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We study the properties of solutions of stochastic differential equations driven by processes generating loops in free nilpotent groups. We are in particular interested in existence and smoothness for the density.

Probability · Mathematics 2014-02-21 Fabrice Baudoin

We consider linear and obstacle problems driven by a nonlocal integral operator, for which nonlocal interactions are restricted to a ball of finite radius. These type of operators are used to model anomalous diffusion and, for a special…

Numerical Analysis · Mathematics 2018-04-30 Olena Burkovska , Max Gunzburger

Models of a generalized nondeterminism are defined by limitations on nonde- terministic behavior of a computing device. A regular realizability problem is a problem of verifying existence of a special sort word in a regular language. These…

Formal Languages and Automata Theory · Computer Science 2015-03-19 A. Rubtsov , M. Vyalyi

We extend results on finite dimensional nilpotent Lie algebras to Leibniz algebras and counterexamples to others are found. One generator algebras are used in these examples and are investigated further.

Rings and Algebras · Mathematics 2012-07-17 Chelsie Batten Ray , Alexander Combs , Nicole Gin , Allison Hedges , J. T. Hird , Laurie Zack

Several interesting generative learning algorithms involve a complex probability distribution over many random variables, involving intractable normalization constants or latent variable normalization. Some of them may even not have an…

Machine Learning · Computer Science 2014-05-13 Yoshua Bengio , Li Yao , Kyunghyun Cho

Recent work has discussed the importance of multiplicative closure for the Markov models used in phylogenetics. For continuous-time Markov chains, a sufficient condition for multiplicative closure of a model class is ensured by demanding…

Populations and Evolution · Quantitative Biology 2012-04-24 Jeremy Sumner , Jesus Fernandez-Sanchez , Peter Jarvis

We comment on some conceptual and and technical problems related to computational mechanics, point out some errors in several papers, and straighten out some wrong priority claims. We present explicitly the correct algorithm for…

Data Analysis, Statistics and Probability · Physics 2018-04-09 Peter Grassberger

High-dimensional data pose challenges in statistical learning and modeling. Sometimes the predictors can be naturally grouped where pursuing the between-group sparsity is desired. Collinearity may occur in real-world high-dimensional…

Machine Learning · Statistics 2011-11-11 Yiyuan She

The infinitesimal generators of L\'evy processes in Euclidean space are pseudo-differential operators with symbols given by the L\'evy-Khintchine formula. This classical analysis relies heavily on Fourier analysis which in the case when the…

Probability · Mathematics 2012-07-04 Maria Gordina , John Haga

It is well-known that well-posedness of a martingale problem in the class of continuous (or r.c.l.l.) solutions enables one to construct the associated transition probability functions. We extend this result to the case when the martingale…

Probability · Mathematics 2007-05-23 Abhay G Bhatt , Rajeeva L Karandikar , B V Rao

In this paper, we study homogenization problem for strong Markov processes on $\R^d$ having infinitesimal generators $$ \sL f(x)=\int_{\R^d}\left(f(x+z)-f(x)-\langle \nabla f(x), z\rangle \I_{\{|z|\le 1\}} \right) k(x,z)\, \Pi (dz) +\langle…

Probability · Mathematics 2020-07-08 Xin Chen , Zhen-Qing Chen , Takashi Kumagai , Jian Wang

In this paper, we establish the theory of nilpotent hypergroups and study some properties of nilpotent hypergroups and provided some structural characterizations of nilpotent hypergroups.

Group Theory · Mathematics 2023-10-31 Chi Zhang , Wenbin Guo

We prove that in the context of general Markov semigroups Beckner inequalities with constants separated from zero as $p\to 1^+$ are equivalent to the modified log Sobolev inequality (previously only one implication was known to hold in this…

Probability · Mathematics 2022-02-02 Radosław Adamczak , Bartłomiej Polaczyk , Michał Strzelecki

In this paper, we establish novel concentration inequalities for additive functionals of geometrically ergodic Markov chains similar to Rosenthal inequalities for sums of independent random variables. We pay special attention to the…

Probability · Mathematics 2025-09-26 Alain Durmus , Eric Moulines , Alexey Naumov , Sergey Samsonov , Marina Sheshukova

We consider iterated function systems (finite or countable), together with linear and continuous operators on Hilbert spaces, which enable us to construct Markov-type operators. Under suitable conditions, these Markov-type operators have…

Classical Analysis and ODEs · Mathematics 2017-01-30 Ion Chiţescu , Loredana Ioana , Radu Miculescu , Lucian Niţă

The problem of finding generators of the subalgebra of invariants under the action of a group of automorphisms of a finite dimensional Lie algebra on its universal enveloping algebra is reduced to finding homogeneous generators of the same…

Representation Theory · Mathematics 2019-06-19 M. Domokos , V. Drensky

The theory of monotonicity and duality is developed for general one-dimensional Feller processes. Moreover it is shown that local monotonicity conditions (conditions on the L\'evy kernel) are sufficient to prove the well-posedness of the…

Probability · Mathematics 2022-05-03 Vassili Kolokoltsov

New nilpotent series are produced that refine the usual nilpotent series of a group. These refinements can be arbitrarily longer than the series they refine and therefore clarify in greater detail the structure of automorphisms of nilpotent…

Group Theory · Mathematics 2015-01-21 James B. Wilson

We study the positive-operator-valued measures on the projective real line covariant with respect to the projective group, assuming that the energy is a positive operator. This problem is similar to the more complicated problem of finding…

Quantum Physics · Physics 2007-05-23 N. Pinamonti , M. Toller

Functional inequalities such as the Poincar\'e and log-Sobolev inequalities quantify convergence to equilibrium in continuous-time Markov chains by linking generator properties to variance and entropy decay. However, many applications,…

Probability · Mathematics 2026-02-20 Bastian Hilder , Patrick van Meurs , Upanshu Sharma