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Series representations for multivariate time-changed Levy models
Methodology and Computing in Applied Probability. 2017. Vol. 19. No. 1. P. 97–119.
In this paper, we analyze a L{\'e}vy model based on two popular concepts - subordination and L{\'e}vy copulas. More precisely, we consider a two-dimensional L{\'e}vy process such that each component is a time-changed (subordinated) Brownian motion and the dependence between subordinators is described via some L{\'e}vy copula. The main result of this paper is the series representation for our model, which can be efficiently used for simulation purposes.
Levashev V., / Series arXiv "math". 2026. No. 2609.06010.
We prove that continuous A-bilinear pairings on the ring of Laurent series that are invariant under continuous automorphisms coincide, up to a constant, with the pairing given by the residue of a differential form over any commutative associative ring with identity. ...
Added: September 24, 2026
Pyatov P. N., Pivovarov P. A., / Series math "arxiv.org". 2026. No. 2609.06274.
We investigate a special ansats that allows for an iterative solution of the constant Yang-Baxter equation. Testing this ansatz, we construct four sequences of the constant R-matrices. In each sequence the R-matrices act on the tensor squares of vector spaces of linearly growing dimensions. Each R-matrix also depends on a single complex parameter.
By analyzing the ...
Added: September 24, 2026
Butko Ya. A., Stochastics and Dynamics 2018 Vol. 18 No. 3
This note is devoted to the approximation of evolution semigroups generated by some Markov processes and hence to the approximation of transition probabilities of these processes. The considered semigroups correspond to processes obtained by subordination (i.e. by a time-change) of some original (parent) Markov processes with respect to some subordinators, i.e. L´evy processes with a.s. increasing paths (they play ...
Added: September 22, 2026
Medvedev V., / Series arXiv "math". 2026.
We study complete static manifolds with boundary admitting a nowhere-vanishing static potential. Our main result shows that, under a natural lower bound relating the scalar curvature and the boundary mean curvature, a simple static manifold with boundary must in fact have positive scalar curvature, negative boundary mean curvature, and be compact; we also obtain explicit ...
Added: September 19, 2026
Poddiakov A., / Series Social Science Research Network "Social Science Research Network". 2026. No. 7437658.
Clarity of knowledge and reasoning is necessary in many cases. Yet vagueness in scientific thinking related to surprise, curiosity, "ability to engage with not-knowing" (de Freitas) and abductive reasoning is also a crucially important source of scientific creativity which supplements combinatorial logic when dealing with the already known. Starting from studies by C. S. Peirce ...
Added: September 15, 2026
Glutsyuk A., / Series arXiv "math". 2026.
B.Josephson (Nobel Prize, 1973) predicted a tunnelling effect for a system of two superconductors separated by a narrow dielectric (such a system is called Josephson junction): existence of a supercurrent through it and equations governing it. The overdamped Josephson junction is modeled by the family of differential equations on the 2-torus, dθdτ=1ω(cosθ+B+Acosτ), which is known as ...
Added: September 8, 2026
Pochinka O., Shmukler V., / Series math.RT "arXiv:1808.06395 [math.RT]". 2026.
Anosov flows have a long and rich history, firstly motivated by the
study of geodesic flows in negative curvature surface by Anosov and Sinai.
Not every closed manifold admits an Anosov flow for well-known reasons:
the fundamental group of a 3-manifold M admitting an Anosov flow must
have exponential growth, and M must be universally covered by R3. Nevertheless,
there ...
Added: August 31, 2026
Loubenets E. R., / Series arxiv.org "quant-ph". 2026. No. 2607.18050.
In many quantum applications it is important to know whether or not a Bell nonlocal two-qudit state exhibits its nonlocality under correlation scenarios with some given numbers S1,S2≥1 of generalized quantum measurements at two sites. In the present article, we find analytically a new general locality condition sufficient for a nonseparable Werner state with a ...
Added: July 21, 2026
Bolbachan V., / Series math "arxiv.org". 2024.
Chow polylogarithms are some special functions arising in explicit description of the Beilinson regulator map. The most interesting functional equation for this function reflects its vanishing on the boundary in the Bloch's cycle complex. We show that this functional equation formally follows from more simple ones, namely skew-symmetry, functoriality and multiplicativity.
To prove this, we study ...
Added: July 16, 2026
Bolbachan V., / Series math "arxiv.org". 2024.
Let K be a field of characteristic zero. We prove that its motivic cohomology in degree m−1 and weight m is rationally isomorphic to the cohomology of the polylogarithmic complex. This gives a partial extension of A. Suslin theorem describing the indecomposable K3 of a field. ...
Added: July 16, 2026
Panov V., Ryabchenko A., / Series arXiv "stat.ME". 2026. No. 2607.05048.
This paper investigates the problem of statistical inference for a mixture distribution consisting of a discrete and a continuous component, with a particular focus on the class of rational-infinitely divisible distributions. We consider non-parametric estimation of both components of the mixture as well as the quasi-L{é}vy measure, assuming that the mixture belongs to the class ...
Added: July 9, 2026
Konakov V., Kucher D., Mammen E., / Series arXiv "math". 2026. No. 2606.11142v1.
In this paper, we construct strong approximations for discrete-time Markov chains weakly converging to continuous diffusion processes, as well as for their perturbed counterparts. Under the assumption of bounded coefficients, we construct closely coupled versions of these processes on a shared probability space. In particular, for both non-degenerate and degenerate cases, we maximize the probability ...
Added: June 11, 2026
Dorovskiy A., / Series arXiv "math". 2026.
In this paper the structural stability of generic families of vector fields of the PC-HC class on the two-dimensional sphere is proved. A classification of these families up to moderate equivalence in neighborhoods of their large bifurcation supports is presented, based on such invariants as the configuration and the characteristic set. The realization lemma is proved. ...
Added: May 14, 2026
Taletskii D., / Series arXiv "math". 2026.
A vertex subset of a graph is called a \textit{distance-$k$ independent set} if the distance between any two of its distinct vertices is at least $k + 1$. For all $n,k \geq 1$, we determine the minimum possible number of inclusion-wise maximal distance-$k$ independent sets among all $n$-vertex trees. It equals~$n$ if $n \leq k ...
Added: May 1, 2026
Ovcharenko M., / Series arXiv "math". 2026.
We introduce an explicit class of tempered Laurent polynomials in the sense of Villegas and Doran--Kerr in n⩽4 variables including all Landau--Ginzburg models for smooth Fano threefolds with very ample anticanonical class. We check that it contains Landau--Ginzburg models for various Fano fourfolds which are complete intersections in smooth toric varieties and Grassmannians of planes, ...
Added: April 30, 2026
Zlotnik Alexander, / Series arXiv "math". 2026. No. 2602.03481v1.
We deal with the global in time weak solutions to the 1D compressible Navier-Stokes system of equations for large discontinuous initial data and nonhomogeneous boundary conditions of three standard types. We prove the Lipschitz-type continuous dependence of the solution $(\eta,u,\theta)$, in a norm slightly stronger than $L^{2,\infty}(Q)\times L^2(Q)\times L^2(Q)$, on the initial data $(\eta^0,u^0,e^0)$ in a ...
Added: April 18, 2026
Medvedev V., / Series arXiv "math". 2026.
We investigate the interplay between the dimension of the space of static potentials and the geometric and topological structure of the underlying static three-manifold. A partial classification of boundaryless static manifolds is obtained in terms of this dimension. We also treat the case of static manifolds with boundary. In particular, we prove that if a ...
Added: April 3, 2026
Gabdullin N., Androsov I., / Series Computer Science "arxiv.org". 2026.
Label prediction in neural networks (NNs) has O(n) complexity proportional to the number of classes. This holds true for classification using fully connected layers and cosine similarity with some set of class prototypes. In this paper we show that if NN latent space (LS) geometry is known and possesses specific properties, label prediction complexity can ...
Added: April 2, 2026
Gushchin A. A., Теория вероятностей и ее применения 2024 Т. 69 № 4 С. 780–790
Мы предлагаем новый подход к выводу достаточных условий для равномерной интегрируемости неотрицательных супермартингалов или, что эквивалентно, к выводу условий для абсолютной непрерывности вероятностных мер. Подход основан на представлении неотрицательных супермартингалов, предложенным М. А. Урусовым и автором, в виде замены времени в геометрическом броуновском движении. Мы доказываем критерий равномерной интегрируемости через замену времени, а также даем новое доказательство достаточности ...
Added: November 13, 2024
Bikina D., Denis Rakhman, Vsevolod Potseluev et al., Folia Linguistica 2022 Vol. 56 No. 3 P. 625–665
This paper investigates non-finite forms in Kazym Khanty (Ob-Ugric, Uralic). In Khanty, almost all subordination makes use of one of the two non-finite forms: -ti (nfin.npst) or -əm (nfin.pst). We propose that their uses are best treated under the headings ‘bare non-finites, ‘head-agreement non-finites’, and ‘verb-agreement non-finites’. The three classes are defined based on the subject agreement pattern ...
Added: December 6, 2022
Shagal K., Rudnev P., Volkova A. A., Folia Linguistica 2022 Vol. 56 No. 3 P. 529–557
This article is an introduction to a collection of papers discussing the identity of form and diversity of function in non-finite verb forms from a variety of perspectives. We start by illustrating the phenomenon and introducing the main functions that non-finite forms can have in the languages of the world. We provide a concise typological ...
Added: November 14, 2022
Netkachev I., / NRU HSE. Series WP BRP "Linguistics". 2019. No. 87.
This paper discusses the syntactic properties of the general perfective converb in Rutul. It can head either an independent predication or a subordinate clause. Clausal relations tests applied to the converb suggest that, when combined with another clause, it may be either coordinate or subordinate. Furthermore, the general covnerb may either fall or not to ...
Added: December 6, 2019
Panov V., Samarin E., Applied Stochastic Models in Business and Industry 2019 Vol. 35 P. 1060–1076
In this paper, we consider a multidimensional time-changed stochastic process in the context of asset-pricing modeling. The proposed model is constructed from stable processes, and its construction is based on two popular concepts:multivariate subordination and Lévy copulas. From a theoretical point of view, our main result is Theorem 1, which yields a simulation method from ...
Added: March 22, 2019
Panov V., Statistics and Probability Letters 2019 Vol. 146 P. 80–84
In this paper, we consider some properties of the model constructed from the one-dimensional stable processes by changing the time to a non-decreasing Lévy process. Our first result reveals a relation between this class of processes and the class of time-changed Brownian motions. Moreover, we describe the CGMY (Carr-Geman-Madan-Yor) model as subordinated stable process, and ...
Added: November 14, 2018