Related papers: A characterization of the infinitely divisible squ…

We give necessary and sufficient conditions to characterize the convergence in distribution of a sequence of arbitrary random variables to a probability distribution which is the invariant measure of a diffusion process. This class of…

We show that there exist Gaussian channels which are amendable. A channel is amendable if when applied twice is entanglement breaking while there exists a unitary filter such that, when interposed between the first and second action of the…

The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…

The first-exit time process of an inverse Gaussian L\'evy process is considered. The one-dimensional distribution functions of the process are obtained. They are not infinitely divisible and the tail probabilities decay exponentially. These…

Let M be a complete metric space. It is proved that if the space or scalar-valued bounded continuous functions on M admits an isometric shift, then M is separable.

We consider Markov chains on the space of (countable) partitions of the interval $[0,1]$, obtained first by size biased sampling twice (allowing repetitions) and then merging the parts with probability $\beta_m$ (if the sampled parts are…

We show uniqueness of the spine of a Fleming-Viot particle system under minimal assumptions on the driving process. If the driving process is a continuous time Markov process on a finite space, we show that asymptotically, when the number…

A novel representation of functions, called generalized Taylor form, is applied to the filtering of white noise processes. It is shown that every Gaussian colored noise can be expressed as the output of a set of linear fractional stochastic…

We introduce a new Gaussian process, a generalization of both fractional and subfractional Brownian motions, which could serve as a good model for a larger class of natural phenomena. We study its main stochastic properties and some…

Gaussian processes (GPs) are frequently used in machine learning and statistics to construct powerful models. However, when employing GPs in practice, important considerations must be made, regarding the high computational burden,…

Let $U$ be a graded unipotent group over the complex numbers, in the sense that it has an extension $\hat{U}$ by the multiplicative group such that the action of the multiplicative group by conjugation on the Lie algebra of $U$ has all its…

In this paper we present a novel inference methodology to perform Bayesian inference for spatiotemporal Cox processes where the intensity function depends on a multivariate Gaussian process. Dynamic Gaussian processes are introduced to…

Gaussian processes (GPs) are widely-used tools in spatial statistics and machine learning and the formulae for the mean function and covariance kernel of a GP $T u$ that is the image of another GP $u$ under a linear transformation $T$…

Gaussian states, operations, and measurements are central building blocks for continuous-variable quantum information processing which paves the way for abundant applications, especially including network-based quantum computation and…

We present a genealogy for superprocesses with a non-homogeneous quadratic branching mechanism, relying on a weighted version of the superprocess and a Girsanov theorem. We then decompose this genealogy with respect to the last individual…

McDonald and Clerk [Phys.\ Rev.\ Research 5, 033107 (2023)] showed that for linear open quantum systems the Liouvillian spectrum is independent of the noise strength. We first make this noise-independence principle precise in continuous…

Exponential functionals of L\'evy processes appear as stationary distributions of generalized Ornstein-Uhlenbeck (GOU) processes. In this paper we obtain the infinitesimal generator of the GOU process and show that it is a Feller process.…

Let $X$ be a proper CAT($0$) space and $G$ a cocompact group of isometries of $X$ without fixed point at infinity. We prove that if $\partial X$ contains an invariant subset of circumradius $\pi/2$, then $X$ contains a quasi-dense, closed…

Given an arithmetical function $f$, by $f(a, b)$ and $f[a, b]$ we denote the function $f$ evaluated at the greatest common divisor $(a, b)$ of positive integers $a$ and $b$ and evaluated at the least common multiple $[a, b]$ respectively. A…

We consider distributions on $\mathbb{R}$ that can be written as the sum of a non-zero discrete distribution and an absolutely continuous distribution. We show that such a distribution is quasi-infinitely divisible if and only if its…