相关论文: Non-Negative Integer-Valued Semi-Selfsimilar Proce…
This note shows how iteration of the standard process of adjoining identities and zeros to semigroups gives rise naturally to the lexicographical ordering on the additive semigroup of n-tuples of nonnegative integers and n-tuples of…
A multiparameter class of integrable systems is introduced.
The article considers vector parameter estimators in statistical models generated by Levy processes. An improved one step estimator is presented that can be used for improving any other estimator. Combined numerical methods for optimization…
For sufficiently high dimensions, the naturally graded nonsplit nilpotent Lie algebras with linear characteristic sequence are classified.
Simulation models of complex dynamics in the natural and social sciences commonly lack a tractable likelihood function, rendering traditional likelihood-based statistical inference impossible. Recent advances in machine learning have…
The class of Levy processes for which overshoots are almost surely constant quantities is precisely characterized.
Integer-valued time series models have been a recurrent theme considered in many papers in the last three decades, but only a few of them have dealt with models on $\mathbb Z$ (that is, including both negative and positive integers). Our…
Based on the theory of independently scattered random measures, we introduce a natural generalisation of Gaussian space-time white noise to a Levy-type setting, which we call Levy-valued random measures. We determine the subclass of…
The notion of semi-BCI algebras is introduced and some of its properties are investigated. This algebra is another generalization for BCI-algebras. It arises from the "intervalization" of BCI algebras. Semi-BCI have a similar structure to…
This work tackles the problem of semi-supervised learning of image classifiers. Our main insight is that the field of semi-supervised learning can benefit from the quickly advancing field of self-supervised visual representation learning.…
In this paper approximation methods for infinite-dimensional Levy processes, also called (time-dependent) Levy fields, are introduced. For square integrable fields beyond the Gaussian case, it is no longer given that the one-dimensional…
In this article, the problem of semi-parametric inference on the parameters of a multidimensional L\'{e}vy process $L_t$ with independent components based on the low-frequency observations of the corresponding time-changed L\'{e}vy process…
This note is devoted to the construction of a graded Lie algebra, whose grading is not given by a semigroup.
We present a satisfactory definition of the important class of L\'evy processes indexed by a general collection of sets. We use a new definition for increment stationarity of set-indexed processes to obtain different characterizations of…
The important application of semi-static hedging in financial markets naturally leads to the notion of quasi self-dual processes. The focus of our study is to give new characterizations of quasi self-duality for exponential L\'evy processes…
Injective modules play an important role in characterizing different classes of rings (e.g. Noetherian rings, semisimple rings). Some semirings have no non-zero injective semimodules (e.g. the semiring of non-negative integers). In this…
On the base of Lie algebraic and differential geometry methods, a wide class of multidimensional nonlinear integrable systems is obtained, and the integration scheme for such equations is proposed.
For a refracted spectrally negative Levy process, we find some new and fantastic formulas for its q-potential measures without killing. Unlike previous results, which are written in terms of the known q-scale functions, our formulas are…
An integer additive set-indexer is defined as an injective function $f:V(G)\rightarrow 2^{\mathbb{N}_0}$ such that the induced function $g_f:E(G) \rightarrow 2^{\mathbb{N}_0}$ defined by $g_f (uv) = f(u)+ f(v)$ is also injective. An integer…
Computer algebra procedures to manipulate pseudo-differential operators are implemented to perform calculations with integrable models. We use lazy evaluation and streams to represent and operate with pseudo-differential operators. No order…