相关论文: On Non-Volterra Quadratic Stochastic Operators Gen…
In this paper, we establish a new zeta function based on the Bartholdi zeta function for an undirected graph G called the reduced Bartholdi zeta function. We study the relation between its coefficients and the structure of the graph, and…
Given a suitably nested family $Z = \langle Z(m,k,\gamma) \rangle_{m,k \in \mathbb N, \gamma >0}$ of Borel subsets of matrices, and associated Borel measures and rate function, $\mu$, an entropy, $\chi^{\mu}(Z)$, is introduced which…
In the simplest case, we obtain a general solution to a problem of minimizing an integral of a nondecreasing right continuous stochastic process from zero to some nonnegative random variable tau, under the constraints that for some…
We propose a new reconstruction operator that aims to recover the missing parts of a function given the observed parts. This new operator belongs to a new, very large class of functional operators which includes the classical regression…
This paper deals with the optimization of industrial asset management strategies, whose profitability is characterized by the Net Present Value (NPV) indicator which is assessed by a Monte Carlo simulator. The developed method consists in…
We consider stochastic volatility dynamics driven by a general H\"older continuous Volterra-type noise and with unbounded drift. For these so-called SVV-models, we consider the explicit computation of quadratic hedging strategies. While the…
The spectrum of chiral operators in supersymmetric quiver gauge theories is typically much larger in the free limit, where the superpotential terms vanish. We find that the finite N counting of operators in any free quiver theory, with a…
In this paper we construct general vector-valued infinite-divisible independently scattered random measures with values in $\mathbb{R}^m$ and their corresponding stochastic integrals. Moreover, given such a random measure, the class of all…
In this paper, we investigate weighted composition, Volterra and Integral operators on second derivative Hardy spaces. Some equivalent conditions for boundedness of the operators will be given using the boundedness on the Hardy spaces. Also…
In this paper, we present an explicit formula that connects the Kontsevich-Witten tau-function and the Hodge tau-function by differential operators belonging to the $\hat{GL(\infty)}$ group. Indeed, we show that the two tau-functions can be…
Functional Gaussian graphical models (GGM) used for analyzing multivariate functional data customarily estimate an unknown graphical model representing the conditional relationships between the functional variables. However, in many…
We consider a class of stochastic processes $X$ defined by $X\left( t\right) =\int_{0}^{T}G\left( t,s\right) dM\left( s\right) $ for $t\in\lbrack0,T]$, where $M$ is a square-integrable continuous martingale and $G$ is a deterministic…
Nonassociative modifications of general relativity, GR, and quantum gravity, QG, models naturally arise as star product and R-flux deformations considered in string/ M-theory. Such nonassociative and noncommutative geometric and quantum…
In this paper we study set-valued Volterra-type stochastic integrals driven by L\'{e}vy processes. Upon extending the classical definitions of set-valued stochastic integral functionals to convoluted integrals with square-integrable…
In this paper, we introduce the cubature formula for Stochastic Volterra Integral Equations. We first derive the stochastic Taylor expansion in this setting, by utilizing a functional It\^{o} formula, and provide its tail estimates. We then…
The uncertainty relations (URs) of two arbitrary Hermitian and non-Hermitian incompatible operators represented by the product of variances have been confirmed theoretically and experimentally in various physical systems. However, the lower…
Let $G=(V(G), E(G))$ be an undirected graph with a measure function $\mu$ assigning non-negative values to subgraphs $H$ so that $\mu(H)$ does not exceed the clique cover number of $H$. When $\mu$ satisfies some additional natural…
A factor-graph representation of quantum-mechanical probabilities is proposed. Unlike standard statistical models, the proposed representation uses auxiliary variables (state variables) that are not random variables.
We build upon recent advances on the distributional aspect of Stein's method to propose a novel and flexible technique for computing Stein operators for random variables that can be written as products of independent random variables. We…
We consider a disjoint cover (partition) of an undirected weighted finite graph $G$ by $|J|$ connected subgraphs (clusters) $\{S_{j}\}_{j\in J}$ and select a function $\zeta_{j}\geq 0$ on each of the clusters. For a given signal $f$ on $G$…