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Сборник материалов V-й Международной конференции по стохастическим методам: The 5th International Conference on Stochastic Methods (ICSM5). 23-27 November 2020, Russia, Moscow.
M. :
RUDN, 2020.
Under the general editorship: D. V. Kozyrev
The materials of the 5th International conference on stochastic methods are presented including the following directions: probability and statistics (analytic modelling, asymptotic methods and limit theorems, stochastic analysis, Markov processes and martingales, actuarial and financial mathematics, et al.); applications of stochastic methods (queueing theory and stochastic networks, reliability theory and risk analysis, probability in indistry, economics and other areas, computer science and computer networks, machine learning and data analysis, etc.).
Chapters
Veretennikov A., , in: Сборник материалов V-й Международной конференции по стохастическим методам: The 5th International Conference on Stochastic Methods (ICSM5). 23-27 November 2020, Russia, Moscow.: M.: RUDN, 2020. P. 242–252.
Positive recurrence of one-dimensional diffusion with switching with an additive Wiener process and with one recurrent and one transient regime is established under suitable conditions on the drift in both regimes and on the intensities of switching. ...
Added: January 27, 2021
Veretennikov A., Veretennikova M., , in: Сборник материалов V-й Международной конференции по стохастическим методам: The 5th International Conference on Stochastic Methods (ICSM5). 23-27 November 2020, Russia, Moscow.: M.: RUDN, 2020. P. 219–223.
A new notion of ``Markov up'' processes is discussed. A toy model of this notion is proposed and discussed; recurrence and ergodic properties are studied. ...
Added: January 27, 2021
Ayvazyan S. A., Ulyanov V. V., , in: Сборник материалов V-й Международной конференции по стохастическим методам: The 5th International Conference on Stochastic Methods (ICSM5). 23-27 November 2020, Russia, Moscow.: M.: RUDN, 2020. P. 21–23.
We consider the typical behavior of the weighted sums of independent identically distributed random vectors in k-dimensional space. It is shown that in this case the rate of convergence in the multivariate central limit theorem is of order O(1/n) up to logarithmic factor. This extends the one-dimensional Klartag and Sodin result. ...
Added: March 23, 2021
Ulyanov V. V., Christoph G., , in: Сборник материалов V-й Международной конференции по стохастическим методам: The 5th International Conference on Stochastic Methods (ICSM5). 23-27 November 2020, Russia, Moscow.: M.: RUDN, 2020. P. 214–218.
We consider high-dimension low-sample-size data taken from the standard multivariate normal distribution under assumption that dimension is a random variable. The second order Chebyshev–Edgeworth expansions for distributions of an angle between two sample observations and corresponding sample correlation coefficient are constructed with error bounds. Depending on the type of normalization, we get three different limit ...
Added: March 23, 2021
Bobkov S., Naumov A., Ulyanov V. V., , in: Сборник материалов V-й Международной конференции по стохастическим методам: The 5th International Conference on Stochastic Methods (ICSM5). 23-27 November 2020, Russia, Moscow.: M.: RUDN, 2020. P. 39–42.
Two--sided bounds are constructed for a probability density function of a weighted sum of chi- square variables. Both cases of central and non-central chi-square variables are considered. The upper and lower bounds have the same dependence on the parameters of the sum and differ only in absolute constants. The estimates obtained will be useful, in ...
Added: March 23, 2021
Borzykh D., , in: Сборник материалов V-й Международной конференции по стохастическим методам: The 5th International Conference on Stochastic Methods (ICSM5). 23-27 November 2020, Russia, Moscow.: M.: RUDN, 2020. P. 43–47.
We prove that a joint distribution of a locally integrable increasing process X◦ and its compensator
A◦ at a terminal moment of time can be realized as a joint terminal distribution of another locally
integrable increasing process X* and its compensator A*, A* being continuous. ...
Added: April 10, 2021
Shchegolev A., , in: Сборник материалов V-й Международной конференции по стохастическим методам: The 5th International Conference on Stochastic Methods (ICSM5). 23-27 November 2020, Russia, Moscow.: M.: RUDN, 2020. P. 191–196.
Added: October 30, 2021
Peter Shnurkov, Daniil Novikov, , in: Сборник материалов V-й Международной конференции по стохастическим методам: The 5th International Conference on Stochastic Methods (ICSM5). 23-27 November 2020, Russia, Moscow.: M.: RUDN, 2020. P. 373–377.
The article discusses the development of a new stochastic model with control. We provide the
theoretical background and show the importance and the applicability of this mathematical model.
We present the general structure of a new stochastic model, that is based on the idea of a controlled
external impact, produced once the process reaches some specified set of ...
Added: February 2, 2023
Zlotnik A., Математические заметки 2026 Т. 120 № 6 С. 1005–1009
Численным методам решения систем газодинамических уравнений посвящена обширная литература. Ранее было разработано и успешно апробировано специальное семейство симметричных по пространству консервативных разностных методов, основанных на предварительной кинетической, точнее, квазигазодинамической (КГД), регуляризации этих уравнений. Актуальной задачей является построение численных методов, которые обладают не только свойством консервативности по массе, импульсу и полной энергии, но и удовлетворяют условиям энтропийной ...
Added: October 1, 2026
Vyugin I. V., Sashadhar D., Algebra and Number Theory 2026 P. 1–10
We study the K-Fibonacci sequence Fp modulo prime p. Cardinalities of sets |Fp+Fp| and |Fp⋅Fp| are estimated. We present the method of estimating doubling constant of some m-dimensional recurrent sets in Fp. ...
Added: October 1, 2026
Bernardin C., João P. M., Gonçalves P., PROBABILITY AND MATHEMATICAL PHYSICS 2026 P. 59–59
We investigate a boundary-driven Ginzburg-Landau dynamics with long-range interactions. In the hydrodynamic limit, the macroscopic evolution is governed by a fractional heat equation with Dirichlet boundary conditions, while the corresponding stationary profile is characterized by a fractional Laplace equation. We establish a dynamical large deviations principle for the empirical measure and derive the associated stationary ...
Added: October 1, 2026
Kuksin S., Dynamical Systems 2026
We study the mixing properties of discrete-time and continuous-time dissipative dynamical systems driven by bounded mixing random forces. The continuous-time systems are
reduced to discrete-time random dynamical systems generated by time-one maps, so that
the main analysis is carried out in the discrete setting. We introduce a class of mixing random forcings whose regular conditional distributions with ...
Added: October 1, 2026
Kuksin S., Shirikyan A., Journal of Dynamics and Differential Equations 2026 P. 1098–1100
The paper deals with the problem of large-time behaviour of trajectories for discrete-time dynamical systems driven by a random noise. Assuming that the phase space is finite-dimensional and compact, and the noise is a Markov process with a transition probability satisfying some regularity hypotheses, we prove that all the trajectories converge to a unique measure ...
Added: October 1, 2026
Potanin B., Dolgikh S., Statistics and Probability Letters 2026 Article 110984
We derive bounds on the gradient and Hessian of the log-CDF, ln F(x), of the multivariate normal distribution. These bounds scale linearly and quadratically in ‖x‖ , respectively, with constants depending only on the covariance matrix. We demonstrate the usefulness of these bounds by proving asymptotic normality of the maximum-likelihood estimator of the multivariate probit ...
Added: October 1, 2026
A. V. Pereskokov, Journal of Mathematical Sciences 2026 Vol. 302 No. 4 P. 531–545
We consider the Zeeman effect problem for the hydrogen atom in a magnetic field using
irreducible representations of the Karasev–Novikova algebra with quadratic commutation
relations. We find the asymptotics of a series of eigenvalues and the corresponding
asymptotic eigenfunctions near the upper boundaries of spectral clusters. ...
Added: October 1, 2026
Yakovlev K., Puchkin N., Journal of Complexity 2026 Vol. 97
We present a theory for simultaneous approximation of the score function and its derivatives, enabling the handling of data distributions with low-dimensional structure and unbounded support. Our approximation error bounds match those in the literature while relying on assumptions that relax the usual bounded support requirement. Crucially, our bounds are free from the curse of ...
Added: September 30, 2026
Zlotnik A., Mathematical notes 2026 Vol. 120 No. 6 P. 1174–1178
Numerical methods for solving systems of gas dynamic equations are the subject of a vast literature. A special family of spatially symmetric conservative difference methods based on preliminary kinetic, or quasi-gasdynamic (QGD), regularization of these equations was constructed and successfully tested. A pressing issue is the construction of numerical methods that are not only conservative ...
Added: September 30, 2026
Beldiev I., Тимашёв Д. А., Алгебра и анализ 2026 Т. 38 № 5 С. 1–10
An algebraic variety X is called a homogeneous space if there exists a transitive regular action of an algebraic group on X. We prove inequalities between the dimension of a homogeneous space of a linear algebraic group and its Picard number. ...
Added: September 30, 2026
Planche L., Ilina A., Jay F. et al., Molecular Biology and Evolution 2026 Article 235
Admixture between populations is a common feature of human history. Admixture events introduce new genetic variation that can fuel evolution. Characterizing the significance of admixture events on the evolution of populations across various species is of great interest to evolutionary geneticists. Local Ancestry Inference (LAI) methods infer genetic ancestry of an individual at a particular ...
Added: September 30, 2026
Glutsyuk A., Ilyashenko Y., Izvestiya. Mathematics 2026 Vol. 90 No. 1 P. 73–89
We show that a completely non-degenerate B-group is uniquely determined by its factor: two such groups with conformally equivalent factors are Möbius conjugate. A similar property is inherent to the quasi-Fuchsian groups but not to degenerate B-groups. We also study the factor of a B-group as a triple: the main factor, the marked characteristic complex, and a homotopy class of ...
Added: September 30, 2026
Tuzhilin M., Автоматика и телемеханика 2026 № 11 С. 84–97
Предлагается обобщение двух известных инвариантов реальных сетей: степени и кси-центральности. Строится серия центральностей, основанная на матрице Лапласа сети и параметризованная параметром j со следующими свойствами: во-первых, при j = 0, 1 эти центральности совпадают со степенью и ксицентральностью; во-вторых, их распределение хорошо приближается распределением Вейбулла; в-третьих, для реальных сетей они имеют правостороннюю асимметрию, а для ...
Added: September 29, 2026
Melnikov I., Pelinovsky E., Доклады Российской академии наук. Физика, технические науки (ранее - Доклады Академии Наук. Физика) 2026 Т. 529 С. 29–36
Conditions for the emergence of pyramidal solitary waves (solitary waves possessing more than two inflection points) are presented for a family of generalized Korteweg – de Vries (KdV) equations. For the generalized Gardner equation, it is shown that pyramidal solitons are unstable. The decay of initial perturbations close to pyramidal solitary waves is demonstrated numerically. ...
Added: September 29, 2026
Merkulov S., Journal of Pure and Applied Algebra 2026 Vol. 230 P. 1–19
We study the dual cyclic Hochschild complex $Cyc(A,\K)$ of a
(possibly, infinite-dimensional) $A_\infty$-algebra $(A,\mu)$ and prove
that any pre-Calabi-Yau extension $\pi$ of the given $A_\infty$ structure $\mu$ in $A$
induces on the cyclic cohomology of $(A,\mu)$ a representation of a new dg properad of {\em oriented}\, ribbon graphs. We compute the cohomology of that properad in terms of ...
Added: September 29, 2026
Хрыстик М. А., European Journal of Combinatorics 2026 Vol. 136 P. 104393–104393
Let 𝑓𝑊(𝑛) be the number of different factors of length 𝑛 appearing in a word 𝑊. In a classical result by Morse and Hedlund, a characterization is given for infinite words satisfying the condition 𝑓𝑊(𝑛)≤𝑛 for some 𝑛∈ℕ. In this paper, we describe the form of finite words that satisfy the condition 𝑓𝑊(𝑛)≤𝑛. We study ...
Added: September 28, 2026
Teregulov T., Loubenets E. R., / Series Quantum Physics "arXiv". 2026. No. 2609.31472.
We develop a new three-party quantum secret-sharing (QSS) protocol based on a three-qubit W state. This protocol encodes the secret-sequence bits using X gates and employs randomly selected Hadamard operations and measurement bases to generate information and security-test rounds. We evaluate the efficiency of the proposed protocol and analyze its security against an internal adversary ...
Added: September 28, 2026
Здержиков Н. И., Shabanov D. A., Степанов И. Д., Чебышевский сборник 2026 Т. 27 № 3 С. 74–90
In this article we study one of many possible generalizations of the notion of a proper coloring when applied to hypergraphs. Namely, the so called fractional \((a:b)\)-colorings are dealt with. Such coloring is a way to match each vertex of the hypergraph with exactly \(b\) colors (out of \(a\) available ones), in a manner that ...
Added: September 28, 2026
Guterman A., Jonoska N., Kreines E. et al., Proceedings of the Edinburgh Mathematical Society 2026 Vol. 69 No. 3 P. 1041–1057
We provide four equivalent combinatorial conditions for a simple assembly graph (rigid vertex graph where all vertices are of degree 1 or 4) to have the largest number of Hamiltonian sets of polygonal paths relative to its size. These conditions serve to prove the conjecture that such a maximum, which is equal to 𝐹_(2𝑛+1) −1, ...
Added: September 27, 2026
Shishkina E., Современная математика. Фундаментальные направления 2026 Т. 72 № 1 С. 52–67
In this paper, we construct a weighted Sobolev space of fractional order based on the
generalized Bessel potential.We apply these results to the analysis of the singular fractional Schr¨odinger
equation. To solve the Cauchy problem for this equation, we prove an estimate that relates the norm of
the solution to the norm of the initial condition in the ...
Added: September 26, 2026
Shishkina E., Computational Mathematics and Mathematical Physics 2026 Vol. 66 No. 5 P. 804–815
This article demonstrates that the Laplace–Bessel operator generates a strongly continuous
semigroup on a weighted Lebesgue space. Using this semigroup, we define the fractional Laplace–
Bessel operator via Balakrishnan’s formula. Furthermore, we derive three distinct representations for
fractional powers of the negative Laplace–Bessel operator. ...
Added: September 26, 2026
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
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