相关论文: An algebraic approach to Polya processes

We study the small deviation problem $\log\mathbb{P}(\sup_{t\in[0,1]}|X_t|\leq\varepsilon)$, as $\varepsilon\to0$, for general L\'{e}vy processes $X$. The techniques enable us to determine the asymptotic rate for general real-valued…

In this research, the Bernoulli polynomials are introduced. The properties of these polynomials are employed to construct the operational matrices of integration together with the derivative and product. These properties are then utilized…

A system of linear differential equations with oscillatory decreasing coefficients is considered. The coefficients has the form $t^{-\alpha}a(t)$,~$\alpha>0$, where $a(t)$ is trigonometric polynomial with an arbitrary set of frequencies.…

In this paper we give a framework for describing how abstract systems can be used to compute if no randomness or error is involved. Using this we describe a class of classical "physical" computation systems whose computational capabilities…

For entropy driven balanced processes we obtain final states with Poisson, Bernoulli, negative binomial and P\'olya distributions. We apply this both for complex networks and particle production. For random networks we follow the evolution…

In this paper, we review the theory of time space-harmonic polynomials developed by using a symbolic device known in the literature as the classical umbral calculus. The advantage of this symbolic tool is twofold. First a moment…

The index Whittaker convolution operator, recently introduced by the authors, gives rise to a convolution measure algebra having the property that the convolution of probability measures is a probability measure. In this paper, we introduce…

We consider a version of the classical P\'olya urn scheme which incorporates innovations. The space $S$ of colors is an arbitrary measurable set. After each sampling of a ball in the urn, one returns $C$ balls of the same color and…

Consider a generalized time-dependent P\'olya urn process defined as follows. Let $d\in \mathbb{N}$ be the number of urns/colors. At each time $n$, we distribute $\sigma_n$ balls randomly to the $d$ urns, proportionally to $f$, where $f$ is…

We study several kinds of polynomial ensembles of derivative type which we propose to call P\'olya ensembles. These ensembles are defined on the spaces of complex square, complex rectangular, Hermitian, Hermitian anti-symmetric and…

A monolithic process is a single recursive equation with data parameters, which only uses non-determinism, action prefixing, and recursion. We present a technique that decomposes such a monolithic process into multiple processes where each…

Via a generalization of the pseudospectral method for numerical solution of differential equations, a family of nonlinear algebraic identities satisfied by the zeros of a wide class of orthogonal polynomials is derived. The generalization…

A method of representation of a solution as segments of the series in powers of the step of the independent variable is expanded for solving complex systems of ordinary differential equations (ODE): the Lorenz system and other systems. A…

Denoting by $P_N(A,\theta)=\det(I-Ae^{-i\theta})$ the characteristic polynomial on the unit circle in the complex plane of an $N\times N$ random unitary matrix $A$, we calculate the $k$th moment, defined with respect to an average over…

The functional calculus for normal elements in $C^*$-algebras is an important tool of analysis. We consider polynomials $p(a,a^*)$ for elements $a$ with small self-commutator norm $\|[a,a^*]\| \le \delta$ and show that many properties of…

In this paper we present an algorithmic procedure that transforms, if possible, a given system of ordinary or partial differential equations with radical dependencies in the unknown function and its derivatives into a system with polynomial…

Prony's method is a prototypical eigenvalue analysis based method for the reconstruction of a finitely supported complex measure on the unit circle from its moments up to a certain degree. In this note, we give a generalization of this…

We discuss a method of the asymptotic computation of moments of the normalized eigenvalue counting measure of random matrices of large order. The method is based on the resolvent identity and on some formulas relating expectations of…

We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations and on the moment method. We provide asymptotic…

We suggest a novel approach to polynomial processes solely based on a polynomial action operator. With this approach, we can analyse such processes on general state spaces, going far beyond Banach spaces. Moreover, we can be very flexible…