?
On bounded continuous solutions of the archetypal equation with rescaling
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences. 2015. Vol. 471. P. 1-19.
Keywords: Markov processмарковские процессыharmonic functionsгармонические функцииlinear transformation of the argumentлинейное преобразование аргумента
Publication based on the results of:
Molchanov S., Bogachev L., Derfel G., , in : Dynamical Systems, Differential Equations and Applications. : AIMS, 2016. P. 132-141.
...
Added: June 22, 2016
Borodin A., Olshanski G., Journal of Functional Analysis 2012 Vol. 263 P. 248-303
We construct a four-parameter family of Markov processes on infinite Gelfand–Tsetlin schemes that preserve the class of central (Gibbs) measures. Any process in the family induces a Feller Markov process on the infinite-dimensional boundary of the Gelfand–Tsetlin graph or, equivalently, the space of extreme characters of the infinite-dimensional unitary group U(∞). The process has a ...
Added: February 25, 2013
T. A. Alexeeva, N. A. Shirokov, Problemy Analiza 2019 Vol. 8(26) No. 3 P. 16-23
Functional classes on a curve in a plane (a partial case of a spatial curve) can be described by the approximation speed by functions that are harmonic in three-dimensional neighbourhoods of the curve. No constructive description of functional classes on rather general surfaces in R 3 and R 4 has been presented in literature so ...
Added: October 30, 2019
Tumanov M., Piunovskly A., Plakhov A., Optimal Control Applications and Methods 2019 P. 1-21
Using the tools of the Markov Decision Processes, we justify the dynamic programming approach to the optimal impulse control of deterministic dynamical systems. We prove the equivalence of the integral and differential forms of the optimality equation. The theory is illustrated by an example from mathematical epidemiology. The developed methods can be also useful for ...
Added: February 27, 2020
Olshanski G., Функциональный анализ и его приложения 2016 Т. 49 № 4 С. 61-75
Ранее А. М. Бородин и автор построили 4-параметрическое семейство марковских процессов на дуальном объекте к бесконечномерной унитарной группе. Основной новый результат состоит в том, что эти процессы являются пределами скачкообразных процессов на дуальных объектах к растущим компактным унитарным группам. ...
Added: December 29, 2016
Tatyana A. Alexeeva, Nikolay A. Shirokov, Journal of Approximation Theory 2020 Vol. 249 Article 105308
Functional classes on a curve in a plane (a partial case
of a spatial curve) can be described by the approximation speed by
functions that are harmonic in three-dimensional neighbourhoods
of the curve. No constructive description of functional classes on
rather general surfaces in R3 and R4 has been presented in literature
so far. The main result of the paper ...
Added: October 30, 2019
Alexeeva T., Shirokov N. A., Алгебра и анализ 2022 Т. 34 № 4 С. 1-21
We define Holder classes L^p_α(L) in the L^p(L) norm on a chord-arc curve L in R^3 and prove direct and inverse approximation theorems for functions from these classes by functions harmonic in a neighborhood of the curve. The approximation is estimated in the L^p(L) norm, and the smaller the neighborhood, the more accurate the approximation. ...
Added: September 19, 2022
Olshanski G., / Cornell University. Series math "arxiv.org". 2013. No. 1310.6155.
These are notes for a mini-course of 3 lectures given at the St. Petersburg
School in Probability and Statistical Physics (June 2012). My aim was to
explain, on the example of a particular model, how ideas from the
representation theory of big groups can be applied in probabilistic problems.
The material is based on the joint paper arXiv:1009.2029 by ...
Added: November 16, 2013
Manita A., , in : Analytical and Computational Methods in Probability Theory. Vol. 10684: Analytical and Computational Methods in Probability Theory.: Berlin : Springer, 2017. P. 347-360.
We consider Markov models of multicomponent systems with synchronizing interaction. Under natural regularity assumptions about the message routing graph, they have nice longtime behavior. We are interested in limit probability laws related to the steady state viewed from the center-of-mass coordinate system. ...
Added: July 16, 2018
Averboukh Y., SIAM Journal on Control and Optimization 2016 Vol. 54 No. 5 P. 2629-2649
The paper is concerned with a zero-sum continuous-time stochastic differential game with a dynamics controlled by a Markov process and a terminal payoff. The value function of the original game is estimated using the value function of a model game. The dynamics of the model game differs from the original one. The general result applied ...
Added: April 17, 2020
Kleptsyna M., Veretennikov A., Mathematical Methods of Statistics 2016 Vol. 25 No. 3 P. 207-218
A new result on stability of an optimal nonlinear filter for a Markov chain with respect to small perturbations on every step is established. An exponential recurrence of the signal is assumed. ...
Added: October 16, 2016
Piatnitski A., Pirogov S. A., Zhizhina E., Applicable Analysis 2019 Vol. 98 No. 1-2 P. 217-231
The goal of the paper is to describe the large time behaviour of a symmetric diffusion in a high-contrast periodic environment and to characterize the limit process under the diffusive scaling. We consider separately the C_0 and L^2 settings. ...
Added: December 5, 2020
Anatoly Manita, Queueing Systems 2014 Vol. 76 No. 2 P. 149-180
We consider a stochastic model of clock synchronization in a wireless network of N sensors interacting with one dedicated accurate time server. For large N we find an estimate of the final time sychronization error for global and relative synchronization. The main results concern the behavior of the network on different timescales tN→∞ , N→∞ ...
Added: February 4, 2015
A.Manita, , in : Analytical and computational methods in probability theory and its applications (ACMPT-2017). Proceedings of the International Scientific Conference. : M. : RUDN, 2017. P. 644-648.
We consider Markov models of multicomponent systems with synchronizing interaction. Under natural regularity assumptions about the message routing graph, they have nice longtime behavior. We are interested in limit probability laws related to the steady state viewed from the center-of-mass coordinate system. ...
Added: November 14, 2017
Alexeeva T., Shirokov N. A., Алгебра и анализ 2024 Т. 36 № 1 С. 40-59
On the chord-arc curve in R^3 classes of functions similar to Hölder functions with smoothness greater than unity are defined. A constructive description of these classes is obtained in terms of the rate of approximation of functions from them by functions that are harmonic in neighborhoods contracting to the curve. The choice of defining these classes ...
Added: January 10, 2024
Landim C., Mariani M., Seo I., Archive for Rational Mechanics and Analysis 2019 Vol. 231 No. 2 P. 887-938
We present two variational formulae for capacity in the context of non-selfadjoint elliptic operators. The minimizers of these variational problems are expressed as solutions of boundary-value elliptic equations. We use these principles to provide a sharp estimate for the transition times between two different wells for non-reversible diffusion processes. This estimate permits us to describe ...
Added: October 3, 2018
Veretennikov A., Veretennikova M., / Cornell University. Series "Working papers by Cornell University". 2019.
New convergence rate asymptotic bound for a class of homogeneous Markov chains is established. ...
Added: November 14, 2019
Semin V. G., Качество Инновации Образование, РФ.Москва.Европейский центр по качеству 2014 № 11 С. 61-66
The article presents the results of stochastic modeling of flow of power in a hierarchical structure of the political model of Government - civil society using the apparatus of the equations of Fokker-Planck-Kolmogorov equation. These results are a further development of the well-known mathematical implementation of the General scheme of the system "power-society"that describes the ...
Added: March 14, 2015
Kolokoltsov V., Fractional Calculus and Applied Analysis 2019 Vol. 22 No. 3 P. 543-600
This paper aims at unifying and clarifying the recent advances in the analysis of the fractional and generalized fractional Partial Differential Equations of Caputo and Riemann-Liouville type arising essentially from the probabilistic point of view. This point of view leads to the path integral representation for the solutions of these equations, which is seen to ...
Added: November 14, 2019
191574970, Functional Analysis and Its Applications 2006 Vol. 40 No. 2 P. 81-90
It is well known that every module M over the algebra ℒ(X) of operators on a finite-dimensional space X can be represented as the tensor product of X by some vector space E, M ≅ = E ⊗ X. We generalize this assertion to the case of topological modules by proving that if X is a stereotype space with the stereotype approximation property, then for each stereotype module M over the ...
Added: September 23, 2016
Losev A. S., Slizovskiy S., JETP Letters 2010 Vol. 91 P. 620-624
Added: February 27, 2013
Ilyashenko Y., Яковенко С. Ю., М. : МЦНМО, 2013
Предлагаемая книга—первый том двухтомной монографии, посвящённой аналитической теории дифференциальных уравнений.
В первой части этого тома излагается формальная и аналитическая теория нормальных форм и теорема о разрешении особенностей для векторных полей на плоскости.
Вторая часть посвящена алгебраически разрешимым локальным задачам теории аналитических дифференциальных уравнений , квадратичным векторным полям и проблеме локальной классификации ростков векторных полей в комплексной области ...
Added: February 5, 2014
Kalyagin V.A., Koldanov A.P., Koldanov P.A. et al., Physica A: Statistical Mechanics and its Applications 2014 Vol. 413 No. 1 P. 59-70
A general approach to measure statistical uncertainty of different filtration techniques for market network analysis is proposed. Two measures of statistical uncertainty are introduced and discussed. One is based on conditional risk for multiple decision statistical procedures and another one is based on average fraction of errors. It is shown that for some important cases ...
Added: July 19, 2014
Min Namkung, Younghun K., Scientific Reports 2018 Vol. 8 No. 1 P. 16915-1-16915-18
Sequential state discrimination is a strategy for quantum state discrimination of a sender’s quantum
states when N receivers are separately located. In this report, we propose optical designs that can
perform sequential state discrimination of two coherent states. For this purpose, we consider not
only binary phase-shifting-key (BPSK) signals but also general coherent states, with arbitrary prior
probabilities. Since ...
Added: November 16, 2020