193 research outputs found
Information Transmission under Random Emission Constraints
We model the transmission of a message on the complete graph with n vertices
and limited resources. The vertices of the graph represent servers that may
broadcast the message at random. Each server has a random emission capital that
decreases at each emission. Quantities of interest are the number of servers
that receive the information before the capital of all the informed servers is
exhausted and the exhaustion time. We establish limit theorems (law of large
numbers, central limit theorem and large deviation principle), as n tends to
infinity, for the proportion of visited vertices before exhaustion and for the
total duration. The analysis relies on a construction of the transmission
procedure as a dynamical selection of successful nodes in a Galton-Watson tree
with respect to the success epochs of the coupon collector problem
Malliavin Calculus and Skorohod Integration for Quantum Stochastic Processes
A derivation operator and a divergence operator are defined on the algebra of
bounded operators on the symmetric Fock space over the complexification of a
real Hilbert space \eufrak{h} and it is shown that they satisfy similar
properties as the derivation and divergence operator on the Wiener space over
\eufrak{h}. The derivation operator is then used to give sufficient
conditions for the existence of smooth Wigner densities for pairs of operators
satisfying the canonical commutation relations. For
\eufrak{h}=L^2(\mathbb{R}_+), the divergence operator is shown to coincide
with the Hudson-Parthasarathy quantum stochastic integral for adapted
integrable processes and with the non-causal quantum stochastic integrals
defined by Lindsay and Belavkin for integrable processes.Comment: 28 pages, amsart styl
On Krawtchouk Transforms
Krawtchouk polynomials appear in a variety of contexts, most notably as
orthogonal polynomials and in coding theory via the Krawtchouk transform. We
present an operator calculus formulation of the Krawtchouk transform that is
suitable for computer implementation. A positivity result for the Krawtchouk
transform is shown. Then our approach is compared with the use of the
Krawtchouk transform in coding theory where it appears in MacWilliams' and
Delsarte's theorems on weight enumerators. We conclude with a construction of
Krawtchouk polynomials in an arbitrary finite number of variables, orthogonal
with respect to the multinomial distribution.Comment: 13 pages, presented at 10th International Conference on Artificial
Intelligence and Symbolic Computation, AISC 2010, Paris, France, 5-6 July
201
Integration with respect to the non-commutative fractional Brownian motion
We study the issue of integration with respect to the non-commutative
fractional Brownian motion, that is the analog of the standard fractional
Brownian in a non-commutative probability setting.When the Hurst index of
the process is stricly larger than , integration can be handled through
the so-called Young procedure. The situation where corresponds to the
specific free case, for which an It{\^o}-type approach is known to be
possible.When , rough-path-type techniques must come into the picture,
which, from a theoretical point of view, involves the use of some
a-priori-defined L{\'e}vy area process. We show that such an object can indeed
be \enquote{canonically} constructed for any . Finally,
when , we exhibit a similar non-convergence phenomenon as for the
non-diagonal entries of the (classical) L{\'e}vy area above the standard
fractional Brownian
Skorohod and rough integration with respect to the non-commutative fractional Brownian motion
We pursue our investigations, initiated in [8], about stochastic integration with respect to the non-commutative fractional Brownian motion (NC-fBm). Our main objective in this paper is to compare the pathwise constructions of [8] with a Skorohod-type interpretation of the integral. As a first step, we provide details on the basic tools and properties associated with non-commutative Malliavin calculus, by mimicking the presentation of Nualart's celebrated treatise [14]. Then we check that, just as in the classical (commutative) situation, Skorohod integration can indeed be considered in the presence of the NC-fBm, at least for a Hurst index H > 1 4.This finally puts us in a position to state and prove the desired comparison result, which can be regarded as an Itô-Stratonovich correction formula for the NC-fBm
Dynamics random walks on Heisenberg groups
We prove a Guivarc'h law of large numbers and a central limit theorem for dynamic random walks on Heisenberg groups. The limiting distribution is explicitely given. To our knowledge this is the first study of dynamic random walks on non-commutative Lie groups
Phase Retrieval for Probability Distributions on Quantum Groups and Braided Groups
For nilpotent quantum groups [as introduced by Franz et al. (7)], we show that (in sharp contrast to the classical case) the symmetrization of a probability distribution μ and the first moments of μ together determine uniquely the original distribution
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