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Weak error for Continuous Time Markov Chains related to fractional in time P(I)DEs
Stochastic Processes and their Applications. 2016. Vol. 126. P. 1145–1183.
We provide sharp error bounds for the difference between the transition densities of some multidimensional Continuous Time Markov Chains (CTMC) and the fundamental solutions of some fractional in time Partial (Integro) Differential Equations (P(I)DEs). Namely, we consider equations involving a time fractional derivative of Caputo type and a spatial operator corresponding to the generator of a non degenerate Brownian or stable driven Stochastic Differential Equation (SDE).
Keywords: локальные предельные теоремыFractional Cauchy Problemsprobabilistic approximationslocal limit theoremsstable processesдробная задача Кошивероятностные аппроксимацииустойчивый процесс
Publication based on the results of:
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
Kolesnikov A., / Series arXiv "math". 2025.
We study Blaschke--Santal{ó}-type inequalities for N>=2 sets (functions) and a special class of cost functions. In particular, we prove new results about reduction of the maximization problem for the Blaschke--Santal{ó}-type functional to homogeneous case (functional inequalities on the sphere) and extend the symmetrization argument to the case of N>2 sets.
We also discuss links to the ...
Added: February 13, 2026
Sorokin K., Beketov M., Онучин А. et al., / arxiv.org. Серия cs.SI "Social and Information Networks ". 2025.
Community detection in complex networks is a fundamental problem, open to new approaches in various scientific settings. We introduce a novel community detection method, based on Ricci flow on graphs. Our technique iteratively updates edge weights (their metric lengths) according to their (combinatorial) Foster version of Ricci curvature computed from effective resistance distance between the ...
Added: January 15, 2026
Gaianov N., Parusnikova A., / Cornell University. Серия math "arxiv.org". 2025.
An algebraic q-difference equation is considered. A sufficient condition for the existence of a formal power-logarithmic expansion of a solution to such an equation in the neighborhood of zero is proposed. An example of applying this sufficient condition for constructing a formal expansion of a solution to a certain q-difference analogue of the fifth Painlevé equation ...
Added: December 25, 2025
Popov V., / Series arXiv "math". 2025. No. 2502.01539.
We prove that the variety of flexes of algebraic curves
of degree 3 in the projective plane is an ideal theoretic complete
intersection in the product of a two-dimensional and a nine-dimensional projective spaces. ...
Added: December 16, 2025
Gnetov F., Konakov V., / Series arXiv "math". 2025. No. 2512.04667.
We establish a central limit theorem, a local limit theorem, and a law of large numbers for a natural
random walk on a symmetric space M of non-compact type and rank one. This class of spaces, which
includes the complex and quaternionic hyperbolic spaces and the Cayley hyperbolic plane, generalizes
the real hyperbolic space Hn. Our approach introduces ...
Added: December 5, 2025
Kazakov A., Koryakin V., Safonov K. et al., / Series arXiv "math". 2025.
The Lorenz attractor is the first example of a robustly chaotic non-hyperbolic attractor. Each orbit of such an attractor has a positive top Lyapunov exponent, and this property persists under small perturbations despite possible bifurcations of the attractor. In this paper, we study the boundary of the Lorenz attractor existence region in the Shimizu-Morioka model. ...
Added: December 4, 2025
Bitter I., Konakov V., / Cornell University. Серия arXiv "math". 2025. № 2505.24548.
В работе приводится обобщение локальной предельной теоремы о сходимости неоднородных цепей Маркова к диффузионному пределу на случай, когда соответ- ствующие коэффициенты процессов удовлетворяют слабым условиям регулярности и совпадают лишь асимптотически. В частности, рассматриваемые нами коэффици- енты сноса могут быть неограниченными с не более чем линейным ростом, а оценки отражают перенос терминального состояния неограниченным трендом через ...
Added: December 3, 2025
Bogomolov F. A., Schrandt S., / Series arXiv "math". 2025.
We discuss phenomena of stabilization for direct images of line bundles over projective curves mapping onto the projective line, for maps of sufficiently big degree. ...
Added: December 1, 2025
Deviatov R., Baek S., / Series arXiv "math". 2025.
The torsion index of split simple groups has been extensively studied, notably by Totaro, who calculated the torsion indexes of the spin groups and $E_{8}$ in [5] and [6], respectively. The aim of this paper is to provide upper bounds for the torsion index of half-spin groups, the only remaining case in the calculation of ...
Added: December 1, 2025
Hessian-based lightweight neural network for brain vessel segmentation on a minimal training dataset
Меньшиков И. А., Бернадотт А. К., Elvimov N. S., / Series arXie "Statistical mechanics". 2025.
Accurate segmentation of blood vessels in brain magnetic resonance angiography (MRA) is essential for successful surgical procedures, such as aneurysm repair or bypass surgery. Currently, annotation is primarily performed through manual segmentation or classical methods, such as the Frangi filter, which often lack sufficient accuracy. Neural networks have emerged as powerful tools for medical image ...
Added: December 1, 2025
Prokhorov Y., / Series arXiv "math". 2025.
A $\mathbf{Q}$-conic bundle is a contraction $f: X\to Z$ of a three-dimensional algebraic variety $X$ to a surface~$Z$ such that the variety~$X$ has only terminal $\mathbf{Q}$-factorial singularities, the anticanonical divisor $-K_X$ is~$f$-ample, and $\uprho(X/Z)=1$. We provide an algorithm to transform a $\mathbf{Q}$-conic bundle to its standard form. ...
Added: December 1, 2025
Amerik E., Verbitsky M., Soldatenkov A., / Series arXiv "math". 2025.
Wierzba and Wisniewski proved that in dimension 4, every bimeromorphic map of hyperkahler manifolds is represented as a composition of Mukai flops. Hu and Yau conjectured that this result can be generalized to arbitrary dimension. They defined ``Mukai's elementary transformation'' as the blow-up of a subvariety ruled by complex projective spaces, composed with the contraction ...
Added: December 1, 2025
Morozova E., Panov V., Finance Research Letters 2025 Vol. 86 No. A Article 108301
This paper presents a new approach to modeling the Bitcoin prices using the Lévy processes - a class of stochastic processes that are able to realistically capture the jump-type dynamics of financial time series. Our method is inspired by recent research on Bitcoin, which suggests that the prices are closely connected to the media attention ...
Added: September 4, 2025
Morozova E., Panov V., / Series SSRN "ERN: Speculation in Economic Markets". 2025. No. 5222389.
This paper presents a new approach to modeling the Bitcoin prices using the Lévy processes - a class of stochastic processes that are able to realistically capture the jump-type dynamics of financial time series. Our method is inspired by the findings in recent research on Bitcoin, which suggest that the prices are closely connected to ...
Added: May 2, 2025
Bitter I., Управление большими системами: сборник трудов 2025 № 113 С. 6–20
Выводится локальная предельная теорема для возмущенных выборочных траекторий нормализованных сумм индуцированных порядковых статистик, полученных из последовательности независимых одинаково распределенных случайных векторов при слабых условиях регулярности на коэффициенты. Рассматриваемая ситуация является типовым примером задачи оценки скорости сходимости дискретных по времени марковских процессов к диффузиям, когда соответствующие тренды и коэффициенты диффузии марковской цепи и диффузионного предела совпадают ...
Added: May 2, 2025
Konakov V., Меноцци С., Математические заметки 2025 Т. 117 № 3 С. 402–421
Доказана локальная предельная теорема для случайных блужданий в гиперболическом пространстве Пуанкаре размерности n ≥ 2. Для этого мы пользуемся моделью шара и описываем блуждание в нем посредством сложения и умножения Мёбиуса. Это также позволяет вывести соответствующий закон больших чисел. ...
Added: December 10, 2024
Konakov V., Menozzi S., Molchanov S., , in: Contemporary MathematicsVol. 739: Probabilistic Methods in Geometry, Topology and Spectral Theory.: AMS, 2019. P. 97–124.
This paper is concerned with Random walk approximations of the
Brownian motion on the Affine group Aff(R). We are in particular interested
in the case where the innovations are discrete. In this framework, the return
probabilities of the walk have fractional exponential decay in large time, as
opposed to the polynomial one of the continuous object. We prove that ...
Added: December 30, 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