SDEs) from high-dimensional time series data. Given a high-dimensional time series generated from a lower dimensional latent unknown It\^o process, the proposed…

Machine Learning · Statistics 2021-11-30 Ali Hasan , João M. Pereira , Sina Farsiu , Vahid Tarokh

From conformal field theory on the Riemann sphere, we implement its boundary version in a simply-connected domain using the Schottky double construction. We consider the statistical fields generated by background charge modification of the…

Mathematical Physics · Physics 2021-11-22 Nam-Gyu Kang , Nikolai Makarov

Using backward propagators, we construct inhomogeneous Random Evolutions on Banach spaces driven by (uniformly ergodic) Semi-Markov processes. After studying some of their properties (measurability, continuity, integral representation), we…

Probability · Mathematics 2013-05-28 Nelson Vadori , Anatoliy Swishchuk

The scaling limit of planar loop-erased random walks is described by a stochastic Loewner evolution with parameter kappa=2. In this note SLE(2) in the upper half-plane H minus a simply-connected compact subset K of H is studied. As a main…

Mathematical Physics · Physics 2009-11-13 Christian Hagendorf

In this paper, we introduce a new infinite-dimensional Lie superalgebra $\mathcal{S}$ called the super extended Ovsienko--Roger algebra. This algebra is obtained by determining the annihilation superalgebra of the Lie conformal superalgebra…

Representation Theory · Mathematics 2026-01-15 Jinrong Wang , Xiaoqing Yue

We investigate the longtime behavior of stochastic partial differential equations (SPDEs) with differential operators that depend on time and the underlying probability space. In particular, we consider stochastic parabolic evolution…

Probability · Mathematics 2021-02-10 Christian Kuehn , Alexandra Neamtu , Stefanie Sonner

By using the Lie's invariance infinitesimal criterion we obtain the continuous equivalence transformations of a class of nonlinear Schr\"{o}dinger equations with variable coefficients. Starting from the equivalence generators we construct…

Exactly Solvable and Integrable Systems · Physics 2009-11-11 M. Senthilvelan , M. Torrisi , A. Valenti

A conformal partition function ${\cal P}_n^m(s)$, which arose in the theory of Diophantine equations supplemented with additional restrictions, is concerned with {\it self-dual symmetric polynomials} -- reciprocal ${\sf R}^{\{m\}}_ {S_n}$…

Number Theory · Mathematics 2007-05-23 Leonid G. Fel

Reductive W-algebras which are generated by bosonic fields of spin-1, a single spin-2 field and fermionic fields of spin-3/2 are classified. Three new cases are found: a `symplectic' family of superconformal algebras which are extended by…

High Energy Physics - Theory · Physics 2009-10-22 P. Bowcock

We show that in the continuum limit watersheds dividing drainage basins are Schramm-Loewner Evolution (SLE) curves, being described by one single parameter $\kappa$. Several numerical evaluations are applied to ascertain this. All…

Statistical Mechanics · Physics 2012-12-04 E. Daryaei , N. A. M. Araujo , K. J. Schrenk , S. Rouhani , H. J. Herrmann

Motivated by the theory of graph limits, we introduce and study the convergence and limits of linear representations of finite groups over finite fields. The limit objects are infinite dimensional representations of free groups in…

Rings and Algebras · Mathematics 2015-11-20 Gabor Elek

A formulation is given for the spectral transformation of the generalized eigenvalue problem through the decomposition of the second-order differential operators. This allows us to construct some Laurent biorthogonal polynomial systems with…

Classical Analysis and ODEs · Mathematics 2022-12-26 Yu Luo , Satoshi Tsujimoto

This paper contributes to the study of stochastic processes of the class $(\Sigma)$. First, we extend the notion of the above-mentioned class to c\`adl\`ag semi-martingales, whose finite variational part is considered c\`adl\`ag instead of…

Probability · Mathematics 2020-08-27 Fulgence Eyi Obiang , Octave Moutsinga , Youssef Ouknine

We expand our group classification of quasilinear evolution equations (Acta Appl.Math., v.69, 2001) to the case of general evolution equation in one spatial variable. This enables obtaining several new classes of evolution equations with…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Renat Zhdanov , Victor Lahno

This monograph is dedicated to a generalization of the L\"owner equation in its stochastic form known as SLE and to its coupling with the Gaussian free field, ultimately aiming at the construction of a boundary conformal field theory with…

Mathematical Physics · Physics 2016-06-03 Alexey Tochin

We introduce locally involutive semigroups and embed them into the category of ordered groupoids. This embedding restricts to a correspondence between quasi-involutive semigroups and ordered groupoids with mediator, extending the classical…

Group Theory · Mathematics 2026-01-21 Clemens Berger , Jonathon Funk

We propose an outgrowth of the expansion method introduced by de Azcarraga et al. [Nucl. Phys. B 662 (2003) 185]. The basic idea consists in considering the direct product between an abelian semigroup S and a Lie algebra g. General…

High Energy Physics - Theory · Physics 2008-11-26 Fernando Izaurieta , Eduardo Rodríguez , Patricio Salgado