Related papers: The conditional measures for the determinantal poi…
The main goal of this paper is to discuss several approaches to formulation of distributionally robust counterparts of Markov Decision Processes, where the transition kernels are not specified exactly but rather are assumed to be elements…
We provide a thorough construction of a system of compatible determinant line bundles over spaces of Fredholm operators, fully verify that this system satisfies a number of important properties, and include explicit formulas for all…
We show how to compute the Bergman kernel functions of some special domains in a simple way. As an application of the explicit formulas, we show that the Bergman kernel functions of some convex domains, for instance the domain in C^3…
In this article, we prove the transformation formula for the reduced Bergman kernels under proper holomorphic correspondences between bounded domains in the complex plane. As a corollary, we obtain the transformation formula for the reduced…
We consider an absorbing Markov decision process with Borel state and action spaces. We study conditions under which the MDP is uniformly absorbing and the set of occupation measures of the MDP is compact in the usual weak topology. These…
We address the estimation of conditional quantiles when the covariate is functional and when the order of the quantiles converges to one as the sample size increases. In a first time, we investigate to what extent these large conditional…
Motivated by practical applications, I present a novel and comprehensive framework for operator-valued positive definite kernels. This framework is applied to both operator theory and stochastic processes. The first application focuses on…
Consider Dyson's Hermitian Brownian motion model after a finite time S, where the process is started at N equidistant points on the real line. These N points after time S form a determinantal process and has a limit as N tends to infinity.…
We prove that for a discrete determinantal process the BK inequality occurs for increasing events generated by simple points. We give also some elementary, but nonetheless appealing relationship, between a discrete determinantal process and…
The heat kernel on the symmetric space of positive definite Hermitian matrices is used to endow the spaces of Bergman metrics of degree k on a Riemann surface M with a family of probability measures depending on a choice of the background…
Conditional kernel mean embeddings form an attractive nonparametric framework for representing conditional means of functions, describing the observation processes for many complex models. However, the recovery of the original underlying…
We give a formula for the determinant of an $n\times n$ matrix with entries from a commutative ring with unit. The formula can be evaluated by a "straight-line program" performing only additions, subtractions and multiplications of ring…
The second part of the paper mainly deals with convergence of infinite determinantal measures, understood as the convergence of the approximating finite determinantal measures. In addition to the usual weak topology on the space of…
Several decision points exist in business processes (e.g., whether a purchase order needs a manager's approval or not), and different decisions are made for different process instances based on their characteristics (e.g., a purchase order…
We prove nontangential asymptotic limits of the Bergman kernel on the diagonal, and the Bergman metric and its holomorphic sectional curvature at exponentially flat infinite type boundary points of smooth bounded pseudoconvex domains in…
We consider determinantal point processes on the $d$-dimensional unit sphere $\mathbb S^d$. These are finite point processes exhibiting repulsiveness and with moment properties determined by a certain determinant whose entries are specified…
We consider a certain Hartogs domain which is related to the Fock-Bargmann space. We give an explicit formula for the Bergman kernel of the domain in terms of the polylogarithm functions. Moreover we solve the Lu Qi-Keng problem of the…
We consider a family of linear operators, diagonalized by the Hankel transform. The Fredholm determinants of these operators, restricted to $L_2[0, R]$, are expressed in a convenient form for asymptotic analysis as $R\to\infty$. The result…
We discuss several examples of point processes (all taken from Hough, Krishnapur, Peres, Vir\'ag (2009)) for which the autocorrelation and diffraction measures can be calculated explicitly. These include certain classes of determinantal and…
Let $U$ be a random unitary matrix drawn from the Hua-Pickrell distribution $\mu_{\mathrm{U}(n+m)}^{(\delta)}$ on the unitary group $\mathrm{U}(n+m)$. We show that the eigenvalues of the truncated unitary matrix $[U_{i,j}]_{1\leq i,j\leq…