Related papers: Selfsimilar free additive processes and freely sel…
We obtain the posterior distribution of a random process conditioned on observing the empirical frequencies of a finite sample path. We find under a rather broad assumption on the "dependence structure" of the process, {\em c.f.}…
The paper presents a systematic theory for asymptotic inference of autocovariances of stationary processes. We consider nonparametric tests for serial correlations based on the maximum (or ${\cal L}^\infty$) and the quadratic (or ${\cal…
The problem of reconstructing functions from their asymptotic expansions in powers of a small variable is addressed by deriving a novel type of approximants. The derivation is based on the self-similar approximation theory, which presents…
Noncommutative functions are graded functions between sets of square matrices of all sizes over two vector spaces that respect direct sums and similarities. They possess very strong regularity properties (reminiscent of the regularity…
We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…
Semi-implicit variational inference (SIVI) is introduced to expand the commonly used analytic variational distribution family, by mixing the variational parameter with a flexible distribution. This mixing distribution can assume any density…
Many systems in nature have arborescent and bifurcated structures such as trees, fern, snails, lungs, the blood vessel system, etc. and look self-similar over a wide range of scales. Which are the mechanical and dynamic properties that…
It is shown that the hyperbolic functions can be associated with selfdecomposable distributions (in short: SD probability distributions or L\'evy class L probability laws). Consequently, they admit associated background driving L\'evy…
The class of selfdecomposable distributions in free probability theory was introduced by Barndorff-Nielsen and the third named author. It constitutes a fairly large subclass of the freely infinitely divisible distributions, but so far…
Kinetics of collision processes with linear mixing rules are investigated analytically. The velocity distribution becomes self-similar in the long time limit and the similarity functions have algebraic or stretched exponential tails. The…
In this article, we show that every stationary random measure on $\mathbb R^d$ that is essentially free (i.e., has no symmetries a.s.) admits a point process as a factor (i.e., as a measurable and translation-equivariant function of the…
We consider the problem of inference for nonlinear, multivariate diffusion processes, satisfying It\^o stochastic differential equations (SDEs), using data at discrete times that may be incomplete and subject to measurement error. Our…
We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and…
Voiculescu's notion of asymptotic free independence applies to a wide range of random matrices, including those that are independent and unitarily invariant. In this work, we generalize this notion by considering random matrices with a…
We show that a conditional characteristic function of generalized L\'evy stochastic areas can be viewed as a product a selfdecomposable distribution (i.e., L\'evy class L distribution) and its background driving characteristic function.…
We consider a symmetric exclusion process on a discrete interval of $S$ points with various boundary conditions at the endpoints. We study the asymptotic decay of correlations as $S\to\infty$. The main result is asymptotic independence of a…
Dynamical scaling is an asymptotic property typical for the dynamics of first-order phase transitions in physical systems and related to self-similarity. Based on the integral-representation for the marginal probabilities of a fractional…
The aim of this paper is to present a result of discrete approximation of some class of stable self-similar stationary increments processes. The properties of such processes were intensively investigated, but little is known on the context…
Self-adjusting computation is an approach for automatically producing dynamic algorithms from static ones. The approach works by tracking control and data dependencies, and propagating changes through the dependencies when making an update.…
In this lectures various methods which give a possibility to extend an area of applicability of perturbation series and hence to omit their local character are analysed. While applying asymptotic methods as a rule the following situation…