Search results for "Probability."
showing 10 items of 3396 documents
Codimension and colength sequences of algebras and growth phenomena
2015
We consider non necessarily associative algebras over a field of characteristic zero and their polynomial identities. Here we describe some of the results obtained in recent years on the sequence of codimensions and the sequence of colengths of an algebra.
On algebras of polynomial codimension growth
2016
Let A be an associative algebra over a field F of characteristic zero and let $$c_n(A), n=1, 2, \ldots $$ , be the sequence of codimensions of A. It is well-known that $$c_n(A), n=1, 2, \ldots $$ , cannot have intermediate growth, i.e., either is polynomially bounded or grows exponentially. Here we present some results on algebras whose sequence of codimensions is polynomially bounded.
Quantum extensions of semigroups generated by Bessel processes
1996
We construct a quantum extension of the Markov semigroup of the classical Bessel process of orderv≥1 to the noncommutative von Neumann algebra s(L2(0, +∞)) of bounded operators onL2(0, +∞).
On a multiplication and a theory of integration for belief and plausibility functions
1987
Abstract Belief and plausibility functions have been introduced as generalizations of probability measures, which abandon the axiom of additivity. It turns out that elementwise multiplication is a binary operation on the set of belief functions. If the set functions of the type considered here are defined on a locally compact and separable space X , a theorem by Choquet ensures that they can be represented by a probability measure on the space containing the closed subsets of X , the so-called basic probability assignment. This is basic for defining two new types of integrals. One of them may be used to measure the degree of non-additivity of the belief or plausibility function. The other o…
Stochastic differential equations with coefficients in Sobolev spaces
2010
We consider It\^o SDE $\d X_t=\sum_{j=1}^m A_j(X_t) \d w_t^j + A_0(X_t) \d t$ on $\R^d$. The diffusion coefficients $A_1,..., A_m$ are supposed to be in the Sobolev space $W_\text{loc}^{1,p} (\R^d)$ with $p>d$, and to have linear growth; for the drift coefficient $A_0$, we consider two cases: (i) $A_0$ is continuous whose distributional divergence $\delta(A_0)$ w.r.t. the Gaussian measure $\gamma_d$ exists, (ii) $A_0$ has the Sobolev regularity $W_\text{loc}^{1,p'}$ for some $p'>1$. Assume $\int_{\R^d} \exp\big[\lambda_0\bigl(|\delta(A_0)| + \sum_{j=1}^m (|\delta(A_j)|^2 +|\nabla A_j|^2)\bigr)\big] \d\gamma_d0$, in the case (i), if the pathwise uniqueness of solutions holds, then the push-f…
Quadratic variation of martingales in Riesz spaces
2014
We derive quadratic variation inequalities for discrete-time martingales, sub- and supermartingales in the measure-free setting of Riesz spaces. Our main result is a Riesz space analogue of Austinʼs sample function theorem, on convergence of the quadratic variation processes of martingales http://www.journals.elsevier.com/journal-of-mathematical-analysis-and-applications/ http://dx.doi.org/10.1016/j.jmaa.2013.08.037 National Research Foundation of South Africa (Grant specific unique reference number (UID) 85672) and by GNAMPA of Italy (U 2012/000574 20/07/2012 and U 2012/000388 09/05/2012)
Maximal regularity for Kolmogorov operators in L2 spaces with respect to invariant measures
2006
Abstract We prove an optimal embedding result for the domains of Kolmogorov (or degenerate hypoelliptic Ornstein–Uhlenbeck) operators in L 2 spaces with respect to invariant measures. We use an interpolation method together with optimal L 2 estimates for the space derivatives of T ( t ) f near t = 0 , where T ( t ) is the Ornstein–Uhlenbeck semigroup and f is any function in L 2 .
Context Trees, Variable Length Markov Chains and Dynamical Sources
2012
Infinite random sequences of letters can be viewed as stochastic chains or as strings produced by a source, in the sense of information theory. The relationship between Variable Length Markov Chains (VLMC) and probabilistic dynamical sources is studied. We establish a probabilistic frame for context trees and VLMC and we prove that any VLMC is a dynamical source for which we explicitly build the mapping. On two examples, the "comb" and the "bamboo blossom", we find a necessary and sufficient condition for the existence and the uniqueness of a stationary probability measure for the VLMC. These two examples are detailed in order to provide the associated Dirichlet series as well as the genera…
Generalized ``transition probability''
1975
An operationally meaningful symmetric function defined on pairs of states of an arbitrary physical system is constructed and is shown to coincide with the usual “transition probability” in the special case of systems admitting a quantum-mechanical description. It can be used to define a metric in the set of physical states. Conceivable applications to the analysis of certain aspects of Quantum Mechanics and to its possible modifications are mentioned.
Periodic and Chaotic Orbits of a Neuron Model
2015
In this paper we study a class of difference equations which describes a discrete version of a single neuron model. We consider a generalization of the original McCulloch-Pitts model that has two thresholds. Periodic orbits are investigated accordingly to the different range of parameters. For some parameters sufficient conditions for periodic orbits of arbitrary periods have been obtained. We conclude that there exist values of parameters such that the function in the model has chaotic orbits. Models with chaotic orbits are not predictable in long-term.