相关论文: On Non-Volterra Quadratic Stochastic Operators Gen…
In the present paper, we are aiming to study limiting behavior of infinite dimensional Volterra operators. We introduce two classes $\tilde {\mathcal{V}}^+$ and $\tilde{\mathcal{V}}^-$of infinite dimensional Volterra operators. For…
We provide an exhaustive treatment of Linear-Quadratic control problems for a class of stochastic Volterra equations of convolution type, whose kernels are Laplace transforms of certain signed matrix measures which are not necessarily…
Markov processes on the lattices with arbitrary dimension are omnipresent in statistical mechanics; however their algebraic description is complete only in dimension 1, for which linear algebra provides many tools complementary to the…
The paper introduces a non-linear version of the process convolution formalism for building covariance functions for multi-output Gaussian processes. The non-linearity is introduced via Volterra series, one series per each output. We…
We study multidimensional stochastic volatility models in which the volatility process is a positive continuous function of a continuous multidimensional Volterra process that can be not self-similar. The main results obtained in this paper…
We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…
In this paper, we construct Laplace-Beltrami operators associated with arbitrary Riemannian metrics on noncommutative tori of any dimension. These operators enjoy the main properties of the Laplace-Beltrami operators on ordinary Riemannian…
We compute the operator norm of real-quadratic polynomials of the Volterra operator. This is used to test whether the Crouzeix conjecture holds for the Volterra operator.
Gaussian Processes (GPs) are widely used to model dependencies in spatial statistics and machine learning. However, exact inference is computationally intractable for GP regression, with a time complexity of $O(n^3)$. The Vecchia…
In the paper a Volterra quadratic stochastic operators of three dimensional simplex into itself is considered.The full description of ergodic properties such operators is given.
Convex analysis and Gaussian probability are tightly connected, as mostly evident in the theory of linear regression. Our work introduces an algebraic perspective on such relationship, in the form of a diagrammatic calculus of string…
Let $T$ be a injective bounded linear operator on a complex Hilbert space. We characterize the complex numbers $\lambda,\mu$ for which $(I+\lambda T)(I+\mu T)^{-1}$ is a contraction, the characterization being expressed in terms of the…
We consider the nonparametric estimation of the value of a quadratic functional evaluated at the density of a strictly positive random variable $X$ based on an iid. sample from an observation $Y$ of $X$ corrupted by an independent…
The properties of quantum probabilities are linked to the geometry of quantum mechanics, described by the Birkhoff-von Neumann lattice. Quantum probabilities violate the additivity property of Kolmogorov probabilities, and they are…
This study develops a non-asymptotic Gaussian approximation theory for distributions of M-estimators, which are defined as maximizers of empirical criterion functions. In existing mathematical statistics literature, numerous studies have…
In this paper, we define some Markov Chains associated to Vershik maps on Bratteli diagrams. We study probabilistic and spectral properties of their transition operators and we prove that the spectra of these operators are connected to…
Motivated by empirical evidence for rough volatility models, this paper investigates continuous-time mean-variance (MV) portfolio selection under the Volterra Heston model. Due to the non-Markovian and non-semimartingale nature of the…
The conjugate problem in stochastic optimal control can be formulated in terms of operators conjugated to the operators of stochastic integration [1, 2, 3]. In this paper we study some of such operators acting on the spaces of progressively…
Many statistical estimators are defined as the fixed point of a data-dependent operator, with estimators based on minimizing a cost function being an important special case. The limiting performance of such estimators depends on the…
Recently M.E. Shirokov introduced the non-commutative operator graph depending on the complex parameter $\theta $ to construct channels with positive quantum zero-error capacity having vanishing n-shot capacity. We study the algebraic…