Related papers: Generalized Mehler Semigroups and Catalytic Branch…
In this paper we study some convergence results concerning the one-dimensional distribution of a time-changed fractional Ornstein-Uhlenbeck process. In particular, we establish that, despite the time change, the process admits a Gaussian…
For a sequence of uniformly bounded, degenerate semigroups on a Hilbert space, we compare various types of convergences to a limit semigroup. Among others, we show that convergence of the semigroups, or of the resolvents of the generators,…
In the past decade there has been a flurry of activity at the intersection of spectral theory and symplectic geometry. In this paper we review recent results on semiclassical spectral theory for commuting Berezin-Toeplitz and…
We observe the continuous-time Markov Branching Process without high-order moments and allowing Immigration. Limit properties of transition functions and their convergence to invariant measures are investigated. Main mathematical tool is…
Continuous state branching processes with immigration are studied. We are particularly concerned with the associated (non-symmetric) Dirichlet form. After observing that gamma distributions are only reversible distributions for this class…
This paper continues our survey about the mean-field derivation of the two-dimensional signal-dependent Keller-Segel system studied in [1]. Therefore, we consider the same system of moderately interacting particles as before. The difference…
For supercritical multitype branching processes in continuous time, we investigate the evolution of types along those lineages that survive up to some time t. We establish almost-sure convergence theorems for both time and population…
Trajectories are a central concept in our understanding of classical phenomena and also in rationalizing quantum mechanical effects. In this work we provide a way to determine semiclassical paths, approximations to quantum averages in phase…
We consider Ornstein-Uhlenbeck operators perturbed by a radial potential. Under weak assumptions we prove a spectral mapping theorem for the generated semigroup. The proof relies on a perturbative construction of the resolvent, based on…
To each skew-gentle algebra, one can assign a gentle algebra in terms of combinatorial data. In order to relate the structures of the two algebras, we establish a homological epimorphism and a recollement of derived module categories. This…
In this paper the asymptotic behavior of a critical multi-type branching process with immigration is described when the offspring mean matrix is irreducible, in other words, when the process is indecomposable. It is proved that sequences of…
In this note the Chernoff Theorem is used to approximate evolution semigroups constructed by the procedure of subordination. The considered semigroups are subordinate to some original, unknown explicitly but already approximated by the same…
This survey describes the method of approximation of operator semigroups, based on the Chernoff theorem. We outline recent results in this domain as well as clarify relations between constructed approximations, stochastic processes,…
We study the Dyson-Ornstein-Uhlenbeck diffusion process, an evolving gas of interacting particles. Its invariant law is the beta Hermite ensemble of random matrix theory, a non-product log-concave distribution. We explore the convergence to…
We consider filtering for a hidden Markov model that evolves with multiple time scales in the hidden states. In particular, we consider the case where one of the states is a scaled Ornstein-Uhlenbeck process with fast reversion to a…
We study in some generality intertwinings between $h$-transforms of Karlin-McGregor semigroups associated with one dimensional diffusion processes and those of their Siegmund duals. We obtain couplings so that the corresponding processes…
The semidirect product of a finitely generated group dual with the symmetric group can be described through so-called group-theoretical categories of partitions (covers only a special case; due to Raum--Weber, 2015) and skew categories of…
Based on a version of Dudley's Wiener process on the mass shell in the momentum Minkowski space of a massive point particle, a model of a relativistic Ornstein--Uhlenbeck process is constructed by addition of a specific drift term. The…
We review recent progress in the understanding of the role of multiple- and simultaneous multiple merger coalescents as models for the genealogy in idealised and real populations with exceptional reproductive behaviour. In particular, we…
Skewness is a common occurrence in statistical applications. In recent years, various distribution families have been proposed to model skewed data by introducing unequal scales based on the median or mode. However, we argue that the point…