Zobrazeno 1 - 10
of 150
pro vyhledávání: '"Vidmar, Matija"'
Autor:
Vidmar, Matija, Warren, Jon
The stochastic noise of splitting, defined initially on the (basic) algebra of unions of intervals of the real line, is extended to a maximal class of domains. The $\sigma$-fields of this largest extension constitute the completion, in the sense of n
Externí odkaz:
http://arxiv.org/abs/2407.05144
Autor:
Vidmar, Matija
The factorizable vectors of a complete Boolean algebra of type I factors, acting on a separable Hilbert space, are shown to be total, resolving a conjecture of Araki and Woods. En route, the spectral theory of noise-type Boolean algebras of Tsirelson
Externí odkaz:
http://arxiv.org/abs/2302.11804
Autor:
Vidmar, Matija, Warren, Jon
The times of Brownian local minima, maxima and their union are three distinct examples of local, stationary, dense, random countable sets associated with classical Wiener noise. Being local means, roughly, determined by the local behavior of the samp
Externí odkaz:
http://arxiv.org/abs/2212.06003
Autor:
Foucart, Clément, Vidmar, Matija
We introduce a class of one-dimensional positive Markov processes generalizing continuous-state branching processes (CBs), by taking into account a phenomenon of random collisions. Besides branching, characterized by a general mechanism $\Psi$, at a
Externí odkaz:
http://arxiv.org/abs/2207.04621
Autor:
Vidmar, Matija
We consider the class of (possibly killed) spectrally positive L\'evy process that have been time-changed by the inverse of an integral functional. Within this class we characterize the family of those processes which satisfy the following property:
Externí odkaz:
http://arxiv.org/abs/2205.06654
Autor:
Vidmar, Matija
Publikováno v:
In Journal of Mathematical Analysis and Applications 1 February 2025 542(1)
Autor:
Vidmar, Matija
Suppose $X$ is a Markov process on the real line (or some interval). Do the distributions of its first passage times downwards (fptd) determine its law? In this paper we treat some special cases of this question. We prove that if the fptd process has
Externí odkaz:
http://arxiv.org/abs/2112.11757
Autor:
Vidmar, Matija
Continuous-state branching processes (CSBPs) with immigration (CBIs), stopped on hitting zero, are generalized by allowing the process governing immigration to be any L\'evy process without negative jumps. Unlike the CBIs, these newly introduced proc
Externí odkaz:
http://arxiv.org/abs/2107.05102
Autor:
Vidmar, Matija
The objects under inspection, on a given probability space, are noise(-type) Boolean algebras -- distributive non-empty sublattices of the lattice of all complete sub-$\sigma$-fields, whose every element admits an independent complement. Special atte
Externí odkaz:
http://arxiv.org/abs/2105.05606
Autor:
Foucart, Clément, Vidmar, Matija
Publikováno v:
In Stochastic Processes and their Applications January 2024 167