Related papers: Some martingales associated with multivariate Bess…
We have discussed earlier the correlation functions of the random variables $\det(\la-X)$ in which $X$ is a random matrix. In particular the moments of the distribution of these random variables are universal functions, when measured in the…
Let Y be a random variable whose moment generating function exists in a neighborhood of the origin. The aim of this paper is to study the probabilistic degenerate poly-Bell polynomials associated with the random variable Y, arising from the…
We prove a law of large numbers and functional central limit theorem for a class of multivariate Hawkes processes with time-dependent reproduction rate. We address the difficulties induced by the use of non-convolutive Volterra processes by…
We define Wiener integrals with respect to Yeh processes and study their properties. In particular, we obtain the martingale property of the associated stochastic processes and give a series expansion of Wiener integrals with respect to…
In a recent paper we introduced a multivariable generalisation of the Bessel polynomials, depending on one extra parameter, and related to the so-called hyperbolic Sutherland model with external Morse potential. In this paper we obtain a…
The (BC type) z-measures are a family of four parameter $z, z', a, b$ probability measures on the path space of the nonnegative Gelfand-Tsetlin graph with Jacobi-edge multiplicities. We can interpret the $z$-measures as random point…
In this paper, models that approximate stochastic processes from the space $Sub_\varphi(\Omega)$ with given reliability and accuracy in $L_p(T)$ are considered for some specific functions $\varphi(t)$. For processes that are decomposited in…
We exhibit new biorthogonal sequences generated by index integrals of the squares of the modified Bessel functions and gamma functions. The composition orthogonality, involving differential operators is employed. Generalized Wilson…
We develop the study of a particular class of biorthogonal measures, encompassing at the same time several random matrix models and partition functions of polymers. This general framework allows us to characterize the partition functions of…
Macdonald processes are probability measures on sequences of partitions defined in terms of nonnegative specializations of the Macdonald symmetric functions and two Macdonald parameters q,t in [0,1). We prove several results about these…
We introduce the concept of reflexive moment functional in two variables and the definition of reflexive orthogonal polynomial system. Also reverse matrices and their interesting algebraic properties are studied. Reverse matrices and…
We demonstrate that backward stochastic differential equations (BSDE) may be reformulated as ordinary functional differential equations on certain path spaces. In this framework, neither It\^{o}'s integrals nor martingale representation…
In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also…
We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the…
We analyze the effect of symmetrization in the theory of multiple orthogonal polynomials. For a symmetric sequence of type II multiple orthogonal polynomials satisfying a high-term recurrence relation, we fully characterize the Weyl…
We study experimentally systems of orthogonal polynomials with respect to self-similar measures. When the support of the measure is a Cantor set, we observe some interesting properties of the polynomials, both on the Cantor set and in the…
We study the topological dynamics of the action of the diagonal subgroup on quotients Gamma\PSL(2,R)*PSL(2,R), where Gamma is an irreducible lattice. Closed orbits are described and a set of points of dense orbit is explicitly given. Such…
We present a systematic analytic study of the $p$-Bessel functions $\mathcal{J}_{\omega,\varphi}^{[p]}$, a novel class of generalized Bessel functions arising from Fourier analysis on planar domains bounded by $p$-circles, including…
The Macdonald symmetric functions are used to define measures on the set of all partitions of all integers. Probabilistic algorithms are given for growing partitions according to these measures. The case of Hall-Littlewood polynomials is…
This thesis presents a formalization of martingales in arbitrary Banach spaces using Isabelle/HOL. We begin by examining formalizations in prominent proof repositories and extend the definition of the conditional expectation operator from…