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Related papers: Semi-Selfdecomposable Laws and Related Processes

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We study pseudorandomness and pseudorandom generators from the perspective of logical definability. Building on results from ordinary derandomization and finite model theory, we show that it is possible to deterministically construct, in…

Logic in Computer Science · Computer Science 2023-04-25 Jan Dreier , Jamie Tucker-Foltz

Using the concept of self-decomposable subordinators introduced in Gardini et al. [11], we build a new bivariate Normal Inverse Gaussian process that can capture stochastic delays. In addition, we also develop a novel path simulation scheme…

Computational Finance · Quantitative Finance 2020-11-10 Matteo Gardini , Piergiacomo Sabino , Emanuela Sasso

We investigate a broad family of non weakly reversible stochastically modeled reaction networks (CRN), by looking at their steady-state distributions. Most known results on stationary distributions assume weak reversibility and zero…

Probability · Mathematics 2023-02-20 Linard Hoessly , Christian Mazza

The classical notion of L\'evy process is generalized to one that takes as its values probabilities on a first order model equipped with a commutative semigroup. This is achieved by applying a convolution product on definable probabilities…

Logic · Mathematics 2009-10-27 Siu-Ah Ng

We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…

Probability · Mathematics 2012-05-17 Amel Bentata , Rama Cont

In this paper some general theory is presented for locally stationary processes based on the stationary approximation and the stationary derivative. Laws of large numbers, central limit theorems as well as deterministic and stochastic bias…

Statistics Theory · Mathematics 2017-11-21 Rainer Dahlhaus , Stefan Richter , Wei Biao Wu

The one-dimensional Dickman distribution arises in various stochastic models across number theory, combinatorics, physics, and biology. Recently, a definition of the multidimensional Dickman distribution has appeared in the literature,…

Probability · Mathematics 2026-04-30 Anastasiia S. Kovtun , Nikolai N. Leonenko , Andrey Pepelyshev

We demonstrate that SDYM equations for the Lie algebra of one-dimensional vector fields represent a natural reduction in the framework of general linearly degenerate dispersionless hierarchy. We define the reduction in terms of wave…

Exactly Solvable and Integrable Systems · Physics 2017-10-25 L. V. Bogdanov , M. V. Pavlov

We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…

Statistical Mechanics · Physics 2025-12-03 Lucas G. B. de Souza , M. G. E. da Luz , E. P. Raposo , Evaldo M. F. Curado , G. M. Viswanathan

The following version of the Lumer-Phillips is proved: a surjective dissipative operator is m-dissipative and invertible. The result remains true if dissipative linear relations (i.e multivalued operators) are considered. The main purpose…

Functional Analysis · Mathematics 2023-05-02 W. Arendt , I. Chalendar , B. Moletsane

We present some theorems and algorithms for calculating perpendicular categories and locally semi-simple decompositions. We implemented a computer program {\sc TETIVA} based on these algorithms and we offer this program for everybody's use.

Representation Theory · Mathematics 2007-08-31 D. A. Shmelkin

We generate hierarchies of derivative nonlinear Schr\"odinger-type equations and their nonlocal extensions from Lie algebra splittings and automorphisms. This provides an algebraic explanation of some known reductions and newly established…

Exactly Solvable and Integrable Systems · Physics 2017-04-10 Zhiwei Wu , Jingsong He

For a class of stationary Markov-dependent sequences $(A_n,B_n)\in\mathbb{R}^2,$ we consider the random linear recursion $S_n=A_n+B_nS_{n-1},$ $n\in\mathbb{Z},$ and show that the distribution tail of its stationary solution has a power law…

Probability · Mathematics 2007-05-23 Alexander Roitershtein

This paper considers a family of autoregressive processes with marginal distributions resembling the Cantor function. It is shown that the marginal distribution is in the domain of attraction of a max-semistable distribution. The main…

Probability · Mathematics 2024-09-02 Alef E. Sterk

In this work we explore the connections between (linear) nested sequent calculi and ordinary sequent calculi for normal and non-normal modal logics. By proposing local versions to ordinary sequent rules we obtain linear nested sequent…

Logic in Computer Science · Computer Science 2017-11-17 Björn Lellmann , Elaine Pimentel

This paper is devoted to the classification of integrable Davey-Stewartson type equations. A list of potentially deformable dispersionless systems is obtained through the requirement that such systems must be generated by a polynomial…

Exactly Solvable and Integrable Systems · Physics 2015-06-15 Benoit Huard , Vladimir Novikov

System of semilinear ordinary differential equation and fractional differential equation of distributed order is investigated and solved in a mild and classical sense. Such a system arises as a distributed derivative model of…

Functional Analysis · Mathematics 2009-09-28 Teodor M. Atanackovic , Ljubica Oparnica , Stevan Pilipovic

The existence of decompositions of the nonlinear integrable systems not only permits us to establish so-called linear superposition solutions but also to derive new nonlinear integrable coupled systems. Restricting our attention to the…

Exactly Solvable and Integrable Systems · Physics 2022-05-18 Xiazhi Hao , S. Y. Lou

This work deals with almost automorphy of distributions. We give characterizations and main properties of these distributions. We also study the existence of distributional almost automorphic solutions of linear difference-differential…

Functional Analysis · Mathematics 2016-06-17 Chikh Bouzar , Fatima Zohra Tchouar

The Leibniz rule for fractional Riemann-Liouville derivative is studied in algebra of functions defined by Laplace convolution. This algebra and the derived Leibniz rule are used in construction of explicit form of stationary-conserved…

Mathematical Physics · Physics 2009-11-07 M. Klimek