相关论文: On Non-Volterra Quadratic Stochastic Operators Gen…
Recent developments have found unexpected connections between non-commutative probability theory and algebraic topology. In particular, Boolean cumulants functionals seem to be important for describing morphisms of homotopy operadic…
The general principles of the choice of the reduced description parameters of nonequilibrium states γα(t) and the construction of the nonequilibrium statistical operator (NSO) ρ(t) are discussed. On the basis of Kavasaki -…
On the set of genotypes $\Phi=\{1,...,m\}$ we introduce a binary relation generated by Volterra quadratic stochastic operator $V$ on $(m-1)$ dimensional simplex $S^{m-1}$ and prove that the operator $V$ be non-ergodic if either there exists…
We introduce time-inhomogeneous stochastic volatility models, in which the volatility is described by a nonnegative function of a Volterra type continuous Gaussian process that may have very rough sample paths. The main results obtained in…
A finite dimensional operator that commutes with some symmetry group admits quotient operators, which are determined by the choice of associated representation. Taking the quotient isolates the part of the spectrum supporting the chosen…
Two necessary and sufficient conditions for an operator to be semi-normal are revealed. For a Volterra integration operator the set where the operator and its adjoint are metrically equal is described.
We consider a static data structure problem of computing a linear operator under cell-probe model. Given a linear operator $M \in \mathbb{F}_2^{m \times n}$, the goal is to pre-process a vector $X \in \mathbb{F}_2^n$ into a data structure…
The Nekrasov partition function in supersymmetric quantum gauge theory is mathematically formulated as an equivariant integral over certain moduli spaces of sheaves on a complex surface. In ``Seiberg-Witten Theory and Random Partitions'',…
In stochastic Volterra rough volatility models, the volatility follows a truncated Brownian semi-stationary process with stochastic vol-of-vol. Recently, efficient VIX pricing Monte Carlo methods have been proposed for the case where the…
This note concerns bounded derivations on maximal triangular operator algebras on a Hilbert space. Given any bounded derivation $\delta$ on a maximal triangular algebra whose invariant lattice is continuous at 1, an operator which is shown…
When estimating finite mixture models, it is common to make assumptions on the mixture components, such as parametric assumptions. In this work, we make no distributional assumptions on the mixture components and instead assume that…
We consider a new subclass of quadratic stochastic (evolutionary) operators on the simplex indexed by a finite Abelian group G with heredity law \mu. With the help of the notion of s(\mu)-invariant subgroups, where s(\mu) denotes the…
We propose and analyse randomized cubature formulae for the numerical integration of functions with respect to a given probability measure $\mu$ defined on a domain $\Gamma \subseteq \mathbb{R}^d$, in any dimension $d$. Each cubature…
We present gauge invariant, self adjoint Einstein operators for mixed symmetry higher spin theories. The result applies to multi-forms, multi-symmetric forms and mixed antisymmetric and symmetric multi-forms. It also yields explicit action…
We study a family of (multivariate-)Gaussian Hamiltonian Monte Carlo (GHMC) operators and prove that the family of Gaussian distributions and their mixtures are invariant under such operators. Furthermore, each such operator is a…
We develop two new stochastic Gauss-Newton algorithms for solving a class of non-convex stochastic compositional optimization problems frequently arising in practice. We consider both the expectation and finite-sum settings under standard…
Estimation of a quadratic functional over parameter spaces that are not quadratically convex is considered. It is shown, in contrast to the theory for quadratically convex parameter spaces, that optimal quadratic rules are often rate…
In many applications, the variables that characterize a stochastic system are measured along a second dimension, such as time. This results in multivariate functional data and the interest is in describing the statistical dependences among…
Boundedness properties of operators associated with non-degenerate symmetric $\alpha$-stable, $\alpha \in (1,2)$, probability measures on $\mathbb{R}^d$ are investigated on appropriate, Euclidean or otherwise, $L^p$-spaces, $p \in…
This paper present a construction and the analysis of a class of non-Gaussian positive-definite matrix-valued homogeneous random fields with uncertain spectral measure for stochastic elliptic operators. Then the stochastic elliptic boundary…