Results 51 to 60 of about 14,174 (225)
In‐and‐Out: Algorithmic Diffusion for Sampling Convex Bodies
Random Structures &Algorithms, Volume 68, Issue 3, May 2026.ABSTRACT We present a new random walk for uniformly sampling high‐dimensional convex bodies. It achieves state‐of‐the‐art runtime complexity with stronger guarantees on the output than previously known, namely in Rényi divergence (which implies TV, 𝒲2, KL, χ2$$ {\chi}^2 $$).
Yunbum Kook +2 more
wiley +1 more source
Noncommutative polygonal cluster algebras
Journal of the London Mathematical Society, Volume 113, Issue 4, April 2026.Abstract We define a new family of noncommutative generalizations of cluster algebras called polygonal cluster algebras. These algebras generalize the noncommutative surfaces of Berenstein–Retakh, and are inspired by the emerging theory of Θ$\Theta$‐positivity for the groups Spin(p,q)$\mathrm{Spin}(p,q)$.
Zachary Greenberg +3 more
wiley +1 more source
, 2001 The solution to nonlinear Fokker-Planck equation is constructed in terms of the minimal Markov semigroup generated by the equation. The semigroup is obtained by a purely functional analytical method via Hille-Yosida theorem. The existence of the positive
Qian, Hong, Qian, Min, Tang, Xiang
core +1 more source
Lie-Markov Models Derived from Finite Semigroups [PDF]
Bulletin of Mathematical Biology, 2018 We present and explore a general method for deriving a Lie-Markov model from a finite semigroup. If the degree of the semigroup is $k$, the resulting model is a continuous-time Markov chain on $k$ states and, as a consequence of the product rule in the semigroup, satisfies the property of multiplicative closure.
Jeremy G. Sumner, Michael D. Woodhams
openaire +4 more sources
Brownian Motion With Partial Resetting Conditioned to Stay Positive
Bulletin of the London Mathematical Society, Volume 58, Issue 3, March 2026.Abstract We consider Brownian motion with partial resetting, which has recently attracted a lot of attention in physics as well as the mathematics literature. We analyze the speed of convergence of this process towards stationarity as well as its quasistationary behavior.
Martin Kolb, Achim Wübker
wiley +1 more source
Path-valued branching processes and nonlocal branching superprocesses
, 2014 A family of continuous-state branching processes with immigration are constructed as the solution flow of a stochastic equation system driven by time-space noises.
Li, Zenghu
core +1 more source
Control of Open Quantum Systems via Dynamical Invariants
Advanced Quantum Technologies, Volume 9, Issue 2, February 2026.Dynamical invariants are used to reverse‐engineer control fields for open quantum systems described by time‐dependent Lindblad master equations. By minimizing an analytic leakage functional, the protocol dynamically steers the state along an effectively decoherence‐free path without costly iterative propagation.
Loris M. Cangemi +4 more
wiley +1 more source
Applications of Stochastic Semigroups to Queueing Models
Annales Mathematicae Silesianae, 2019 Non-markovian queueing systems can be extended to piecewise-deterministic Markov processes by appending supplementary variables to the system. Then their analysis leads to an infinite system of partial differential equations with an infinite number of ...
Gwiżdż Piotr
doaj +1 more source
Dynamically Consistent Analysis of Realized Covariations in Term Structure Models
Mathematical Finance, Volume 36, Issue 1, Page 203-236, January 2026.ABSTRACT In this article, we show how to analyze the covariation of bond prices nonparametrically and robustly, staying consistent with a general no‐arbitrage setting. This is, in particular, motivated by the problem of identifying the number of statistically relevant factors in the bond market under minimal conditions.
Dennis Schroers
wiley +1 more source
Pricing of a defaultable coupon bond in an extended Merton's model [PDF]
Opuscula Mathematica, 2004 Three alternative approaches to the valuation of a defaultable coupon bond in an extended Merton's model are given. Probabilistic approach yields a closed-form expression for the arbitrage price of this bond.
Ewa Frankiewicz
doaj