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A stochastic adding machine is a Markov chain on the set of non-negative integers $\mathbb{Z}_{+}$ that models the process of adding one by successively updating the digits of a number's expansion in a given numeration system. At each step,…

动力系统 · 数学 2025-06-09 Danilo Caprio , Ali Messaoudi , Ioannis Tsokanos , Glauco Valle

We extend the Killeen-Taylor study in \cite{KT} by investigating in different Banach spaces ($\ell^\alpha(\N), c_0(\N),c_c(\N)$) the point, continuous and residual spectra of stochastic perturbations of the shift operator associated to the…

动力系统 · 数学 2011-10-03 E. H. El Abdalaoui , A. Messaoudi

In this paper, we define some Markov Chains associated to Vershik maps on Bratteli diagrams. We study probabilistic and spectral properties of their transition operators and we prove that the spectra of these operators are connected to…

动力系统 · 数学 2019-05-20 Danilo Antonio Caprio , Ali Messaoudi , Glauco Valle

In this work we define a stochastic adding machine associated to the Fibonacci base and to a probabilities sequence $\overline{p}=(p_i)_{i\geq 1}$. We obtain a Markov chain whose states are the set of nonnegative integers. We study…

动力系统 · 数学 2015-08-21 Danilo Antonio Caprio

Consider the basic algorithm to perform the transformation n--> n+1 changing digits of the d-adic expansion of n one by one. We obtain a family of Markov chains on the non-negative integers through sucessive and independent applications of…

动力系统 · 数学 2013-04-11 Ali Messaoudi , Olivier Sester , Glauco Valle

This paper studies the spectrum assignment of a class of stochastic systems with multiplicative noise. A novel $\alpha$-spectrum assignment is proposed for discrete-time and continuous-time stochastic systems with multiplicative noise. In…

最优化与控制 · 数学 2025-04-04 Xiaomin Xue , Juanjuan Xu , Huanshui Zhang

A stochastic sewing lemma which is applicable for processes taking values in Banach spaces is introduced. Applications to additive functionals of fractional Brownian motion of distributional type are discussed.

概率论 · 数学 2022-01-11 Khoa Lê

Machine learning provides algorithms that can learn from data and make inferences or predictions on data. Stochastic acceptors or probabilistic automata are stochastic automata without output that can model components in machine learning…

机器学习 · 计算机科学 2018-12-27 Karl-Heinz Zimmermann

From K\"ummerer's investigations on stationary Markov processes has emerged an operator algebraic definition of white noises which captures many examples from classical as well as from non-commutative probability. Within non-commutative…

算子代数 · 数学 2020-05-29 Claus Köstler

A matrix representation of the evolution operator associated with a nonlinear stochastic flow with additive noise is used to compute its spectrum. In the weak noise limit a perturbative expansion for the spectrum is formulated in terms of…

This paper presents Stieltjes-type integration for operator-valued functions with respect to spectral families. The relation between Riemann-Stieltjes integrals associated with some classes of spectral families including, in particular,…

泛函分析 · 数学 2011-03-08 Anna Skripka

We demonstrate a one-dimensional magnetic system can exhibit a Cantor-type spectrum using an example of a chain graph with $\delta$ coupling at the vertices exposed to a magnetic field perpendicular to the graph plane and varying along the…

数学物理 · 物理学 2020-01-10 Pavel Exner , Daniel Vasata

We establish spectral inclusion and mapping theorems for scalar type spectral operators, generalizing their counterparts for normal operators. Thereby, we extend a precise weak spectral mapping theorem, known to hold for $C_0$-semigroups of…

泛函分析 · 数学 2026-05-15 Marat V. Markin

In this paper we introduce a model which provides a new approach to the phenomenon of stochastic resonance. It is based on the study of the properties of the stationary distribution of the underlying stochastic process. We derive the…

概率论 · 数学 2007-05-23 Peter Imkeller , Ilya Pavlyukevich

Using a multiplicative structure (for example that of a Banach algebra) and a partial order we construct a weak version of a Banach space valued stochastic integral with respect to square integrable martingales.

概率论 · 数学 2009-10-29 Joris Bierkens , Onno van Gaans

We give a stochastic extension of the Brane Calculus, along the lines of recent work by Cardelli and Mardare. In this presentation, the semantics of a Brane process is a measure of the stochastic distribution of possible derivations. To…

计算工程、金融与科学 · 计算机科学 2010-11-03 Giorgio Bacci , Marino Miculan

In this paper we consider fractional higher-order stochastic differential equations of the form \begin{align*} \left( \mu + c_\alpha \frac{d^\alpha}{d(-t)^\alpha} \right)^\beta X(t) = \mathcal{E}(t) , \quad t\geq 0,\; \mu>0,\; \beta>0,\;…

概率论 · 数学 2015-07-08 Mirko D'Ovidio , Enzo Orsingher , Ludmila Sakhno

In this paper we derive novel families of inclusion sets for the spectrum and pseudospectrum of large classes of bounded linear operators, and establish convergence of particular sequences of these inclusion sets to the spectrum or…

Stochastic Taylor expansions of the expectation of functionals applied to diffusion processes which are solutions of stochastic differential equation systems are introduced. Taylor formulas w.r.t. increments of the time are presented for…

概率论 · 数学 2013-10-24 Andreas Rößler

We introduce a family of Banach spaces of measures, each containing the set of measures with density of bounded variation. These spaces are suitable for the study of weighted transfer operators of piecewise-smooth maps of the interval where…

动力系统 · 数学 2014-03-21 Oliver Butterley
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