Related papers: From slightly coloured noises to unitless product …
We introduce the concept of numerical Gaussian processes, which we define as Gaussian processes with covariance functions resulting from temporal discretization of time-dependent partial differential equations. Numerical Gaussian processes,…
We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…
Inhomogeneous environments are rather ubiquitous in nature, often implying anomalies resulting in deviation from Gaussianity of diffusion processes. While sub- and superdiffusion are usually due to conversing environmental features…
In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by some causal structure. This corresponds to a family of…
In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by some causal structure. This corresponds to a family of…
We consider two examples of dynamical semigroups obtained by singular perturbations of a standard generator which are special case of unbounded completely positive perturbations studied in detail in [10]. In the section 2 we propose a…
A spatial distribution is hyperuniform if it has local density fluctuations that vanish in the limit of long length scales. Hyperuniformity is a well known property of both crystals and quasicrystals. Of recent interest, however, is…
We consider a new type of lookdown processes where spatial motion of each individual is influenced by an individual noise and a common noise, which could be regarded as an environment. Then a class of probability measure-valued processes on…
Waves and oscillations are commonly observed in the dynamics of self-driven agents such as pedestrians or vehicles. Interestingly, many factors may perturb the stability of space homogeneous streaming, leading to the spontaneous formation…
For random piecewise linear systems T of the interval that are expanding on average we construct explicitly the density functions of absolutely continuous T-invariant measures. In case the random system uses only expanding maps our…
Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…
We study stochastic particle systems with stationary product measures that exhibit a condensation transition due to particle interactions or spatial inhomogeneities. We review previous work on the stationary behaviour and put it in the…
A regular sampling theory in a multiply generated unitary invariant subspace of a separable Hilbert space $\mathcal{H}$ is proposed. This subspace is associated to a unitary representation of a countable discrete abelian group $G$ on…
We consider noisy, non-local unitary operations or interactions, i.e. the corresponding evolutions are described by completely positive maps or master equations of Lindblad form. We show that by random local operations the completely…
Simulating a Gaussian process requires sampling from a high-dimensional Gaussian distribution, which scales cubically with the number of sample locations. Spectral methods address this challenge by exploiting the Fourier representation,…
Integrable non-linear Hamiltonian systems perturbed by additive noise develop a Lyapunov instability, and are hence chaotic, for any amplitude of the perturbation. This phenomenon is related, but distinct, from Taylor's diffusion in…
We establish a regular sampling theory in the range of the analysis operator of a continuous frame having a unitary structure. The unitary structure is related with a unitary representation of a locally compact abelian group on a separable…
We show that every (continuous) faithful product system admits a (continuous) faithful nondegenerate representation. For Hilbert spaces this is equivalent to Arveson's result that every Arveson system comes from an E_0-semigroup. We point…
The minimal ingredients to describe a quantum system are a Hamiltonian, an initial state, and a preferred tensor product structure that encodes a decomposition into subsystems. We explore a top-down approach in which the subsystems emerge…
We give necessary and sufficient conditions for a Gaussian quantum channel to have a dilation involving a passive, i.e., number-preserving unitary. We then establish a normal form of such channels: any passively dilatable channel is the…