Related papers: A stochastic representation theorem for sublinear …
In this paper, we study parametric nonlinear regression under the Harris recurrent Markov chain framework. We first consider the nonlinear least squares estimators of the parameters in the homoskedastic case, and establish asymptotic theory…
Stochastic representation for interaction of quantum systems is formulated which allows to replace some of them by equivalent but purely commutative random sources. The formalism is applied to two-level systems interacting with Gaussian…
Hypothesis testing based on surrogate data has emerged as a popular way to test the null hypothesis that a signal is a realization of a linear stochastic process. Typically, this is done by generating surrogates which are made to conform to…
Consider a subcritical branching Markov chain. Let $Z_n$ denote the counting measure of particles of generation $n$. Under some conditions, we give a probabilistic proof for the existence of the Yaglom limit of $(Z_n)_{n\in\mathbb{N}}$ by…
Under suitable conditions on a family $(I(t))_{t\ge 0}$ of Lipschitz mappings on a complete metric space, we show that up to a subsequence the strong limit $S(t):=\lim_{n\to\infty}(I(t 2^{-n}))^{2^n}$ exists for all dyadic time points $t$,…
An extension of the conditional expectations (those under a given subalgebra of events and not the simple ones under a single event) from the classical to the quantum case is presented. In the classical case, the conditional expectations…
We define a class of not necessarily linear $C_0$-semigroups $(P_t)_{t\geq0}$ on $C_b(E)$ (more generally, on $C_\kappa(E):=\frac1\kappa C_b(E)$, for some bounded function $\kappa$, which is the pointwise limit of a decreasing sequence of…
We present $c_0$--semigroup generation results for the free streaming operator with abstract boundary conditions. We recall some known results on the matter and establish a general theorem. We motivate our study with a lot of examples and…
A natural counterpart to the Lie-Trotter product formula for norm-continuous one-parameter semigroups is proved, for the class of quasicontractive quantum stochastic operator cocycles whose expectation semigroup is norm continuous. Compared…
In math.RT/0302174 we developed a framework to study representations of groups of the form $G((t))$, where $G$ is an algebraic group over a local field $K$. The main feature of this theory is that natural representations of groups of this…
We study the problem of solving fixed-point equations for seminorm-contractive operators and establish foundational results on the non-asymptotic behavior of iterative algorithms in both deterministic and stochastic settings. Specifically,…
The current form of quantum mechanics is very successful and is almost certainly correct. It is remarkable, however, that the entire structure-from the mass, spin and charge labels on particlelike states to antisymmetry to broken internal…
We extend our recently introduced stochastic nonlocal traffic flow model to more general random perturbations, including Markovian noise derived from a discretized Jacobi-type stochastic differential equation. Invoking a deterministic…
In this addendum we provide an existence and uniqueness result for mild solutions to semilinear stochastic partial differential equations driven by Wiener processes and Poisson random measures in the framework of the semigroup approach with…
Applying non-ergodic quadratic stochastic operator the continual family of weak ergodic non-homogeneous Markov chains is constructed.
A new method for the construction of Fock-adapted operator Markovian cocycles is outlined, and its use is illustrated by application to a number of examples arising in physics and probability. The construction uses the Trotter-Kato Theorem…
The corepresentation theory of continuous groups is presented without the assumption that the subgroup $G$ of the group with antilinear operations is unitary. The formulas of the corepresentation theory with unitary groups $G$ can be…
We construct a probabilistic representation of a system of fully coupled parabolic equations arising as a model describing spatial segregation of interacting population species. We derive a closed system of stochastic equations such that…
We propose a deep generative approach to sampling from a conditional distribution based on a unified formulation of conditional distribution and generalized nonparametric regression function using the noise-outsourcing lemma. The proposed…
We provide a stochastic representation for a general class of viscous Hamilton-Jacobi (HJ) equations, which has convexity and superlinear nonlinearity in its gradient term, via a type of backward stochastic differential equation (BSDE) with…