相关论文: Bellman function method for general operators on m…
The purpose of this paper is to introduce the notion of a generalized derivation which derivates a prescribed family of smooth vector-valued functions of several variables. The basic calculus rules are established and then a result derived…
A general method to construct basis functions for fermionic systems which account for the $SU(2)$ symmetry and for the translational invariance of the Hamiltonian is presented. The method does not depend on the dimensionality of the system…
The integral representation theorem for martingales has been widely used in probability theory. In this work, we propose and prove a general representation theorem for a class of set-valued submartingales. We also extend the stochastic…
The classical state-space approach to optimal estimation of stochastic processes is efficient when the driving noises are generated by martingales. In particular, the weight function of the optimal linear filter, which solves a complicated…
This work describes a family of attitude estimators that are based on a generalization of Mahony's nonlinear complementary filter. This generalization reveals the close mathematical relationship between the nonlinear complementary filter…
Generalizations of classical theta functions are proposed that include any even number of analytic parameters for which conditions of quasi-periodicity are fulfilled and that are representations of extended Heisenberg group. Differential…
In this paper we propose and solve a generalization of the Bernoulli Differential Equation, by means of a generalized fractional derivative. First we prove a generalization of Gronwall's inequality, which is useful for studying the…
Machine learning systems, especially with overparameterized deep neural networks, can generalize to novel test instances drawn from the same distribution as the training data. However, they fare poorly when evaluated on out-of-support test…
We investigate a generalization of Binet's factorial series in the parameter $\alpha$ \[ \mu\left( z\right) =\sum_{m=1}^{\infty}\frac{b_{m}\left( \alpha\right) }{\prod_{k=0}^{m-1}(z+\alpha+k)}% \] due to Gilbert, for the Binet function \[…
This paper presents a new filter for state-space models based on Bellman's dynamic-programming principle, allowing for nonlinearity, non-Gaussianity and degeneracy in the observation and/or state-transition equations. The resulting Bellman…
A weight function which $q$-generalizes the ground state wave function of the multi-component Calogero-Sutherland quantum many body system is introduced. Conjectures, and some proofs in special cases, are given for a constant term identity…
The generalized Fermi-Dirac functions and their derivatives are important in evaluating the thermodynamic quantities of partially degenerate electrons in hot dense stellar plasmas. New recursion relations of the generalized Fermi-Dirac…
We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of…
An explicit formula is obtained for the generalized Macdonald functions on the $N$-fold Fock tensor spaces, calculating a certain matrix element of a composition of several screened vertex operators. As an application, we prove the…
We provide a unified approach to a priori estimates for supersolutions of BSDEs in general filtrations, which may not be quasi left-continuous. Unlike the previous related approaches in simpler settings, our results do not only rely on a…
We present a step by step mathematical derivation of the Kalman filter using two different approaches. First, we consider the orthogonal projection method by means of vector-space optimization. Second, we derive the Kalman filter using…
To facilitate the numerical analysis of particle methods, we derive truncation error estimates for the approximate operators in a generalized particle method. Here, a generalized particle method is defined as a meshfree numerical method…
We introduce a technique to estimate a linear operator by embedding it in a family $A_t$ of operators, $t\in(\sigma_0,\infty)$, with suitable curvature properties. One can then estimate the norm of each $A_t$ by bounds that hold in the…
Formulations of some Grassmann-valued systems of ordinary differential equations invariant under (infinitesimal) supersymmetry transformations, including $N$-superspace extended types, are reviewed and discussed, with use of superfields.…
The universal method of expansion of integrals is suggested. It allows in particular to derive the threshold expansion of Feynman integrals.