相关论文: Semi-Selfdecomposable Laws and Related Processes
Let X be an algebraic variety with an action of an algebraic group G. Suppose X has a full exceptional collection of sheaves, and these sheaves are invariant under the action of the group. We construct a semiorthogonal decomposition of…
We study the relation between L\'evy processes under nonlinear expectations, nonlinear semigroups and fully nonlinear PDEs. First, we establish a one-to-one relation between nonlinear L\'evy processes and nonlinear Markovian convolution…
A general way to construct ladder models with certain Lie algebraic or quantum Lie algebraic symmetries is presented. These symmetric models give rise to series of integrable systems. It is shown that corresponding to these SU(2) symmetric…
The study of non-stationary processes whose local form has controlled properties is a fruitful and important area of research, both in theory and applications. We present here a construction of multifractional multistable processes, based…
Models that approximate stochastic processes from $Sub_\varphi(\Omega)$ with given reliability and accuracy in $L_p(T)$ for some given $\varphi(t)$ are considered. We also study construction of models of processes which can be decomposed…
We derive characteristic function identities for conditional distributions of an r-trimmed Levy process given its r largest jumps up to a designated time t. Assuming the underlying Levy process is in the domain of attraction of a stable…
We modularly build increasingly larger fragments of the ZX-calculus by modularly adding new generators and relations, at each point, giving some concrete semantics in terms of some category of spans. This is performed using Lack's technique…
We outline the theory of sets with distributive operations: multishelves and multispindles, with examples provided by semi-lattices, lattices and skew lattices. For every such a structure we define multi-term distributive homology and show…
Using geometric methods for linearizing systems of second order cubically semi-linear ordinary differential equations, we extend to the third order by differentiating the second order equation. This yields criteria for linearizability of a…
The paper is a sketch of systematic presentation of distributional limit theorems and their refinements for compound sums. When analyzing, e.g., ergodic semi-Markov systems with discrete or continuous time, this allows us to separate those…
The nonequilibrium stationary state of an irreversible spherical model is investigated on hypercubic lattices. The model is defined by Langevin equations similar to the reversible case, but with asymmetric transition rates. In spite of…
We compare different modes of pseudo almost automorphy and variants for stochastic processes: in probability, in quadratic mean, or in distribution in various senses. We show by a counterexample that square-mean (pseudo) almost automorphy…
Using the symmetry approach, we find a class of integrable nonlinear PDEs with dispersion law $\omega(k)=k^{\frac32}$. All these equations turn out to be linearizable by means of a differential parametrization.
We consider the construction of semi-implicit linear multistep methods which can be applied to time dependent PDEs where the separation of scales in additive form, typically used in implicit-explicit (IMEX) methods, is not possible. As…
We present a new one parameter family of second derivative discontinuous solutions to the simplest scale invariant linear ordinary differential equation. We also point out how the construction could be extended to generate families of…
We consider a general method for the approximation of the distribution of a process conditioned to not hit a given set. Existing methods are based on particle system that are failable, in the sense that, in many situations , they are not…
The Mellin transform is usually applied in probability theory to the product of independent random variables. In recent times the machinery of the Mellin transform has been adopted to describe the L\'evy stable distributions, and more…
Power law systems have been studied extensively due to their wide-ranging applications, particularly in chemistry. In this work, we focus on power law systems that can be decomposed into stoichiometrically independent subsystems. We show…
A notion of conditionally identically distributed (c.i.d.) sequences has been studied as a form of stochastic dependence that is weaker than exchangeability, but is equivalent to exchangeability for stationary sequences. In this article we…
We consider the class of non-Hamiltonian and dissipative statistical systems with distributions that are determined by the Hamiltonian. The distributions are derived analytically as stationary solutions of the Liouville equation for…