Related papers: Dirichlet form analysis of the Jacobi process
We calculate the $k$-point generating function of the correlated Jacobi ensemble using supersymmetric methods. We use the result for complex matrices for $k=1$ to derive a closed-form expression for eigenvalue density. For real matrices we…
We prove a characterization of the Dirichlet-Ferguson measure over an arbitrary finite diffuse measure space. We provide an interpretation of this characterization in analogy with the Mecke identity for Poisson point processes.
This paper analyzes a two-level algorithm for the weak Galerkin (WG) finite element methods based on local Raviart-Thomas (RT) and Brezzi-Douglas-Marini (BDM) mixed elements for two- and three-dimensional diffusion problems with Dirichlet…
When analyzing data from multiple sources, it is often convenient to strike a careful balance between two goals: capturing the heterogeneity of the samples and sharing information across them. We introduce a novel framework to model a…
This paper is concerned with the study of Green's functions for one dimensional diffusions with constant diffusion coefficient and linear time inhomogeneous drift. It is well know that the whole line Green's function is given by a Gaussian.…
We prove $L^{\infty}_{t}W^{1,p}_{x}$ Sobolev estimates in the Keller-Segel system with linear diffusion in any dimensionby proving a functional inequality, inspired by the Brezis-Gallou\"et-Wainger inequality. These estimates are also valid…
The Dirichlet form associated with the intrinsic gradient on Poisson space is known to be quasi-regular on the complete metric space $\ddot\Gamma=$ $\{Z_+$-valued Radon measures on $\IR^d\}$. We show that under mild conditions, the set…
The main objective consists in generalizing a well-known It{\^o} formula of J. Jacod and A. Shiryaev: given a c{\`a}dl{\`a}g process S, there is an equivalence between the fact that S is a semimartingale with given characteristics (B^k , C,…
The Wright-Fisher process with selection is an important tool in population genetics theory. Traditional analysis of this process relies on the diffusion approximation. The diffusion approximation is usually studied in a partial…
This paper explores Paley-Wiener type theorems within the framework of hypercomplex variables. The investigation focuses on a space-fractional version of the Dirac operator $\mathbf{D}_\theta^{\alpha}$ of order $\alpha$ and skewness…
This work is an extended version of the paper arXiv:0803.2669v1[math-ph], in which the main results were announced. We consider certain classical diffusion process for a wave function on the phase space. It is shown that at the time of…
In this paper, we use the theory of symmetric Dirichlet forms to give a probabilistic interpretation of Calder\'{o}n's inverse conductivity problem in terms of reflecting diffusion processes and their corresponding boundary trace processes.
In this paper, we study Dirichlet problem for non-local operator on bounded domains in ${\mathbb R}^d$ $$ {\cal L}u = {\rm div}(A(x) \nabla (x)) + b(x) \cdot \nabla u(x) + \int_{{\mathbb R}^d} (u(y)-u(x) ) J(x, dy) , $$ where…
We develop the theory of tamed spaces which are Dirichlet spaces with distribution-valued lower bounds on the Ricci curvature and investigate these from an Eulerian point of view. To this end we analyze in detail singular perturbations of…
An interesting line of research is the investigation of the laws of random variables known as Dirichlet means. However, there is not much information on interrelationships between different Dirichlet means. Here, we introduce two…
Let $D\subset R^d$ be a bounded domain and denote by $\mathcal P(D)$ the space of probability measures on $D$. Let \begin{equation*} L=\frac12\nabla\cdot a\nabla +b\nabla \end{equation*} be a second order elliptic operator. Let…
In this paper we propose a Monte Carlo maximum likelihood estimation strategy for discretely observed Wright-Fisher diffusions. Our approach provides an unbiased estimator of the likelihood function and is based on exact simulation…
The solution of partial differential equations (PDEs) on complex domains often presents a significant computational challenge by requiring the generation of fitted meshes. The Diffuse Domain Method (DDM) is an alternative which reformulates…
Consider a finite absorbing Markov generator, irreducible on the non-absorbing states. Perron-Frobenius theory ensures the existence of a corresponding positive eigenvector $\varphi$. The goal of the paper is to give bounds on the amplitude…
In this paper, we derive the first and the second variation of the energy functional for a pseudo-Finsler metric using the family of affine connections associated to the Chern connection. This opens the possibility to accomplish…