相关论文: A note on Sarnak processes
We study a decomposition of a general Markov process in a manifold invariant under a Lie group action into a radial part (transversal to orbits) and an angular part (along an orbit). We show that given a radial path, the conditioned angular…
Traditionally stationarity refers to shift invariance of the distribution of a stochastic process. In this paper, we rediscover stationarity as a path property instead of a distributional property. More precisely, we characterize a set of…
We introduce multi-kangaroo Markov processes and provide a general procedure for evaluating a certain type of stochastic functionals. We calculate analytically the large deviation properties. Applications include zero-crossing statistics…
We study deformations of complex projective varieties that are homotopically or homologically trivial. We formulate several conjectures and give some examples and partial answers.
Delays associated with elementary interaction processes are investigated. The case of broad resonances is discussed in the context of reaction simulations.
A calculational approach in fluid turbulence is presented. Use is made of the attracting nature of the fluid-dynamic dynamical system. An approach is offered that effectively propagates the statistics in time. Loss of sensitivity to an…
We propose to study a new type of Backward stochastic differential equations driven by a family of It\^o's processes. We prove existence and uniqueness of the solution, and investigate stability and comparison theorem.
We present a novel procedure where a stationary point process is regularized through the convolution with a continuous random field with stationary increments, in the sense that the dependency between distant points is weakened; and the…
We study equilibrium properties of a system of particles in two dimensions, interacting with pair and three body potentials, which undergoes a structural transition from a square to a rhombic lattice and thus constitutes a simple model for…
The $(-1)$-Jacobi, Bannai-Ito, and $(-1)$-Meixner-Pollaczek polynomials are studied in [Trans. Amer. Math. Soc. 364 (2012), 5491-5507], [Adv. Math. 229 (2012), 2123-2158], and [Stud. Appl. Math. 153 (2024), e12728], respectively, through…
A H\"ormander-type theorem is established for It\^o processes and related backward stochastic partial differential equations (BSPDEs). A short self-contained proof is also provided for the $L^2$-theory of linear, possibly degenerate BSPDEs,…
In this review-type paper written at the occasion of the Oberwolfach workshop {\em One-sided vs. Two-sided stochastic processes} (february 22-29, 2020), we discuss and compare Markov properties and generalisations thereof in more…
We describe a racetrack-shaped ring in which the cross-plane coupling can be continuously varied between an uncoupled configuration to a M\"obius configuration, where the transverse planes change role after one turn. Tunes, emittances, and…
Quaternionic and octonionic spinors are introduced and their fundamental properties (such as the space-times supporting them) are reviewed. The conditions for the existence of their associated Dirac equations are analyzed. Quaternionic and…
A novel basis of discrete analytic polynomials on a rhombic lattice is introduced and the associated convolution product is studied. A class of discrete analytic functions that are rational with respect to this product is also described.
In this paper we find a pathwise decomposition of a certain class of Brownian semistationary processes ($\mathcal{BSS}$) in terms of fractional Brownian motions. To do this, we specialize in the case when the kernel of the $\mathcal{BSS}$…
Following works of Furstenberg and Nevo and Zimmer we present an outline of a theory of stationary (or m-stationary) dynamical systems for a general acting group G equipped with a probability measure m. Our purpose is two-fold: First to…
We describe the fundamental constructions and properties of determinantal probability measures and point processes, giving streamlined proofs. We illustrate these with some important examples. We pose several general questions and…
About two dozens of exactly solvable Markov chains on one-dimensional finite and semi-infinite integer lattices are constructed in terms of convolutions of orthogonality measures of the Krawtchouk, Hahn, Meixner, Charlier, $q$-Hahn,…
We consider a Brownian motion forced to stay in the quadrant by an electrostatic oblique repulsion from the sides. We tackle the question of hitting the corner or an edge, and find product-form stationary measures under a certain condition,…