Related papers: A Girsanov Result through Birkhoff Integral
A "Bochner-type" integral for vector lattice-valued functions with respect to (possibly infinite) vector lattice-valued measures is presented with respect to abstract convergences, satisfying suitable axioms, and some fundamental properties…
In this paper we present methods for the synthesis of polynomial invariants for probabilistic transition systems. Our approach is based on martingale theory. We construct invariants in the form of polynomials over program variables, which…
We derive unique Banach-valued solutions to stochastic Volterra equations with random coefficients that may depend on pure chance and involve singular kernels. In particular, for controlled and distribution-dependent coefficients these…
The martingale comparison method is extended to derive comparison results for path-independent functions for general semimartingales. Our approach allows to dismiss with the Markovian assumption on one of the processes made in previous…
The iterative Boltzmann inversion is an iterative scheme to determine an effective pair potential for an ensemble of identical particles in thermal equilibrium from the corresponding radial distribution function. Although the method is…
The purpose of this paper is to describe a unified approach to proving vector-valued inequalities without relying on the full strength of weighted theory. Our applications include the Fefferman-Stein and Cordoba-Fefferman inequalities, as…
In the last few decades, the concept of Birkhoff-James orthogonality has been used in several applications. In this survey article, the results known on the necessary and sufficient conditions for Birkhoff-James orthogonality in certain…
The classic Birkhoff- von Neumann theorem states that the set of doubly stochastic matrices is the convex hull of the permutation matrices. In this paper, we study a generalisation of this theorem in the type $II_1$ setting. Namely, we…
In this paper, we introduce and analyze multidimensional vector-valued Laplace transform of functions with values in sequentially complete locally convex spaces. A great number of our results seem to be new even for the functions with…
Convergence and stability results for the inverse Born series [Moskow and Schotland, Inverse Problems, 24:065005, 2008] are generalized to mappings between Banach spaces. We show that by restarting the inverse Born series one obtains a…
Gaussian process is a very promising novel technology that has been applied to both the regression problem and the classification problem. While for the regression problem it yields simple exact solutions, this is not the case for the…
The classical Birkhoff ergodic theorem states that for an ergodic Markov process the limiting behaviour of the time average of a function (having finite $p$-th moment, $p\ge1$, with respect to the invariant measure) along the trajectories…
We build bounded solutions to a linear integral equation. Our functions are built as limit of iterated Birkhoff sums over auto-similar dynamical systems. Nous construisons des solutions born\'ees \`a une \'equation int\'egrale. Notre…
In [22], it was proved that as long as the integrand has certain properties, the corresponding It\^o integral can be written as a (parameterized) Lebesgue integral (or a Bochner integral). In this paper, we show that such a question can be…
We prove strong laws of large numbers under intermediate trimming for Birkhoff sums over subshifts of finite type. This gives another application of a previous trimming result only proven for interval maps. In case of Markov measures we…
We discuss the efficient computation of performance, reliability, and availability measures for Markov chains; these metrics, and the ones obtained by combining them, are often called performability measures. We show that this computational…
It was shown recently that Birkhoff's theorem for doubly stochastic matrices can be extended to unitary matrices with equal line sums whenever the dimension of the matrices is prime. We prove a generalization of the Birkhoff theorem for…
Although it is important both in theory as well as in applications, a theory of Birkhoff interpolation with main emphasis on the shape of the set of nodes is still missing. Although we will consider various shapes (e.g. we find all the…
We define the $k$:th moment of a Banach space valued random variable as the expectation of its $k$:th tensor power; thus the moment (if it exists) is an element of a tensor power of the original Banach space. We study both the projective…
The paper extends Birkhoff's theorem on doubly stochastic matrices to some countable families of discrete probability spaces with nonempty intersections. We join every two elements lying in the same probability space by an edge and…