相关论文: An alternating moment condition for bi-freeness
We consider random coefficient autoregressive models of infinite order (AR($\infty$)) under the assumption of non-negativity of the coefficients. We develop novel methods yielding sufficient or necessary conditions for finiteness of…
For a mixed stochastic differential equation involving standard Brownian motion and an almost surely H\"older continuous process $Z$ with H\"older exponent $\gamma>1/2$, we establish a new result on its unique solvability. We also establish…
We propose a bivariate model for a pair of dependent unit vectors which is generated by Brownian motion. Both marginals have uniform distributions on the sphere, while the conditionals follow so-called ``exit'' distributions. Some…
We define and study the multiparameter fractional Brownian motion. This process is a generalization of both the classical fractional Brownian motion and the multiparameter Brownian motion, when the condition of independence is relaxed.…
We investigate the persistence probability of a Brownian particle in a harmonic potential, which decays to zero at long times -- leading to an unbounded motion of the Brownian particle. We consider two functional forms for the decay of the…
One may impose to a system with spontaneous broken symmetry, boundary conditions which correspond to different pure states at two ends of a sample. For a discrete Ising-like broken symmetry, boundary conditions with opposite spins in two…
Two manifestations of decoherence, called instantaneous and dynamical, are investigated. The former reflects the suppression of the interference between the components of the current state while the latter reflects that within the initial…
We prove a free analogue of Brillinger's formula (sometimes called "law of total cumulance") which expresses classical cumulants in terms of conditioned cumulants. As expected, the formula is obtained by replacing the lattice of set…
Infinitesimal moments associated with infinitesimal freeness and infinitesimal conditional freeness are studied. For free random variables, we consider continuous deformations of moment functionals associated with Motzkin paths $w$, which…
We present a constructive argument to demonstrate the universality of the sudden death of entanglement in the case of two non-interacting qubits, each of which generically coupled to independent Markovian environments at zero temperature.…
We introduce the notion of BMT independence, allowing us to take arbitrary mixtures of boolean, monotone, and tensor independence and generalizing the notion of BM independence of Wysoczanski. Pair-wise independence relations are encoded…
Testing for independence between two random vectors is a fundamental problem in statistics. It is observed from empirical studies that many existing omnibus consistent tests may not work well for some strongly nonmonotonic and nonlinear…
We concern the analysis of the long time behavior of interfaces in systems with two components. Each component evolves according to 1-d Allen-Cahn equation with Neumann boundary conditions, perturbed by small space-time white noise and with…
We prove that for any pair of i.i.d. random variables $X,Y$ with finite moment of order $a \in (0,2]$ it is true that $E |X-Y|^a \leq E |X+Y|^a$. Surprisingly, this inequality turns out to be related with bifractional Brownian motion. We…
We show how the dynamics of a specific subset of states can be separated from the dynamic of the total quantum state via a time-dependent projector-based formalism of adiabatic elimination. Within our formalism, we assume explicit time…
The first-passage-time problem for a Brownian motion with alternating infinitesimal moments through a constant boundary is considered under the assumption that the time intervals between consecutive changes of these moments are described by…
The standard method to check for the independence of two real-valued random variables -- demonstrating that the bivariate joint distribution factors into the product of its marginals -- is both necessary and sufficient. Here we present a…
We introduce `braidability' as a new symmetry for (infinite) sequences of noncommutative random variables related to representations of the braid group $B_\infty$. It provides an extension of exchangeability which is tied to the symmetric…
We discuss various square-free factorizations in monoids in the context of: atomicity, ascending chain condition for principal ideals, decomposition, and a greatest common divisor property. Moreover, we obtain a full characterization of…
We study correlations in a bipartite, Fermionic, free state in terms of perturbations induced by one party on the other. In particular, we show that all so conditioned free states can be modelled by an auxiliary Fermionic system and a…