相关论文: Semi-Selfdecomposable Laws and Related Processes
We use the theory of Bernstein functions to analyze power law tail behavior with log-periodic perturbations which corresponds to self-similarity of the Bernstein functions. Such tail behavior appears in the context of semistable L\'evy…
Extension of two known facts concerning subordination is made. The first fact is that, in subordination of 1-dimensional Brownian motion with drift, selfdecomposability is inherited from subordinator to subordinated. This is extended to…
First, starting from two hierarchies of autonomous St\"{a}ckel ODE's, we reconstruct the hierarchy of KdV stationary systems. Next, we deform considered autonomous St\"{a}ckel systems to non-autonomous Painlev\'{e} hierarchies of ODE's.…
We investigate the periodic and stationary solutions of distribution-dependent stochastic differential equations. While generally, the semigroups associated with the equations are nonlinear, we show that the methods of weak convergence and…
The concept of a L\'evy subordinator is generalized to a family of non-decreasing stochastic processes, which are parameterized in terms of two Bernstein functions. Whereas the independent increments property is only maintained in the…
The concept of square-mean almost automorphy for stochastic processes is introduced. The existence and uniqueness of square-mean almost automorphic solutions to some linear and non-linear stochastic differential equations are established…
This paper extends a number of known results on slope-semistable sheaves from the classical case to the setting where polarisations are given by movable curve classes. As applications, we obtain new flatness results for reflexive sheaves on…
Discriminative linear models are a popular tool in machine learning. These can be generally divided into two types: The first is linear classifiers, such as support vector machines, which are well studied and provide state-of-the-art…
Using geometric methods for linearizing systems of second order cubically semi-linear ordinary differential equations and third order quintically semi-linear ordinary differential equations, we extend to the fourth order by differentiating…
In this paper we investigate an adaptive discretization strategy for ill-posed linear prob- lems combined with a regularization from a class of semiiterative methods. We show that such a discretization approach in combination with a…
Motivated by the notion of isotropic $\alpha$-stable L\'evy processes confined, by reflections, to a bounded open Lipschitz set $D\subset \mathbb{R}^d$, we study some related analytical objects. Thus, we construct the corresponding…
In this paper, we presented a novel semi-supervised one-class classification algorithm which assumes that class is linearly separable from other elements. We proved theoretically that class is linearly separable if and only if it is maximal…
In the present paper we study selfdecomposability of random fields, as defined directly rather than in terms of finite-dimensional distributions. The main tools in our analysis are the master L\'evy measure and the associated L\'evy-It\^o…
We continue the investigation of the correspondence between systems of conservation laws and congruences of lines in projective space. Relationship between "additional" conservation laws and hypersurfaces conjugate to a congruence is…
By well known results of probability theory, any sequence of random variables with bounded second moments has a subsequence satisfying the central limit theorem and the law of the iterated logarithm in a randomized form. In this paper we…
The goal of this paper is to construct and describe certain arithmetic subgroups of the automorphism group of a partially commutative group. More precisely, given an arbitrary finite graph $\Gamma$ we construct an arithmetic subgroup…
Reduced order models of nonlinear conservation laws in fluid dynamics do not typically inherit stability properties of the full order model. We introduce projection-based hyper-reduced models of nonlinear conservation laws which are…
We characterize all possible independent symmetric alpha-stable (SaS) components of an SaS process, 0<alpha<2. In particular, we focus on stationary SaS processes and their independent stationary SaS components. We also develop a parallel…
We propose a general classification of nonequilibrium steady states in terms of their stationary probability distribution and the associated probability currents. The stationary probabilities can be represented graph-theoretically as…
This note presents conjectures on polynomial/algebraic/sub-exponential convergence of transition probabilities for $\lambda$-null recurrent and $\lambda$-transient Markov chains in continuous time. The only known positive examples are in…