Related papers: Infinitesimal generators for two-dimensional L\'ev…
The estimation of the L\'{e}vy density, the infinite-dimensional parameter controlling the jump dynamics of a L\'{e}vy process, is considered here under a discrete-sampling scheme. In this setting, the jumps are latent variables, the…
We consider a quantum system that is being continuously monitored, giving rise to a measurement signal. From such a stream of data, information needs to be inferred about the underlying system's dynamics. Here we focus on hypothesis testing…
We consider the exploration process associated to the continuous random tree (CRT) built using a Levy process with no negative jumps. This process has been studied by Duquesne, Le Gall and Le Jan. This measure-valued Markov process is a…
Empirical tests for pseudorandom number generators based on the use of processes or physical models have been successfuly used and are considered as complementary to theoretical test of randomness. In this work a statistical methodology for…
We study existence and uniqueness of the invariant measure for a stochastic process with degenerate diffusion, whose infinitesimal generator is a linear subelliptic operator in the whole space R N with coefficients that may be unbounded.…
A new generator of univariate continuous distributions, with two additional parameters, called the Log-Lindley generated family is introduced. Some special distributions in the new family are presented. Some mathematical properties of the…
We consider a slow-fast stochastic differential system with L\'evy noise. We will employ the perturbed test function method to study the normal deviation of the slow-fast system. Our main result states that the deviation can be approximated…
It is well understood that, when numerically simulating SDEs with general noise, achieving a strong convergence rate better than $O(\sqrt{h})$ (where h is the step size) requires the use of certain iterated integrals of Brownian motion,…
We show that if an automorphism of a standard Borel space does not admit finite invariant measures, then it has a two-set generator modulo the sigma-ideal generated by wandering sets. This implies that if the entropies of invariant…
This paper introduces a rigorous framework for defining generative diffusion models in infinite dimensions via Doob's h-transform. Rather than relying on time reversal of a noising process, a reference diffusion is forced towards the target…
We study the long-time behaviour of matrix-valued stochastic exponentials of L\'evy processes, i.e. of multiplicative L\'evy processes in the general linear group. In particular, we prove laws of large numbers as well as central limit…
We find necessary and sufficient conditions for almost sure finiteness of integral functionals of spectrally positive L\'evy processes. Via Lamperti type transforms, these results can be applied to obtain new integral tests on extinction…
Describing the evolution of quantum systems by means of non-Hermitian generators opens a new avenue to explore the dynamical properties naturally emerging in such a picture, e.g. operation at the so-called exceptional points, preservation…
We study the existence of minimal supersolutions of BSDEs under a family of mutually singular probability measures. We consider generators that are jointly lower semicontinuous, positive, and either convex in the control variable and…
Denoising diffusion models have proven to be a flexible and effective paradigm for generative modelling. Their recent extension to infinite dimensional Euclidean spaces has allowed for the modelling of stochastic processes. However, many…
By making use of the Langevin equation with a kernel, it was shown that the Feynman measure exp(-S) can be realized in a restricted sense in a diffusive stochastic process, which diverges and has no equilibrium, for bottomless systems. In…
Synchronous systems provide a basic model of embedded systems and industrial systems are modeled as Simulink diagrams and/or Lustre programs. Although the test generation problem is critical in the development of safe systems, it often…
We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…
Process convolutions yield random fields with flexible marginal distributions and dependence beyond Gaussianity, but statistical inference is often hampered by a lack of closed-form marginal distributions, and simulation-based inference may…
Accurately modeling time-continuous stochastic processes from irregular observations remains a significant challenge. In this paper, we leverage ideas from generative modeling of image data to push the boundary of time series generation.…