相关论文: Stochastic independence for probability MV-algebra…

Let $\{x_{\alpha}\}_{\alpha \in \mathbb{Z}}$ and $\{y_{\alpha}\}_{\alpha \in \mathbb{Z}}$ be two independent collections of zero mean, unit variance random variables with uniformly bounded moments of all orders. Consider a nonsymmetric…

This article establishes a stochastic homogenization result for the first order Hamilton-Jacobi equation on a Riemannian manifold $M$, in the context of a stationary ergodic random environment. The setting involves a finitely generated…

We consider non-stationary dynamical systems with one-and-a-half degrees of freedom. We are interested in algorithmic construction of rich classes of Hamilton's equations with the Hamiltonian H=p^2/2+V(x,t) which are Liouville integrable.…

For any reduced free product $\mathrm{C}^*$-algebra $(A, \varphi) =(A_1, \varphi_1) \star (A_2, \varphi_2)$, we prove a boundary rigidity result for the embedding of $A$ into its associated $\mathrm{C}^*$-algebra $\Delta \mathbf{T}(A,…

We show that the value function in a stochastic differential game does not change if we keep the same space $(\Omega,\mathcal{F})$ but introduce probability measures by means of Girsanov's transformation {\em depending} on the policies of…

A stochastic algorithm is proposed, finding some elements from the set of intrinsic $p$-mean(s) associated to a probability measure $\nu$ on a compact Riemannian manifold and to $p\in[1,\infty)$. It is fed sequentially with independent…

The incidence algebra of a partially ordered set (poset) supports in a natural way also a coalgebra structure, so that it becomes a m-weak bialgebra even a m-weak Hopf algebra with M\"obius function as antipode. Here m-weak means that…

Multistage stochastic optimization problems are oftentimes formulated informally in a pathwise way. These are correct in a discrete setting and suitable when addressing computational challenges, for example. But the pathwise problem…

Necessary and sufficient conditions are given for a substochastic semigroup on $L^1$ obtained through the Kato--Voigt perturbation theorem to be either stochastic or strongly stable. We show how such semigroups are related to piecewise…

We develop techniques to compute the k-th Moment of the Eigenvalue-statistic for a random Matrix M the entries of which do not have to be necessarily Independent. The dependence is controlled via an equivalence relation on the pairs of the…

Let $1\le m<n$ be integers, and let $K\subset\mathbb{R}^{n}$ be a self-similar set satisfying the strong separation condition, and with $\dim K=s>m$. We study the a.s. values of the $s-m$-dimensional Hausdorff and packing measures of $K\cap…

We present a new construction of a Skorohod embedding, namely, given a probability measure mu with zero expectation and finite variance, we construct an integrable stopping time T adapted to a filtration F_t, such that W_t has the law mu,…

In this paper we show that Hilbert space-valued stochastic models are robust with respect to perturbation, due to measurement or approximation errors, in the underlying volatility process. Within the class of stochastic volatility modulated…

This paper introduces a probabilistic formulation for the isometric embedding of a Riemannian manifold $(M^n,g)$ into Euclidean space $\mathbb{R}^q$. Given $\alpha \in ]\tfrac{1}{2},1]$, we show that a $C^{1,\alpha}$ embedding $u: M \to…

Using Voiculescu's notion of a matricial microstate we introduce fractal dimensions and entropies for finite sets of selfadjoint operators in a tracial von Neumann algebra. We show that they possess properties similar to their classical…

We show that a QWEP von Neumann algebra has the weak* positive approximation property if and only if it is seemingly injective in the following sense: there is a factorization of the identity of $M$ $$Id_M=vu: M{\buildrel…

We consider a homogeneous stochastic higher spin six vertex model in a quadrant. For this model we derive concise integral representations for multi-point q-moments of the height function and for the q-correlation functions. At least in the…

The set of integrable symmetries of the nonstationary Schr\"{o}dinger equation is shown to admit a natural decomposition into subsets of mutually commuting symmetries. Hierarchies of time evolutions associated with each of these subsets…

The purpose of this note is to show in an accessible and self-contained way the existence of an isometric algebra embedding from $H^\infty(\D)$ into $L^\infty(\T)$, without appealing to Fatou's classical theorem on non-tangential limits of…

Building on Lin's breakthrough MIP$^{co}$ = coRE and an encoding of non-local games as universal sentences in the language of tracial von Neumann algebras, we show that locally universal tracial von Neumann algebras have undecidable…