Related papers: Hyper-positive definite functions I: scalar case, …
We consider simply generated trees and study multiplicative functions on rooted plane trees. We show that the associated generating functions satisfy differential equations or difference equations. Our approach considers B-series from…
An explicit sufficient condition on the hypercontractivity is derived for the Markov semigroup associated to a class of functional stochastic differential equations. Consequently, the semigroup $P_t$ converges exponentially to its unique…
Many regenerative arguments in stochastic processes use random times which are akin to stopping times, but which are determined by the future as well as the past behaviour of the process of interest. Such arguments based on "conditioning on…
We propose an extension to Hawkes processes by treating the levels of self-excitation as a stochastic differential equation. Our new point process allows better approximation in application domains where events and intensities accelerate…
We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…
We study three combinatorial models for the lower-triangular matrix with entries $t_{n,k} = \binom{n}{k} n^{n-k}$: two involving rooted trees on the vertex set $[n+1]$, and one involving partial functional digraphs on the vertex set $[n]$.…
We consider a stochastic recurrence equation of the form $Z_{n+1} = A_{n+1} Z_n+B_{n+1}$, where $\mathbb{E}[\log A_1]<0$, $\mathbb{E}[\log^+ B_1]<\infty$ and $\{(A_n,B_n)\}_{n\in\mathbb{N}}$ is an i.i.d. sequence of positive random vectors.…
Explicit sufficient conditions on the hypercontractivity are presented for two classes of functional stochastic partial differential equations driven by, respectively, non-degenerate and degenerate Gaussian noises. Consequently, these…
Functional equations (FE) arise quite naturally in the analysis of stochastic systems of different kinds : queueing and telecommunication networks, random walks, enumeration of planar lattice walks, etc. Frequently, the object is to…
In this paper, we derive explicit product formulas and positive convolution structures for three continuous classes of Heckman-Opdam hypergeometric functions of type $BC$. For specific discrete series of multiplicities these hypergeometric…
Using the basis of Hermite-Fourier functions (i.e. the quantum oscillator eigenstates) and the Sturm theorem, we derive the practical constraints for a function and its Fourier transform to be both positive. We propose a constructive method…
Tree-based methods are powerful nonparametric techniques in statistics and machine learning. However, their effectiveness, particularly in finite-sample settings, is not fully understood. Recent applications have revealed their surprising…
The Herglotz problem is a generalization of the fundamental problem of the calculus of variations. In this paper, we consider a class of non-differentiable functions, where the dynamics is described by a scale derivative. Necessary…
Motivated by the study of systems of higher order boundary value problems with functional boundary conditions, we discuss, by topological methods, the solvability of a fairly general class of systems of perturbed Hammerstein integral…
We show that if a strictly positive joint probability distribution for a set of binary random variables factors according to a tree, then vertex separation represents all and only the independence relations enclosed in the distribution. The…
We present a graph theoretical approach to the configurational statistics of random tree-like objects, such as randomly branching polymers. In particular, for ideal trees we show that Pr\"ufer labelling provides: (i) direct access to the…
We study the operator-valued positive definite functions on a group using positive block matrices. We give an alternative proof to Brehmer positivity for doubly commuting contractions. We classify all commuting unitary representations over…
This paper contributes to the analysis of the peripheral (point) spectrum of positive linear operators on Banach lattices. We show that, under appropriate growth and regularity conditions, the peripheral point spectrum of a positive…
Theory of nonlinear resonance, including stochastic one, is developed on the basis of the statistical field theory and using variables action-angle. Explicit expressions of action, proper frequency and nonlinearity parameter as functions of…
A continuous-state polynomial branching process is constructed as the pathwise unique solution of a stochastic integral equation with absorbing boundary condition. The extinction and explosion probabilities and the mean extinction and…