相关论文: On the Skorokhod Representation Theorem

We consider the evolution of a connected set on the plane carried by a periodic incompressible stochastic flow. While for almost every realization of the random flow at time t most of the particles are at a distance of order sqrt{t} away…

We construct diffusions with values in the nonnegative orthant, normal reflection along each of the axes, and two pairs of local drift/variance characteristics assigned according to rank; one of the variances is allowed to vanish, but not…

In an early paper (Horowitz and Albano, Phys. Rev. E.,{\bf 73} 031111 (2006)) we studied growing models, generically called $X/RD$, such that a particle is attached to the aggregate with probability $p$ following the mechanisms of a generic…

In this work, we introduce a new Skorokhod problem with two reflecting barriers when the trajectories of the driven process and the barriers are right and left limited. We show that this problem has an explicit unique solution in a…

This paper presents a comprehensive analysis of a broad range of variations of the stochastic proximal point method (SPPM). Proximal point methods have attracted considerable interest owing to their numerical stability and robustness…

We study convergence in law of partial sums of linear processes with heavy-tailed innovations. In the case of summable coefficients necessary and sufficient conditions for the finite dimensional convergence to an $\alpha$-stable L\'evy…

We solve two longstanding major problems in Free Probability. This is achieved by generalising the theory to one with values in arbitrary commutative algebras. We prove the existence of the multi-variable $S$-transform, and show that it is…

This paper develops a geometric reinterpretation of probability in which expectation arises from averaging in probability coordinates rather than in value space. By interpreting the cumulative distribution functions as coordinate maps, a…

We set up foundations of representation theory over $S$, the sphere spectrum, which is the `initial ring' of stable homotopy theory. In particular, we treat $S$-Lie algebras and their representations, characters, $gl_n(S)$-Verma modules and…

We introduce a spin analogue of Kostka polynomials and show that these polynomials enjoy favorable properties parallel to the Kostka polynomials. Further connections of spin Kostka polynomials with representation theory are established.

We investigate two closely related setups. In the first one we consider a TASEP-style system of particles with specified initial and final configurations. The probability of each history of the system is assumed to be equal. We show that…

The Skorokhod embedding problem is to represent a given probability as the distribution of Brownian motion at a chosen stopping time. Over the last 50 years this has become one of the important classical problems in probability theory and a…

In this paper we use a path-integral approach to represent the Lyapunov exponents of both deterministic and stochastic dynamical systems. In both cases the relevant correlation functions are obtained from a (one-dimensional) supersymmetric…

We propose an explicit construction of a stationary solution for a stochastic recursion of the form $X\circ\theta=\phi(X)$ on a partially-ordered Polish space, when the monotonicity of $\phi$ is not assumed. Under certain conditions, we…

For a fixed algebraic variety $X$, curve class $\alpha \in N_1(X)$, and genus $g \in \mathbb N$, we consider the sequence of $S_n$ representations obtained from the homology of the Kontsevich space of stable maps to $X$, $\bar…

We study a generalized notion of a homogeneous skew-product extension of a probability-preserving system in which the homogeneous space fibres are allowed to vary over the ergodic decomposition of the base. The construction of such…

In order to treat multiplicative phenomena in twisted (co)homology, we introduce a new point-set level framework for parametrized homotopy theory. We provide a convolution smash product that descends to the corresponding…

We consider $m\times n$ rectangular matrices formed from Sturmian words with slope $\alpha$, and we fully characterise their balance properties in terms of the Ostrowski representations of $m$ and $n$ with respect to $\alpha$. This…

We provide new results regarding the localization of the solutions of nonlinear operator systems. We make use of a combination of Krasnosel'ski\u{\i} cone compression-expansion type methodologies and Schauder-type ones. In particular we…

We introduce the notion of \emph{topo-symmetric extensions} of topological groups, a new generalization of classical group extensions that incorporates both topological and symmetry constraints. We define morphisms between such extensions,…