相关论文: Semi-Selfdecomposable Laws and Related Processes

We consider a process $Z$ on the real line composed from a L\'evy process and its exponentially tilted version killed with arbitrary rates and give an expression for the joint law of $Z$ seen from its supremum, the supremum $\overline Z$…

Statistical learning relies upon data sampled from a distribution, and we usually do not care what actually generated it in the first place. From the point of view of causal modeling, the structure of each distribution is induced by…

We consider the well-posedness of a class of hyperbolic partial differential equations on a one dimensional spatial domain. This class includes in particular infinite-dimensional networks of transport, wave and beam equations, or even…

We prove a complete class theorem that characterizes \emph{all} stationary time reversible Markov processes whose finite dimensional marginal distributions (of all orders) are infinitely divisible. Aside from two degenerate cases (iid and…

We prove the well-posedness of some non-linear stochastic differential equations in the sense of McKean-Vlasov driven by non-degenerate symmetric $\alpha$-stable L\'evy processes with values in $R^d$ under some mild H{\"o}lder regularity…

The problem of constructing semi-discrete integrable analogues of the Liouville type integrable PDE is discussed. We call the semi-discrete equation a discretization of the Liouville type PDE if these two equations have a common integral.…

We examine reaction networks (CRNs) through their associated continuous-time Markov processes. Studying the dynamics of such networks is in general hard, both analytically and by simulation. In particular, stationary distributions of…

We present classes of discrete reversible systems which are at the same time chaotic and solvable.

Self-similarity of systems is very popular and intensively developing field during last decades. To this field belong so-called stable distributions and their generalization. In Klebanov and Sl\'amov\'a (2014) there was given an approach to…

Quasi-stationary distributions (QSDs)arise from stochastic processes that exhibit transient equilibrium behaviour on the way to absorption QSDs are often mathematically intractable and even drawing samples from them is not straightforward.…

New algorithms for construction of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces are presented. These algorithms are based on a special technique of sequential…

Equations over linearly ordered semilattices are studied. For any equation $t(X)=s(X)$ we find irreducible components of its solution set and compute the average number of irreducible components of all equations in $n$ variables.

Semisupervised methods are techniques for using labeled data $(X_1,Y_1),\ldots,(X_n,Y_n)$ together with unlabeled data $X_{n+1},\ldots,X_N$ to make predictions. These methods invoke some assumptions that link the marginal distribution $P_X$…

This paper describes new, simple, recursive methods of construction for orientable sequences, i.e. periodic binary sequences in which any n-tuple occurs at most once in a period in either direction. As has been previously described, such…

The paper represents the method for construction of the families of particular solutions to some new classes of $(n+1)$ dimensional nonlinear Partial Differential Equations (PDE). Method is based on the specific link between algebraic…

In this paper we show the distributions of sliding block patterns for Bernoulli processes with finite alphabet, which is not based on the induction on sample size. We show a new inclusion-exclusion formula in multivariate generating…

We consider a one-dimensional symmetric Levy process that has local time. In the first part, we construct a self-adjoint extension of the generator of the process so that the constructed operator corresponds to the generator with the delta…

This paper considers discretization of the L\'evy process appearing in the Lamperti representation of a strictly positive self-similar Markov process. Limit theorems for the resulting approximation are established under some regularity…

We review our recent work leading to steady-state solutions of the semiclassical (Maxwell-Bloch) equations of a laser. These are coupled non-linear partial differential equations in space and time which have previously been solved either by…

We establish well-posedness results for non-autonomous semilinear input-output systems, the central assumption being the scattering-passivity of the considered semilinear system. We consider both systems with distributed control and…