相关论文: A note on Sarnak processes
Existence and stability properties are studied for Hawkes process, i.e. point process $S$ that has long-memory and intensity $r(t)=\lambda \big(g_0(t)+ \sum_{\tau<t, \tau \in S} h(t-\tau) \big)$. The approach to Hawkes process presented in…
SupOU processes are superpositions of Ornstein-Uhlenbeck type processes with a random intensity parameter. They are stationary processes whose marginal distribution and dependence structure can be specified independently. Integrated supOU…
In the present paper, we introduce so-called operator-stable-like processes. Roughly speaking, they behave locally like operator-stable processes, but they need not to be homogenous in space. Having shown existence for this class of…
A combinatorial theory for type $R_I$ orthogonal polynomials is given. The ingredients include weighted generalized Motzkin paths, moments, continued fractions, determinants, and histories. Several explicit examples in the Askey scheme are…
We rephrase the conditions from the Chowla and the Sarnak conjectures in abstract setting, that is, for sequences of numbers in {-1,0,1}, and introduce several natural generalizations. We study the relationships between these properties and…
A new method of composition orthogonality is introduced. It is applied to generate new sequences of orthogonal polynomials and functions. In particular, classical orthogonal polynomials are interpreted in the sense of composition…
We show that the images via $z\mapsto z^m$ of the continuous part of the spectral measures of the dynamical systems generated by the 0-1 sequences of the Thue-Morse type are pairwise mutually singular for different odd numbers $m\in\N$.…
The theory of polynomials orthogonal with respect to one inner product is classical. We discuss the extension of this theory to multiple inner products. Examples include the Lam\'e and Heine-Stieltjes polynomials.
We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…
We show that the existence of a martingale approximation of a stationary process depends on the choice of the filtration. There exists a stationary linear process which has a martingale approximation with respect to the natural filtration,…
We summarize and deepen recent results on systems of orthogonal pure states on operator algebras. Especially, we focus on noncommutative generalizations of some principles of topology of locally compact spaces such as exposining points by…
Diagrammatic approach proposed many years ago for strong correlated Hubbard model is developed for analyzing of the thermodynamic potential properties. The new exact relation between such renormalized quantities as thermodynamic potential,…
Some binary quadratic operads are endowed with anticyclic structures and their characteristic functions as anticyclic operads are determined, or conjectured in one case.
The stationary state of a stochastic process on a ring can be expressed using traces of monomials of an associative algebra defined by quadratic relations. If one considers only exclusion processes one can restrict the type of algebras and…
We study the standard property of the natural filtration associated to a 0--1 valued stationary process. In our main result we show that if the process has summable memory decay, then the associated filtration is standard. We prove it by…
Steiner symmetrization is well known for its rounding and general convergence properties. We identify a whole family of symmetrizations sharing analogue behaviors: In fact we prove that all these symmetrizations share the same converging…
The different notions of matings of pairs of equal degree polynomials are introduced and are related to each other as well as known results on matings. The possible obstructions to matings are identified and related. Moreover the relations…
This article analyzes well-definedness and regularity of renormalized powers of Ornstein-Uhlenbeck processes and uses this analysis to establish local existence, uniqueness and regularity of strong solutions of stochastic Ginzburg-Landau…
We consider prediction theory for stationary stochastic processes in continuous time. We discuss prediction using the whole (infinite) past, and using only a finite section of the past. The solutions to both these classical problems have…
This article handles in a short manner a few Laplace transform pairs and some extensions to the basic equations are developed. They can be applied to a wide variety of functions in order to find the Laplace transform or its inverse when…