Related papers: Intermediate Goodstein principles
In introductory books about natural numbers, a common kind of assertion - often left as exercise to the reader - is that certain forms of induction on $\mathbb{N}$ (regular/ordinary, complete/strong) are equivalent one to each other and to…
In this article, we discuss some geometric infinitely divisible (gid) random variables using the Laplace exponents which are Bernstein functions and study their properties. The distributional properties and limiting behavior of the…
The usual product $m\cdot n$ on $\mathbb{Z}$ can be viewed as the sum of $n$ terms of an arithmetic progression whose first term is $a_{1}=m-n+1$ and whose difference is $d=2$. Generalizing this idea, we define new similar product mappings,…
We show that a basic quantum white noise process formally reproduces quantum stochastic calculus when the appropriate normal / chronological orderings are prescribed. By normal ordering techniques for integral equations and a generalization…
We develop Stein's method for $\alpha$-stable approximation with $\alpha\in(0,1]$, continuing the recent line of research by Xu \cite{lihu} and Chen, Nourdin and Xu \cite{C-N-X} in the case $\alpha\in(1,2).$ The main results include an…
We re-address the problem of construction of new infinite-dimensional completely integrable systems on the basis of known ones, and we reveal a working mechanism for such transitions. By splitting the problem's solution in two steps, we…
Averaging principle is an effective method for investigating dynamical systems with highly oscillating components. In this paper, we study three types of averaging principle for stochastic complex Ginzburg-Landau equations. Firstly, we…
An ab-initio calculation scheme for finite nuclei based on self-consistent Green's functions in the Gorkov formalism is developed. It aims at describing properties of doubly-magic and semi-magic nuclei employing state-of-the-art microscopic…
Many statistical problems include model parameters that are defined as the solutions to optimization sub-problems. These include classical approaches such as profile likelihood as well as modern applications involving flow networks or…
Our main goal is to study a class of processes whose increments are generated via a cellular automata rule. Given the increments of a simple biased random walk, a new sequence of (dependent) Bernoulli random variables is produced. It is…
The induction principle for natural numbers expresses that when a property holds for some natural number a and is hereditary, then it holds for all numbers greater than or equal to a. We present a similar principle for real numbers.
Gaussian processes (GPs) offer a principled probabilistic model over functions, but exact inference is restricted to the linear-Gaussian regime. We establish an explicit equivalence between GPs and a class of linear diffusion models,…
By exploiting the well-known observation that size-biasing or zero-biasing an infinitely divisible random variable may be achieved by adding an independent increment, combined with tools from Stein's method for compound Poisson and Gaussian…
We revisit the golden sieve, a self-referential deletion process on increasing sequences of positive integers introduced by the author in 2002. Applied to the natural numbers, the sieve produces the Wythoff pair as a Beatty partition. For…
We propose a transfer principle to study the adapted 2-Wasserstein distance between stochastic processes. First, we obtain an explicit formula for the distance between real-valued mean-square continuous Gaussian processes by introducing the…
In this article, we introduce \textit{Mallows processes}, defined to be continuous-time c\`adl\`ag processes with Mallows distributed marginals. We show that such processes exist and that they can be restricted to have certain natural…
In this paper, we consider an inference problem for an Ornstein-Uhlenbeck process driven by a general one-dimensional centered Gaussian process $(G_t)_{t\ge 0}$. The second order mixed partial derivative of the covariance function $ R(t,\,…
This paper introduces a new stochastic process with values in the set Z of integers with sign. The increments of process are Poisson differences and the dynamics has an autoregressive structure. We study the properties of the process and…
We derive quantitative bounds in the Wasserstein distance for the approximation of stochastic integrals with respect to Hawkes processes by a normally distributed random variable. In the case of deterministic and non-negative integrands,…
We consider the process of partial sums of moving averages of finite order with a regular varying memory function, constructed from a stationary sequence, variance of the sum of which is a regularly varying function. We study the Gaussian…