Related papers: Tail algebras for monotone and $q$-deformed exchan…

This paper studies properties of functions having monotone tails. We extend Theorem 1 of Dhaene et al. (2002a) and show how the tail quantiles of a random variable transformed with a monotone tail function can be expressed as the…

In this paper we produce noncommutative algebras derived equivalent to deformations of schemes with tilting bundles. We do this in two settings, first proving that a tilting bundle on a scheme lifts to a tilting bundle on an infinitesimal…

We consider the tail distribution of the edge cover time of a specific non-Markov process, $\delta$ once-reinforced random walk, on finite connected graphs, whose transition probability is proportional to weights of edges. Here the weights…

Given a Bratteli diagram D we consider the compact topological space formed by all infinite paths on D. Two such path are said to be tail-equivalent when they "have the same tail", i.e. when they eventually coincide. This equivalence…

For positive $q\neq1$, the $q$-exchangeability of an infinite random word is introduced as quasi-invariance under permutations of letters, with a special cocycle which accounts for inversions in the word. This framework allows us to extend…

We show that separable, simple, unital C*-algebras with finite decomposition rank absorb the Jiang-Su algebra Z tensorially. This has a number of consequences for Elliott's program to classify nuclear C*-algebras by their K-theory data. In…

We provide new, mild conditions for strict stationarity and ergodicity of a class of BEKK processes. By exploiting that the processes can be represented as multivariate stochastic recurrence equations, we characterize the tail behavior of…

This article concerns the tail probabilities of a light-tailed Markov-modulated L\'evy process stopped at a state-dependent Poisson rate. The tails are shown to decay exponentially at rates given by the unique positive and negative roots of…

We show that Rieffel's deformation sends covariant C(T)-algebras into C(T)-algebras. We also treat the lower semi-continuity issue, proving that Rieffel's deformation transforms covariant continuous fields of C*-algebras into continuous…

We show that elements of unital $C^*$-algebras without tracial states are finite sums of commutators. Moreover, the number of commutators involved is bounded, depending only on the given $C^*$-algebra.

We introduce a generalisation of Condition (K) to finitely separated graphs and show that it is equivalent to essential freeness of the associated partial action as well as the exchange property of any of the associated tame algebras. As a…

Let $\Om$ be a Borel subset of $S^\Bbb N$ where $S$ is countable. A measure is called exchangeable on $\Om$, if it is supported on $\Om$ and is invariant under every Borel automorphism of $\Om$ which permutes at most finitely many…

It is known that the involution corresponding to the compact form is incompatible with comultiplication for quantum groups at $|q|=1$. In this paper we consider the quantum algebra of functions on the deformed space $T^{*}G_{q}$ which…

We study branching processes of independently splitting particles in the continuous time setting. If time is calibrated such that particles live on average one unit of time, the corresponding transition rates are fully determined by the…

We consider stochastic processes where randomly chosen particles with positive quantities x, y (> 0) interact and exchange the quantities asymmetrically by the rule x' = c{(1-a) x + b y}, y' = d{a x + (1-b) y} (x \ge y), where (0 \le) a, b…

We show the following generalizations of the de Finetti--Hewitt--Savage theorem: Given an exchangeable sequence of random elements, the sequence is conditionally i.i.d. if and only if each random element admits a regular conditional…

We consider the tail probabilities of stock returns for a general class of stochastic volatility models. In these models, the stochastic differential equation for volatility is autonomous, time-homogeneous and dependent on only a finite…

Consider the linear nonhomogeneous fixed point equation R =_d sum_{i=1}^N C_i R_i + Q, where (Q,N,C_1,...,C_N) is a random vector with N in{0,1,2,3,...}U{infty}, {C_i}_{i=1}^N >= 0, P(|Q|>0) > 0, and {R_i}_{i=1}^N is a sequence of i.i.d.…

We give sufficient conditions ensuring the strong ergodic property of unique mixing for $C^*$-dynamical systems arising from Yang-Baxter-Hecke quantisation. We discuss whether they can be applied to some important cases including monotone,…

In this paper we survey our recent work on C*-correspondences and their associated operator algebras; in particular, on adding tails, the Shift Equivalence Problem and Hilbert bimodules.