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相关论文: An Intuitive Approach to the Martin Boundary

200 篇论文

We study martingale inequalities from an analytic point of view and show that a general martingale inequality can be reduced to a pair of deterministic inequalities in a small number of variables. More precisely, the optimal bound in the…

概率论 · 数学 2014-10-21 Mathias Beiglböck , Marcel Nutz

The equivalence of the characteristic function approach and the probabilistic approach to monotone and boolean convolutions is proven for non-compactly supported probability measures. A probabilistically motivated definition of the…

泛函分析 · 数学 2021-04-21 Uwe Franz

A complete representation of the Martin boundary of killed random walks on the quadrant ${\mathbb{N}}^*\times{\mathbb{N}}^*$ is obtained. It is proved that the corresponding full Martin compactification of the quadrant…

概率论 · 数学 2010-10-13 Irina Ignatiouk-Robert , Christophe Loree

Construction on the measurement matrix $A$ is a central problem in compressed sensing. Although using random matrices is proven optimal and successful in both theory and applications. A deterministic construction on the measurement matrix…

信息论 · 计算机科学 2015-03-05 Qun Mo

We obtain approximation results for general positive linear operators satisfying mild conditions, when acting on discontinuous functions and absolutely continuous functions having discontinuous derivatives. The upper bounds, given in terms…

概率论 · 数学 2024-10-29 José A. Adell , P. Garrancho , F. J. Martínez-Sánchez

We give a new characterization of the space of functions of bounded variation in terms of a pointwise inequality connected to the maximal function of a measure. The characterization is new even in Euclidean spaces and it holds also in…

泛函分析 · 数学 2013-06-26 Panu Lahti , Heli Tuominen

Suppose that a mobile sensor describes a Markovian trajectory in the ambient space. At each time the sensor measures an attribute of interest, e.g., the temperature. Using only the location history of the sensor and the associated…

统计理论 · 数学 2017-10-02 Romain Azaïs , Bernard Delyon , François Portier

A measure of complexity based on a probabilistic description of physical systems is proposed. This measure incorporates the main features of the intuitive notion of such a magnitude. It can be applied to many physical situations and to…

混沌动力学 · 物理学 2009-11-07 Ricardo Lopez-Ruiz , Hector Mancini , Xavier Calbet

We construct a pathwise calculus for functionals of integer-valued measures and use it to derive an martingale representation formula with respect to a large class of integer-valued random measures. Using these results, we extend the…

概率论 · 数学 2020-02-28 Pierre M. Blacque-Florentin , Rama Cont

This paper presents a novel explanation of the cause of quantum probabilities and the Born rule based on the intuitionistic interpretation of quantum mechanics where propositions obey constructive (intuitionistic) logic. The use of…

量子物理 · 物理学 2017-02-14 Arkady Bolotin

Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes and all possible scenarios we identify the corresponding…

概率论 · 数学 2013-09-20 Jevgenijs Ivanovs

A simple construction is presented, which generalises piecewise linear one-dimensional Markov maps to an arbitrary number of dimensions. The corresponding coupled map lattice, known as a simplicial mapping in the mathematical literature,…

chao-dyn · 物理学 2009-10-30 Wolfram Just

We study invariant random fields of nonlinear multiplicative stochastic heat equations in the weak disorder regime. Under a natural second-moment condition, we show that positive invariant fields are in one-to-one correspondence with…

概率论 · 数学 2026-05-04 Hongyi Chen

In this paper, we obtain \textit{quantitative} estimates on the fine structure of the singular set of the mutual boundary $\partial \Omega^{\pm}$ for pairs of complementary domains, $\Omega^+, \Omega^- \subset \mathbb{R}^n$ which arise in a…

偏微分方程分析 · 数学 2024-05-22 Sean McCurdy

Motivated by the study of systems of higher order boundary value problems with functional boundary conditions, we discuss, by topological methods, the solvability of a fairly general class of systems of perturbed Hammerstein integral…

经典分析与常微分方程 · 数学 2021-02-09 Gennaro Infante

We have formulated higher-order integration by parts formulae on the path space restricted between two curves, with respect to pinned/ordinary Wiener measures. The higher-order integration by parts formulae introduce nontrivial boundary…

概率论 · 数学 2024-05-10 Kensuke Ishitani , Soma Nishino

This manuscript proposes a probabilistic framework for algorithms that iteratively solve unconstrained linear problems $Bx = b$ with positive definite $B$ for $x$. The goal is to replace the point estimates returned by existing methods with…

最优化与控制 · 数学 2014-10-16 Philipp Hennig

We construct optimally robust port-Hamiltonian realizations of a given rational transfer function that represents a passive system. We show that the realization with a maximal passivity radius is a normalized port-Hamiltonian one. Its…

最优化与控制 · 数学 2019-05-01 Volker Mehrmann , Paul Van Dooren

We introduce the notion of Riemannian twistorial structure and we show that it provides new natural constructions of harmonic maps.

微分几何 · 数学 2018-05-03 G. Deschamps , E. Loubeau , R. Pantilie

Use is made of a relativistic kinematic modulation effect to compliment imagery from Stochastic Electrodynamics to provide intuitive paradigms for Quantum Mechanics. Based on these paradigms, resolutions for epistemological problems vexing…

量子物理 · 物理学 2007-05-23 A. F. Kracklauer