相关论文: A note on Sarnak processes
Sigmoid functions play an important role in many areas of applied mathematics, including machine learning, population dynamics and probability. We place the study of sigmoid functions in the context of the derivative sub-group of the group…
Standandard Hamiltonian mechanics in its homogeneous formulation is applied to the study of discontinuities representing rapid changes of Hamiltonians. Different formulations of Hamiltonian mechanics are reviewed. An original representation…
We provide a new proof for regularity of affine processes on general state spaces by methods from the theory of Markovian semimartingales. On the way to this result we also show that the definition of an affine process, namely as…
In present paper we suggest a new universal approach to study complex systems by microscopic, mesoscopic and macroscopic methods. We discuss new possibilities of extracting information on nonstationarity, unsteadiness and non-Markovity of…
The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…
The convergence properties of the stationary Fokker-Planck algorithm for the estimation of the asymptotic density of stochastic search processes is studied. Theoretical and empirical arguments for the characterization of convergence of the…
Orthogonal arrays are arguably one of the most fascinating and important statistical tools for efficient data collection. They have a simple, natural definition, desirable properties when used as fractional factorials, and a rich and…
Nonstationary and nonequilibrium processes are considered on the basis of an Enskog-Landau kinetic equation using a boundary conditions method. A nonstationary solution of this equation is found in the pair collision approximation. This…
We consider linear hyperbolic balance law that describe gas flow. Stochastic influences are introduced by series of orthogonal functions. A deterministic stabilization concept, which makes deviations at steady states decay exponentially…
We study the properties of different type of transforms by means of operational methods and discuss the relevant interplay with many families of special functions. We consider in particular the binomial transform and its generalizations. A…
The Ornstein-Uhlenbeck process is interpreted as Brownian motion in a harmonic potential. This Gaussian Markov process has a bounded variance and admits a stationary probability distribution, in contrast to the standard Brownian motion. It…
We analyze certain stationary fields with linear regressions and quadratic conditional variances. This classic probabilistic problem leads somewhat unexpectedly to stationary Markov processes closely tied to non-commutative probability…
A survey of recents advances in the theory of Heun operators is offered. Some of the topics covered include: quadratic algebras and orthogonal polynomials, differential and difference Heun operators associated to Jacobi and Hahn…
Kannan Soundararajan recently obtained a new estimate, conditional to the Riemann hypothesis, for the summatory function of the Mobius function. In this expository article we describe his method, with detailed computations.
The invariance properties of Brownian motion are investigated and revisited within a recent Lie symmetry approach to stochastic differential equations. Some notable properties of the process can be recovered by a related integration by…
We show that for $\varepsilon > 0$, every $C^{1 + \varepsilon}$ skew product on $\mathbb{T}^2$ over a rotation of $\mathbb{T}^1$ satisfies Sarnak's conjecture. This is an improvement of earlier results of Kulaga-Przymus-Lema\'nczyk,…
Orthogonal polynomials on the unit circle (OPUC for short) are a family of polynomials whose orthogonality is given by integration over the unit circle in the complex plane. There are combinatorial studies on the moments of various types of…
For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…
We define a time-changed fractional Ornstein-Uhlenbeck process by composing a fractional Ornstein-Uhlenbeck process with the inverse of a subordinator. Properties of the moments of such process are investigated and the existence of the…
In [2] the notion of stickiness for stochastic processes was introduced. It was also shown that stickiness implies absense of arbitrage in a market with proportional transaction costs. In this paper, we investigate the notion of stickiness…