TY - INPR A1 - Fedchenko, Dmitry A1 - Tarkhanov, Nikolai Nikolaevich T1 - A Radó Theorem for the Porous Medium Equation T2 - Preprints des Instituts für Mathematik der Universität Potsdam N2 - We prove that each locally Lipschitz continuous function satisfying the porous medium equation away from the set of its zeroes is actually a weak solution of this equation in the whole domain. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 6 (2017) 1 KW - quasilinear equation KW - removable set KW - porous medium equation Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-102735 VL - 6 IS - 1 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Shlapunov, Alexander A1 - Tarkhanov, Nikolai Nikolaevich T1 - Golusin-Krylov Formulas in Complex Analysis T2 - Preprints des Instituts für Mathematik der Universität Potsdam N2 - This is a brief survey of a constructive technique of analytic continuation related to an explicit integral formula of Golusin and Krylov (1933). It goes far beyond complex analysis and applies to the Cauchy problem for elliptic partial differential equations as well. As started in the classical papers, the technique is elaborated in generalised Hardy spaces also called Hardy-Smirnov spaces. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 6 (2017) 2 KW - analytic continuation KW - integral formulas KW - Cauchy problem Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-102774 VL - 6 IS - 2 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Polkovnikov, Alexander A1 - Tarkhanov, Nikolai Nikolaevich T1 - A Riemann-Hilbert problem for the Moisil-Teodorescu system N2 - In a bounded domain with smooth boundary in R^3 we consider the stationary Maxwell equations for a function u with values in R^3 subject to a nonhomogeneous condition (u,v)_x = u_0 on the boundary, where v is a given vector field and u_0 a function on the boundary. We specify this problem within the framework of the Riemann-Hilbert boundary value problems for the Moisil-Teodorescu system. This latter is proved to satisfy the Shapiro-Lopaniskij condition if an only if the vector v is at no point tangent to the boundary. The Riemann-Hilbert problem for the Moisil-Teodorescu system fails to possess an adjoint boundary value problem with respect to the Green formula, which satisfies the Shapiro-Lopatinskij condition. We develop the construction of Green formula to get a proper concept of adjoint boundary value problem. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 6 (2017) 3 KW - Dirac operator KW - Riemann-Hilbert problem KW - Fredholm operators Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-397036 VL - 6 IS - 3 ER - TY - INPR A1 - Shlapunov, Alexander A1 - Tarkhanov, Nikolai Nikolaevich T1 - An open mapping theorem for the Navier-Stokes equations N2 - We consider the Navier-Stokes equations in the layer R^n x [0,T] over R^n with finite T > 0. Using the standard fundamental solutions of the Laplace operator and the heat operator, we reduce the Navier-Stokes equations to a nonlinear Fredholm equation of the form (I+K) u = f, where K is a compact continuous operator in anisotropic normed Hölder spaces weighted at the point at infinity with respect to the space variables. Actually, the weight function is included to provide a finite energy estimate for solutions to the Navier-Stokes equations for all t in [0,T]. On using the particular properties of the de Rham complex we conclude that the Fréchet derivative (I+K)' is continuously invertible at each point of the Banach space under consideration and the map I+K is open and injective in the space. In this way the Navier-Stokes equations prove to induce an open one-to-one mapping in the scale of Hölder spaces. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 5 (2016)10 KW - Navier-Stokes equations KW - weighted Hölder spaces KW - integral representation method Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-98687 SN - 2193-6943 VL - 5 IS - 10 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Blanchard, Gilles A1 - Krämer, Nicole T1 - Convergence rates of kernel conjugate gradient for random design regression N2 - We prove statistical rates of convergence for kernel-based least squares regression from i.i.d. data using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is related to Kernel Partial Least Squares, a regression method that combines supervised dimensionality reduction with least squares projection. Following the setting introduced in earlier related literature, we study so-called "fast convergence rates" depending on the regularity of the target regression function (measured by a source condition in terms of the kernel integral operator) and on the effective dimensionality of the data mapped into the kernel space. We obtain upper bounds, essentially matching known minimax lower bounds, for the L^2 (prediction) norm as well as for the stronger Hilbert norm, if the true regression function belongs to the reproducing kernel Hilbert space. If the latter assumption is not fulfilled, we obtain similar convergence rates for appropriate norms, provided additional unlabeled data are available. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 5 (2016) 8 KW - nonparametric regression KW - reproducing kernel Hilbert space KW - conjugate gradient KW - partial least squares KW - minimax convergence rates Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-94195 SN - 2193-6943 VL - 5 IS - 8 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Roelly, Sylvie A1 - Vallois, Pierre T1 - Convoluted Brownian motion BT - a semimartingale approach N2 - In this paper we analyse semimartingale properties of a class of Gaussian periodic processes, called convoluted Brownian motions, obtained by convolution between a deterministic function and a Brownian motion. A classical example in this class is the periodic Ornstein-Uhlenbeck process. We compute their characteristics and show that in general, they are neither Markovian nor satisfy a time-Markov field property. Nevertheless, by enlargement of filtration and/or addition of a one-dimensional component, one can in some case recover the Markovianity. We treat exhaustively the case of the bidimensional trigonometric convoluted Brownian motion and the higher-dimensional monomial convoluted Brownian motion. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 5 (2016) 9 KW - periodic Gaussian process KW - periodic Ornstein-Uhlenbeck process KW - Markov-field property KW - enlargement of filtration Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-96339 SN - 2193-6943 VL - 5 IS - 9 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Vasiliev, Serguei A1 - Tarkhanov, Nikolai Nikolaevich T1 - Construction of series of perfect lattices by layer superposition N2 - We construct a new series of perfect lattices in n dimensions by the layer superposition method of Delaunay-Barnes. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 5 (2016)11 KW - lattice packing and covering KW - polyhedra and polytopes KW - regular figures KW - division of spaces Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-100591 SN - 2193-6943 VL - 5 IS - 11 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Gairing, Jan A1 - Högele, Michael A1 - Kosenkova, Tetiana T1 - Transportation distances and noise sensitivity of multiplicative Lévy SDE with applications N2 - This article assesses the distance between the laws of stochastic differential equations with multiplicative Lévy noise on path space in terms of their characteristics. The notion of transportation distance on the set of Lévy kernels introduced by Kosenkova and Kulik yields a natural and statistically tractable upper bound on the noise sensitivity. This extends recent results for the additive case in terms of coupling distances to the multiplicative case. The strength of this notion is shown in a statistical implementation for simulations and the example of a benchmark time series in paleoclimate. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 5 (2016) 2 KW - stochastic differential equations KW - multiplicative Lévy noise KW - Lévy type processes KW - heavy-tailed distributions KW - model selection KW - Wasserstein distance KW - time series Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-86693 SN - 2193-6943 VL - 5 IS - 2 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Fedchenko, Dmitry A1 - Tarkhanov, Nikolai Nikolaevich T1 - Boundary value problems for elliptic complexes N2 - The aim of this paper is to bring together two areas which are of great importance for the study of overdetermined boundary value problems. The first area is homological algebra which is the main tool in constructing the formal theory of overdetermined problems. And the second area is the global calculus of pseudodifferential operators which allows one to develop explicit analysis. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 5 (2016) 3 KW - elliptic complexes KW - Fredholm property KW - index Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-86705 SN - 2193-6943 VL - 5 IS - 3 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Alsaedy, Ammar A1 - Tarkhanov, Nikolai Nikolaevich T1 - A Hilbert boundary value problem for generalised Cauchy-Riemann equations N2 - We elaborate a boundary Fourier method for studying an analogue of the Hilbert problem for analytic functions within the framework of generalised Cauchy-Riemann equations. The boundary value problem need not satisfy the Shapiro-Lopatinskij condition and so it fails to be Fredholm in Sobolev spaces. We show a solvability condition of the Hilbert problem, which looks like those for ill-posed problems, and construct an explicit formula for approximate solutions. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 5 (2016) 1 KW - Dirac operator KW - Clifford algebra KW - Riemann-Hilbert problem KW - Fredholm operator Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-86109 SN - 2193-6943 VL - 5 IS - 1 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Alsaedy, Ammar T1 - Variational primitive of a differential form N2 - In this paper we specify the Dirichlet to Neumann operator related to the Cauchy problem for the gradient operator with data on a part of the boundary. To this end, we consider a nonlinear relaxation of this problem which is a mixed boundary problem of Zaremba type for the p-Laplace equation. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 5 (2016) 4 KW - Dirichlet-to-Neumann operator KW - Cauchy problem KW - p-Laplace operator KW - calculus of variations Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-89223 SN - 2193-6943 VL - 5 IS - 4 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Blanchard, Gilles A1 - Mücke, Nicole T1 - Optimal rates for regularization of statistical inverse learning problems N2 - We consider a statistical inverse learning problem, where we observe the image of a function f through a linear operator A at i.i.d. random design points X_i, superposed with an additional noise. The distribution of the design points is unknown and can be very general. We analyze simultaneously the direct (estimation of Af) and the inverse (estimation of f) learning problems. In this general framework, we obtain strong and weak minimax optimal rates of convergence (as the number of observations n grows large) for a large class of spectral regularization methods over regularity classes defined through appropriate source conditions. This improves on or completes previous results obtained in related settings. The optimality of the obtained rates is shown not only in the exponent in n but also in the explicit dependence of the constant factor in the variance of the noise and the radius of the source condition set. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 5 (2016) 5 KW - statistical inverse problem KW - minimax rate KW - kernel method Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-89782 SN - 2193-6943 VL - 5 IS - 5 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Mera, Azal A1 - Tarkhanov, Nikolai Nikolaevich T1 - The Neumann problem after Spencer N2 - When trying to extend the Hodge theory for elliptic complexes on compact closed manifolds to the case of compact manifolds with boundary one is led to a boundary value problem for the Laplacian of the complex which is usually referred to as Neumann problem. We study the Neumann problem for a larger class of sequences of differential operators on a compact manifold with boundary. These are sequences of small curvature, i.e., bearing the property that the composition of any two neighbouring operators has order less than two. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 5 (2016) 6 KW - elliptic complex KW - manifold with boundary KW - Hodge theory KW - Neumann problem Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-90631 SN - 2193-6943 VL - 5 IS - 6 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Dereudre, David A1 - Mazzonetto, Sara A1 - Roelly, Sylvie T1 - Exact simulation of Brownian diffusions with drift admitting jumps N2 - Using an algorithm based on a retrospective rejection sampling scheme, we propose an exact simulation of a Brownian diffusion whose drift admits several jumps. We treat explicitly and extensively the case of two jumps, providing numerical simulations. Our main contribution is to manage the technical difficulty due to the presence of two jumps thanks to a new explicit expression of the transition density of the skew Brownian motion with two semipermeable barriers and a constant drift. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 5 (2016) 7 KW - exact simulation method KW - skew Brownian motion KW - skew diffusion KW - Brownian motion with discontinuous drift Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-91049 SN - 2193-6943 VL - 5 IS - 7 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Ly, Ibrahim A1 - Tarkhanov, Nikolai Nikolaevich T1 - A Radó theorem for p-harmonic functions N2 - Let A be a nonlinear differential operator on an open set X in R^n and S a closed subset of X. Given a class F of functions in X, the set S is said to be removable for F relative to A if any weak solution of A (u) = 0 in the complement of S of class F satisfies this equation weakly in all of X. For the most extensively studied classes F we show conditions on S which guarantee that S is removable for F relative to A. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 3 KW - Quasilinear equations KW - removable sets KW - p-Laplace Operator Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-71492 SN - 2193-6943 VL - 4 IS - 3 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Ly, Ibrahim A1 - Tarkhanov, Nikolai Nikolaevich T1 - Asymptotic expansions at nonsymmetric cuspidal points N2 - We study asymptotics of solutions to the Dirichlet problem in a domain whose boundary contains a nonsymmetric conical point. We establish a complete asymptotic expansion of solutions near the singular point. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 7 KW - the Dirichlet problem KW - singular point KW - asymptotic expansion Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-78199 SN - 2193-6943 VL - 4 IS - 7 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Fedosov, Boris A1 - Tarkhanov, Nikolai Nikolaevich T1 - Deformation quantisation and boundary value problems N2 - We describe a natural construction of deformation quantisation on a compact symplectic manifold with boundary. On the algebra of quantum observables a trace functional is defined which as usual annihilates the commutators. This gives rise to an index as the trace of the unity element. We formulate the index theorem as a conjecture and examine it by the classical harmonic oscillator. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 5 KW - symplectic manifold KW - star product KW - trace KW - index Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-77150 SN - 2193-6943 VL - 4 IS - 5 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Elin, Mark A1 - Shoikhet, David A1 - Tarkhanov, Nikolai Nikolaevich T1 - Analytic semigroups of holomorphic mappings and composition operators N2 - In this paper we study the problem of analytic extension in parameter for a semigroup of holomorphic self-mappings of the unit ball in a complex Banach space and its relation to the linear continuous semigroup of composition operators. We also provide a brief review around this topic. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 6 KW - nonlinear semigroup KW - composition operator Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-77914 SN - 2193-6943 VL - 4 IS - 6 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Conforti, Giovanni A1 - Roelly, Sylvie T1 - Reciprocal class of random walks on an Abelian group N2 - Processes having the same bridges as a given reference Markov process constitute its reciprocal class. In this paper we study the reciprocal class of a continuous time random walk with values in a countable Abelian group, we compute explicitly its reciprocal characteristics and we present an integral characterization of it. Our main tool is a new iterated version of the celebrated Mecke's formula from the point process theory, which allows us to study, as transformation on the path space, the addition of random loops. Thanks to the lattice structure of the set of loops, we even obtain a sharp characterization. At the end, we discuss several examples to illustrate the richness of reciprocal classes. We observe how their structure depends on the algebraic properties of the underlying group. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 1 KW - reciprocal class KW - stochastic bridge KW - random walk on Abelian group Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-72604 SN - 2193-6943 VL - 4 IS - 1 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Alsaedy, Ammar A1 - Tarkhanov, Nikolai Nikolaevich T1 - Weak boundary values of solutions of Lagrangian problems N2 - We define weak boundary values of solutions to those nonlinear differential equations which appear as Euler-Lagrange equations of variational problems. As a result we initiate the theory of Lagrangian boundary value problems in spaces of appropriate smoothness. We also analyse if the concept of mapping degree of current importance applies to the study of Lagrangian problems. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 2 KW - nonlinear equations KW - Lagrangian system KW - weak boundary values KW - quasilinear Fredholm operator KW - mapping degree Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-72617 SN - 2193-6943 VL - 4 IS - 2 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Tarkhanov, Nikolai Nikolaevich T1 - A spectral theorem for deformation quantisation N2 - We present a construction of the eigenstate at a noncritical level of the Hamiltonian function. Moreover, we evaluate the contributions of Morse critical points to the spectral decomposition. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 4 KW - star product KW - WKB method KW - spectral theorem Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-72425 SN - 2193-6943 VL - 4 IS - 4 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Makhmudov, K. O. A1 - Makhmudov, O. I. A1 - Tarkhanov, Nikolai Nikolaevich T1 - A nonstandard Cauchy problem for the heat equation N2 - We consider a Cauchy problem for the heat equation in a cylinder X x (0,T) over a domain X in the n-dimensional space with data on a strip lying on the lateral surface. The strip is of the form S x (0,T), where S is an open subset of the boundary of X. The problem is ill-posed. Under natural restrictions on the configuration of S we derive an explicit formula for solutions of this problem. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015)11 KW - heat equation KW - Cauchy problem KW - Carleman formulas Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-83830 SN - 2193-6943 VL - 4 IS - 11 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Mera, Azal A1 - Shlapunov, Alexander A1 - Tarkhanov, Nikolai Nikolaevich T1 - Navier-Stokes equations for elliptic complexes N2 - We continue our study of invariant forms of the classical equations of mathematical physics, such as the Maxwell equations or the Lamé system, on manifold with boundary. To this end we interpret them in terms of the de Rham complex at a certain step. On using the structure of the complex we get an insight to predict a degeneracy deeply encoded in the equations. In the present paper we develop an invariant approach to the classical Navier-Stokes equations. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015)12 KW - Navier-Stokes equations KW - classical solution Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-85592 SN - 2193-6943 VL - 4 IS - 12 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Conforti, Giovanni T1 - Reciprocal classes of continuous time Markov Chains N2 - In this work we study reciprocal classes of Markov walks on graphs. Given a continuous time reference Markov chain on a graph, its reciprocal class is the set of all probability measures which can be represented as a mixture of the bridges of the reference walks. We characterize reciprocal classes with two different approaches. With the first approach we found it as the set of solutions to duality formulae on path space, where the differential operators have the interpretation of the addition of infinitesimal random loops to the paths of the canonical process. With the second approach we look at short time asymptotics of bridges. Both approaches allow an explicit computation of reciprocal characteristics, which are divided into two families, the loop characteristics and the arc characteristics. They are those specific functionals of the generator of the reference chain which determine its reciprocal class. We look at the specific examples such as Cayley graphs, the hypercube and planar graphs. Finally we establish the first concentration of measure results for the bridges of a continuous time Markov chain based on the reciprocal characteristics. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 8 KW - random walks on graphs KW - bridges of random walks KW - reciprocal characteristics KW - Schrödinger problem KW - integration by parts on path space Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-78234 SN - 2193-6943 VL - 4 IS - 8 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Gibali, Aviv A1 - Shoikhet, David A1 - Tarkhanov, Nikolai Nikolaevich T1 - On the convergence of continuous Newton method N2 - In this paper we study the convergence of continuous Newton method for solving nonlinear equations with holomorphic mappings in complex Banach spaces. Our contribution is based on a recent progress in the geometric theory of spirallike functions. We prove convergence theorems and illustrate them by numerical simulations. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015)10 KW - Newton method KW - spirallike function Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-81537 SN - 2193-6943 VL - 4 IS - 10 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Dereudre, David A1 - Mazzonetto, Sara A1 - Roelly, Sylvie T1 - An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers N2 - In this paper we obtain an explicit representation of the transition density of the one-dimensional skew Brownian motion with (a constant drift and) two semipermeable barriers. Moreover we propose a rejection method to simulate this density in an exact way. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 9 KW - skew Brownian motion KW - semipermeable barriers KW - distorted Brownian motion KW - local time KW - rejection sampling KW - exact simulation Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-80613 SN - 2193-6943 VL - 4 IS - 9 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Fedchenko, Dmitry A1 - Tarkhanov, Nikolai Nikolaevich T1 - An index formula for Toeplitz operators N2 - We prove a Fedosov index formula for the index of Toeplitz operators connected with the Hardy space of solutions to an elliptic system of first order partial differential equations in a bounded domain of Euclidean space with infinitely differentiable boundary. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 3(2014)12 KW - Toeplitz operators KW - Fredholm property KW - index Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-72499 SN - 2193-6943 VL - 3 IS - 12 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Sultanov, Oskar A1 - Kalyakin, Leonid A1 - Tarkhanov, Nikolai Nikolaevich T1 - Elliptic perturbations of dynamical systems with a proper node N2 - The paper is devoted to asymptotic analysis of the Dirichlet problem for a second order partial differential equation containing a small parameter multiplying the highest order derivatives. It corresponds to a small perturbation of a dynamical system having a stationary solution in the domain. We focus on the case where the trajectories of the system go into the domain and the stationary solution is a proper node. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 3 (2014) 4 KW - dynamical system KW - singular perturbation KW - asymptotic methods Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-70460 SN - 2193-6943 VL - 3 IS - 4 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Conforti, Giovanni A1 - Léonard, Christian A1 - Murr, Rüdiger A1 - Roelly, Sylvie T1 - Bridges of Markov counting processes : reciprocal classes and duality formulas N2 - Processes having the same bridges are said to belong to the same reciprocal class. In this article we analyze reciprocal classes of Markov counting processes by identifying their reciprocal invariants and we characterize them as the set of counting processes satisfying some duality formula. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 3 (2014) 9 KW - counting process KW - bridge KW - reciprocal class KW - duality formula Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-71855 SN - 2193-6943 VL - 3 IS - 9 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Flandoli, Franco A1 - Högele, Michael T1 - A solution selection problem with small stable perturbations N2 - The zero-noise limit of differential equations with singular coefficients is investigated for the first time in the case when the noise is a general alpha-stable process. It is proved that extremal solutions are selected and the probability of selection is computed. Detailed analysis of the characteristic function of an exit time form on the half-line is performed, with a suitable decomposition in small and large jumps adapted to the singular drift. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 3 (2014) 8 KW - stochastic differential equations KW - singular drifts KW - zero-noise limit KW - Peano phenomena KW - non-uniqueness Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-71205 SN - 2193-6943 VL - 3 IS - 8 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Dereudre, David A1 - Roelly, Sylvie T1 - Path-dependent infinite-dimensional SDE with non-regular drift : an existence result N2 - We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be neither small or continuous, nor Markov. On the initial law we only assume that it admits a finite specific entropy. Our result strongly improves the previous ones obtained for free dynamics with a small perturbative drift. The originality of our method leads in the use of the specific entropy as a tightness tool and on a description of such stochastic differential equation as solution of a variational problem on the path space. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 3(2014)11 KW - Infinite-dimensional SDE KW - non-Markov drift KW - non-regular drift KW - variational principle KW - specific entropy Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-72084 SN - 2193-6943 VL - 3 IS - 11 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Makhmudov, Olimdjan A1 - Tarkhanov, Nikolai Nikolaevich T1 - The first mixed problem for the nonstationary Lamé system N2 - We find an adequate interpretation of the Lamé operator within the framework of elliptic complexes and study the first mixed problem for the nonstationary Lamé system. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 3(2014)10 KW - Lamé system KW - evolution equation KW - first boundary value problem Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-71923 SN - 2193-6943 VL - 3 IS - 10 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Gairing, Jan A1 - Högele, Michael A1 - Kosenkova, Tetiana A1 - Kulik, Alexei Michajlovič T1 - On the calibration of Lévy driven time series with coupling distances : an application in paleoclimate N2 - This article aims at the statistical assessment of time series with large fluctuations in short time, which are assumed to stem from a continuous process perturbed by a Lévy process exhibiting a heavy tail behavior. We propose an easily implementable procedure to estimate efficiently the statistical difference between the noisy behavior of the data and a given reference jump measure in terms of so-called coupling distances. After a short introduction to Lévy processes and coupling distances we recall basic statistical approximation results and derive rates of convergence. In the sequel the procedure is elaborated in detail in an abstract setting and eventually applied in a case study to simulated and paleoclimate data. It indicates the dominant presence of a non-stable heavy-tailed jump Lévy component for some tail index greater than 2. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 3 (2014) 2 KW - time series with heavy tails KW - index of stability KW - goodness-of-fit KW - empirical Wasserstein distance Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-69781 SN - 2193-6943 VL - 3 IS - 2 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Aizenberg, Lev A. A1 - Tarkhanov, Nikolai Nikolaevich T1 - An integral formula for the number of lattice points in a domain N2 - Using the multidimensional logarithmic residue we show a simple formula for the difference between the number of integer points in a bounded domain of R^n and the volume of this domain. The difference proves to be the integral of an explicit differential form over the boundary of the domain. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 3 (2014) 3 KW - logarithmic residue KW - lattice point Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-70453 SN - 2193-6943 VL - 3 IS - 3 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Högele, Michael A1 - Pavlyukevich, Ilya T1 - Metastability of Morse-Smale dynamical systems perturbed by heavy-tailed Lévy type noise N2 - We consider a general class of finite dimensional deterministic dynamical systems with finitely many local attractors each of which supports a unique ergodic probability measure, which includes in particular the class of Morse–Smale systems in any finite dimension. The dynamical system is perturbed by a multiplicative non-Gaussian heavytailed Lévy type noise of small intensity ε > 0. Specifically we consider perturbations leading to a Itô, Stratonovich and canonical (Marcus) stochastic differential equation. The respective asymptotic first exit time and location problem from each of the domains of attractions in case of inward pointing vector fields in the limit of ε-> 0 has been investigated by the authors. We extend these results to domains with characteristic boundaries and show that the perturbed system exhibits a metastable behavior in the sense that there exits a unique ε-dependent time scale on which the random system converges to a continuous time Markov chain switching between the invariant measures. As examples we consider α-stable perturbations of the Duffing equation and a chemical system exhibiting a birhythmic behavior. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 3 (2014) 5 KW - hyperbolic dynamical system KW - Morse-Smale property KW - stable limit cycle KW - small noise asymptotic KW - multiplicative noise Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-70639 SN - 2193-6943 VL - 3 IS - 5 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Conforti, Giovanni A1 - Dai Pra, Paolo A1 - Roelly, Sylvie T1 - Reciprocal class of jump processes N2 - Processes having the same bridges as a given reference Markov process constitute its reciprocal class. In this paper we study the reciprocal class of compound Poisson processes whose jumps belong to a finite set A in R^d. We propose a characterization of the reciprocal class as the unique set of probability measures on which a family of time and space transformations induces the same density, expressed in terms of the reciprocal invariants. The geometry of A plays a crucial role in the design of the transformations, and we use tools from discrete geometry to obtain an optimal characterization. We deduce explicit conditions for two Markov jump processes to belong to the same class. Finally, we provide a natural interpretation of the invariants as short-time asymptotics for the probability that the reference process makes a cycle around its current state. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 3 (2014) 6 KW - reciprocal processes KW - stochastic bridges KW - jump processes KW - compound Poisson processes Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-70776 SN - 2193-6943 VL - 3 IS - 6 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Dyachenko, Evgueniya A1 - Tarkhanov, Nikolai Nikolaevich T1 - Singular perturbations of elliptic operators N2 - We develop a new approach to the analysis of pseudodifferential operators with small parameter 'epsilon' in (0,1] on a compact smooth manifold X. The standard approach assumes action of operators in Sobolev spaces whose norms depend on 'epsilon'. Instead we consider the cylinder [0,1] x X over X and study pseudodifferential operators on the cylinder which act, by the very nature, on functions depending on 'epsilon' as well. The action in 'epsilon' reduces to multiplication by functions of this variable and does not include any differentiation. As but one result we mention asymptotic of solutions to singular perturbation problems for small values of 'epsilon'. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 3 (2014) 1 KW - singular perturbation KW - pseudodifferential operator KW - ellipticity with parameter KW - regularization KW - asymptotics Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-69502 SN - 2193-6943 VL - 3 IS - 1 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Pornsawad, Pornsarp A1 - Böckmann, Christine T1 - Modified iterative Runge-Kutta-type methods for nonlinear ill-posed problems N2 - This work is devoted to the convergence analysis of a modified Runge-Kutta-type iterative regularization method for solving nonlinear ill-posed problems under a priori and a posteriori stopping rules. The convergence rate results of the proposed method can be obtained under Hölder-type source-wise condition if the Fréchet derivative is properly scaled and locally Lipschitz continuous. Numerical results are achieved by using the Levenberg-Marquardt and Radau methods. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 3 (2014) 7 KW - ill-posed problems KW - Runge-Kutta methods KW - regularization methods KW - Hölder-type source condition KW - stopping rules Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-70834 SN - 2193-6943 VL - 3 IS - 7 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Ly, Ibrahim A1 - Tarkhanov, Nikolai Nikolaevich T1 - Generalised Beltrami equations N2 - We enlarge the class of Beltrami equations by developping a stability theory for the sheaf of solutions of an overdetermined elliptic system of first order homogeneous partial differential equations with constant coefficients in the Euclidean space. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2(2013)14 KW - Quasiconformal mapping KW - Beltrami equation Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-67416 ER - TY - INPR A1 - Roelly, Sylvie T1 - Reciprocal processes : a stochastic analysis approach N2 - Reciprocal processes, whose concept can be traced back to E. Schrödinger, form a class of stochastic processes constructed as mixture of bridges, that satisfy a time Markov field property. We discuss here a new unifying approach to characterize several types of reciprocal processes via duality formulae on path spaces: The case of reciprocal processes with continuous paths associated to Brownian diffusions and the case of pure jump reciprocal processes associated to counting processes are treated. This presentation is based on joint works with M. Thieullen, R. Murr and C. Léonard. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2 (2013) 6 KW - Reciprocal process KW - Brownian bridge KW - Poisson bridge KW - duality formula Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-64588 SN - 2193-6943 ER - TY - INPR A1 - Méléard, Sylvie A1 - Roelly, Sylvie T1 - Evolutive two-level population process and large population approximations N2 - We are interested in modeling the Darwinian evolution of a population described by two levels of biological parameters: individuals characterized by an heritable phenotypic trait submitted to mutation and natural selection and cells in these individuals influencing their ability to consume resources and to reproduce. Our models are rooted in the microscopic description of a random (discrete) population of individuals characterized by one or several adaptive traits and cells characterized by their type. The population is modeled as a stochastic point process whose generator captures the probabilistic dynamics over continuous time of birth, mutation and death for individuals and birth and death for cells. The interaction between individuals (resp. between cells) is described by a competition between individual traits (resp. between cell types). We are looking for tractable large population approximations. By combining various scalings on population size, birth and death rates and mutation step, the single microscopic model is shown to lead to contrasting nonlinear macroscopic limits of different nature: deterministic approximations, in the form of ordinary, integro- or partial differential equations, or probabilistic ones, like stochastic partial differential equations or superprocesses. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2 (2013) 8 KW - Two-level interacting process KW - birth-death-mutation-competition point process KW - non-linear integro-differential equations Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-64604 SN - 2193-6943 ER - TY - INPR A1 - Gairing, Jan A1 - Högele, Michael A1 - Kosenkova, Tetiana A1 - Kulik, Alexei Michajlovič T1 - Coupling distances between Lévy measures and applications to noise sensitivity of SDE N2 - We introduce the notion of coupling distances on the space of Lévy measures in order to quantify rates of convergence towards a limiting Lévy jump diffusion in terms of its characteristic triplet, in particular in terms of the tail of the Lévy measure. The main result yields an estimate of the Wasserstein-Kantorovich-Rubinstein distance on path space between two Lévy diffusions in terms of the couping distances. We want to apply this to obtain precise rates of convergence for Markov chain approximations and a statistical goodness-of-fit test for low-dimensional conceptual climate models with paleoclimatic data. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2(2013)16 KW - Lévy diffusion approximation KW - coupling methods KW - Skorokhod' s invariance principle KW - statistical model selection Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-68886 ER - TY - INPR A1 - Fedchenko, Dmitry A1 - Tarkhanov, Nikolai Nikolaevich T1 - A Class of Toeplitz Operators in Several Variables N2 - We introduce the concept of Toeplitz operator associated with the Laplace-Beltrami operator on a compact Riemannian manifold with boundary. We characterise those Toeplitz operators which are Fredholm, thus initiating the index theory. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2(2013)17 KW - Cauchy data spaces KW - Laplace-Beltrami operator KW - Toeplitz operators KW - Fredholm property Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-68932 SN - 2193-6943 ER - TY - INPR A1 - Cattiaux, Patrick A1 - Fradon, Myriam A1 - Kulik, Alexei Michajlovič A1 - Roelly, Sylvie T1 - Long time behavior of stochastic hard ball systems N2 - We study the long time behavior of a system of two or three Brownian hard balls living in the Euclidean space of dimension at least two, submitted to a mutual attraction and to elastic collisions. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2(2013)15 KW - Stochastic differential equations KW - hard core interaction KW - reversible measure KW - normal reflection KW - local time Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-68388 ER - TY - INPR A1 - Léonard, Christian A1 - Roelly, Sylvie A1 - Zambrini, Jean-Claude T1 - Temporal symmetry of some classes of stochastic processes N2 - In this article we analyse the structure of Markov processes and reciprocal processes to underline their time symmetrical properties, and to compare them. Our originality consists in adopting a unifying approach of reciprocal processes, independently of special frameworks in which the theory was developped till now (diffusions, or pure jump processes). This leads to some new results, too. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2 (2013) 7 KW - Markov processes KW - reciprocal processes KW - time symmetry Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-64599 SN - 2193-6943 ER - TY - INPR A1 - Keller, Peter A1 - Roelly, Sylvie A1 - Valleriani, Angelo T1 - A quasi-random-walk to model a biological transport process N2 - Transport Molecules play a crucial role for cell viability. Amongst others, linear motors transport cargos along rope-like structures from one location of the cell to another in a stochastic fashion. Thereby each step of the motor, either forwards or backwards, bridges a fixed distance. While moving along the rope the motor can also detach and is lost. We give here a mathematical formalization of such dynamics as a random process which is an extension of Random Walks, to which we add an absorbing state to model the detachment of the motor from the rope. We derive particular properties of such processes that have not been available before. Our results include description of the maximal distance reached from the starting point and the position from which detachment takes place. Finally, we apply our theoretical results to a concrete established model of the transport molecule Kinesin V. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2 (2013) 3 KW - Markov chain KW - random walk KW - molecular motor KW - step process Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-63582 ER - TY - INPR A1 - Debussche, Arnaud A1 - Högele, Michael A1 - Imkeller, Peter T1 - The dynamics of nonlinear reaction-diffusion equations with small levy noise T2 - Lecture notes in mathematics : a collection of informal reports and seminars T2 - Lecture Notes in Mathematics N2 - Our primary interest in this book lies in the study of dynamical properties of reaction-diffusion equations perturbed by Lévy noise of intensity ? in the small noise limit ??0 . Y1 - 2013 SN - 978-3-319-00828-8; 978-3-319-00827-1 U6 - https://doi.org/10.1007/978-3-319-00828-8_1 SN - 0075-8434 VL - 2085 SP - 1 EP - 10 PB - Springer CY - Berlin ER - TY - INPR A1 - Debussche, Arnaud A1 - Hoegele, Michael A1 - Imkeller, Peter T1 - The dynamics of nonlinear reaction-diffusion equations with small levy noise preface T2 - Lecture notes in mathematics : a collection of informal reports and seminars T2 - Lecture Notes in Mathematics Y1 - 2013 SN - 978-3-319-00828-8; 978-3-319-00827-1 SN - 0075-8434 VL - 2085 SP - V EP - + PB - Springer CY - Berlin ER - TY - INPR A1 - Weske, Mathias A1 - Rinderle-Ma, Stefanie A1 - Toumani, Farouk A1 - Wolf, Karsten T1 - Special section on BPM 2011 conference. - Special Issue T2 - Information systems Y1 - 2013 U6 - https://doi.org/10.1016/j.is.2013.01.003 SN - 0306-4379 VL - 38 IS - 4 SP - 545 EP - 546 PB - Elsevier CY - Oxford ER - TY - INPR A1 - Nehring, Benjamin A1 - Poghosyan, Suren A1 - Zessin, Hans T1 - On the construction of point processes in statistical mechanics N2 - By means of the cluster expansion method we show that a recent result of Poghosyan and Ueltschi (2009) combined with a result of Nehring (2012) yields a construction of point processes of classical statistical mechanics as well as processes related to the Ginibre Bose gas of Brownian loops and to the dissolution in R^d of Ginibre's Fermi-Dirac gas of such loops. The latter will be identified as a Gibbs perturbation of the ideal Fermi gas. On generalizing these considerations we will obtain the existence of a large class of Gibbs perturbations of the so-called KMM-processes as they were introduced by Nehring (2012). Moreover, it is shown that certain "limiting Gibbs processes" are Gibbs in the sense of Dobrushin, Lanford and Ruelle if the underlying potential is positive. And finally, Gibbs modifications of infinitely divisible point processes are shown to solve a new integration by parts formula if the underlying potential is positive. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2 (2013) 5 KW - Levy measure KW - cluster expansion KW - Gibbs perturbation KW - DLR equation Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-64080 ER - TY - INPR A1 - Keller, Peter T1 - Mathematical modeling of molecular motors N2 - Amongst the many complex processes taking place in living cells, transport of cargoes across the cytosceleton is fundamental to cell viability and activity. To move cargoes between the different cell parts, cells employ Molecular Motors. The motors operate by transporting cargoes along the so-called cellular micro-tubules, namely rope-like structures that connect, for instance, the cell-nucleus and outer membrane. We introduce a new Markov Chain, the killed Quasi-Random-Walk, for such transport molecules and derive properties like the maximal run length and time. Furthermore we introduce permuted balance, which is a more flexible extension of the ordinary reversibility and introduce the notion of Time Duality, which compares certain passage times pathwise. We give a number of sufficient conditions for Time Duality based on the geometry of the transition graph. Both notions are closely related to properties of the killed Quasi-Random-Walk. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2 (2013) 1 KW - Markov chain KW - time duality KW - transition path theory KW - absorption KW - molecular motor Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-63045 ER - TY - INPR A1 - Makhmudov, Olimdjan A1 - Tarkhanov, Nikolai Nikolaevich T1 - An extremal problem related to analytic continuation N2 - We show that the usual variational formulation of the problem of analytic continuation from an arc on the boundary of a plane domain does not lead to a relaxation of this overdetermined problem. To attain such a relaxation, we bound the domain of the functional, thus changing the Euler equations. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2 (2013) 4 KW - Extremal problem KW - Euler equations KW - p-Laplace operator KW - mixed problems Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-63634 ER - TY - INPR A1 - Wallenta, Daniel T1 - A Lefschetz fixed point formula for elliptic quasicomplexes N2 - In a recent paper with N. Tarkhanov, the Lefschetz number for endomorphisms (modulo trace class operators) of sequences of trace class curvature was introduced. We show that this is a well defined, canonical extension of the classical Lefschetz number and establish the homotopy invariance of this number. Moreover, we apply the results to show that the Lefschetz fixed point formula holds for geometric quasiendomorphisms of elliptic quasicomplexes. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2(2013)12 KW - Perturbed complexes KW - curvature KW - Lefschetz number KW - fixed point formula Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-67016 ER - TY - INPR A1 - Roelly, Sylvie A1 - Ruszel, Wioletta M. T1 - Propagation of Gibbsianness for infinite-dimensional diffusions with space-time interaction N2 - We consider infinite-dimensional diffusions where the interaction between the coordinates has a finite extent both in space and time. In particular, it is not supposed to be smooth or Markov. The initial state of the system is Gibbs, given by a strong summable interaction. If the strongness of this initial interaction is lower than a suitable level, and if the dynamical interaction is bounded from above in a right way, we prove that the law of the diffusion at any time t is a Gibbs measure with absolutely summable interaction. The main tool is a cluster expansion in space uniformly in time of the Girsanov factor coming from the dynamics and exponential ergodicity of the free dynamics to an equilibrium product measure. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2(2013)18 KW - infinite-dimensional diffusion KW - cluster expansion KW - non-Markov drift KW - Girsanov formula KW - ultracontractivity Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-69014 ER - TY - INPR A1 - Shlapunov, Alexander A1 - Tarkhanov, Nikolai Nikolaevich T1 - Sturm-Liouville problems in domains with non-smooth edges N2 - We consider a (generally, non-coercive) mixed boundary value problem in a bounded domain for a second order elliptic differential operator A. The differential operator is assumed to be of divergent form and the boundary operator B is of Robin type. The boundary is assumed to be a Lipschitz surface. Besides, we distinguish a closed subset of the boundary and control the growth of solutions near this set. We prove that the pair (A,B) induces a Fredholm operator L in suitable weighted spaces of Sobolev type, the weight function being a power of the distance to the singular set. Moreover, we prove the completeness of root functions related to L. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2(2013)13 KW - Second order elliptic equations KW - non-coercive boundary conditions KW - root functions KW - weighted spaces Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-67336 ER - TY - INPR A1 - Bagderina, Yulia Yu. A1 - Tarkhanov, Nikolai Nikolaevich T1 - Differential invariants of a class of Lagrangian systems with two degrees of freedom N2 - We consider systems of Euler-Lagrange equations with two degrees of freedom and with Lagrangian being quadratic in velocities. For this class of equations the generic case of the equivalence problem is solved with respect to point transformations. Using Lie's infinitesimal method we construct a basis of differential invariants and invariant differentiation operators for such systems. We describe certain types of Lagrangian systems in terms of their invariants. The results are illustrated by several examples. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2 (2013) 2 KW - equivalence KW - invariant KW - Euler-Lagrange equations Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-63129 ER - TY - INPR A1 - Kiselev, Oleg A1 - Tarkhanov, Nikolai Nikolaevich T1 - The capture of a particle into resonance at potential hole with dissipative perturbation N2 - We study the capture of a particle into resonance at a potential hole with dissipative perturbation and periodic outside force. The measure of resonance solutions is evaluated. We also derive an asymptotic formula for the parameter range of those solutions which are captured into resonance. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2 (2013) 9 KW - Capture into resonance KW - small parameter KW - matching of asymptotic expansions Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-64725 SN - 2193-6943 ER - TY - INPR A1 - Alsaedy, Ammar A1 - Tarkhanov, Nikolai Nikolaevich T1 - Normally solvable nonlinear boundary value problems N2 - We study a boundary value problem for an overdetermined elliptic system of nonlinear first order differential equations with linear boundary operators. Such a problem is solvable for a small set of data, and so we pass to its variational formulation which consists in minimising the discrepancy. The Euler-Lagrange equations for the variational problem are far-reaching analogues of the classical Laplace equation. Within the framework of Euler-Lagrange equations we specify an operator on the boundary whose zero set consists precisely of those boundary data for which the initial problem is solvable. The construction of such operator has much in common with that of the familiar Dirichlet to Neumann operator. In the case of linear problems we establish complete results. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2(2013)11 KW - Nonlinear Laplace operator KW - boundary value problem KW - Dirichlet to Neumann operator Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-65077 SN - 2193-6943 ER - TY - INPR A1 - Högele, Michael A1 - Ruffino, Paulo T1 - Averaging along Lévy diffusions in foliated spaces N2 - We consider an SDE driven by a Lévy noise on a foliated manifold, whose trajectories stay on compact leaves. We determine the effective behavior of the system subject to a small smooth transversal perturbation of positive order epsilon. More precisely, we show that the average of the transversal component of the SDE converges to the solution of a deterministic ODE, according to the average of the perturbing vector field with respect to the invariant measures on the leaves (of the unpertubed system) as epsilon goes to 0. In particular we give upper bounds for the rates of convergence. The main results which are proved for pure jump Lévy processes complement the result by Gargate and Ruffino for Stratonovich SDEs to Lévy driven SDEs of Marcus type. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2(2013)10 KW - Averaging principle KW - foliated diffusion KW - Lévy diffusions on manifolds KW - canonical Marcus integration Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-64926 SN - 2193-6943 ER - TY - INPR A1 - Alsaedy, Ammar A1 - Tarkhanov, Nikolai Nikolaevich T1 - The method of Fischer-Riesz equations for elliptic boundary value problems N2 - We develop the method of Fischer-Riesz equations for general boundary value problems elliptic in the sense of Douglis-Nirenberg. To this end we reduce them to a boundary problem for a (possibly overdetermined) first order system whose classical symbol has a left inverse. For such a problem there is a uniquely determined boundary value problem which is adjoint to the given one with respect to the Green formula. On using a well elaborated theory of approximation by solutions of the adjoint problem, we find the Cauchy data of solutions of our problem. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)24 KW - Boundary value problems for first order systems KW - Green formula KW - Fischer-Riesz equations KW - regularisation Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-61792 ER - TY - INPR A1 - Klein, Markus A1 - Léonard, Christian A1 - Rosenberger, Elke T1 - Agmon-type estimates for a class of jump processes N2 - In the limit we analyze the generators of families of reversible jump processes in the n-dimensional space associated with a class of symmetric non-local Dirichlet forms and show exponential decay of the eigenfunctions. The exponential rate function is a Finsler distance, given as solution of certain eikonal equation. Fine results are sensitive to the rate functions being twice differentiable or just Lipschitz. Our estimates are similar to the semiclassical Agmon estimates for differential operators of second order. They generalize and strengthen previous results on the lattice. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1 (2012) 6 KW - finsler distance KW - decay of eigenfunctions KW - jump process KW - Dirichlet form Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-56995 ER - TY - INPR A1 - Blanchard, Gilles A1 - Mathé, Peter T1 - Discrepancy principle for statistical inverse problems with application to conjugate gradient iteration N2 - The authors discuss the use of the discrepancy principle for statistical inverse problems, when the underlying operator is of trace class. Under this assumption the discrepancy principle is well defined, however a plain use of it may occasionally fail and it will yield sub-optimal rates. Therefore, a modification of the discrepancy is introduced, which takes into account both of the above deficiencies. For a variety of linear regularization schemes as well as for conjugate gradient iteration this modification is shown to yield order optimal a priori error bounds under general smoothness assumptions. A posteriori error control is also possible, however at a sub-optimal rate, in general. This study uses and complements previous results for bounded deterministic noise. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1 (2012) 7 Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-57117 ER - TY - INPR A1 - Kiselev, Oleg M. A1 - Tarkhanov, Nikolai Nikolaevich T1 - Scattering of autoresonance trajectories upon a separatrix N2 - We study asymptotic properties of solutions to the primary resonance equation with large amplitude on a long time interval. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1 (2012) 2 Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-56880 ER - TY - INPR A1 - Rattana, Amornrat A1 - Böckmann, Christine T1 - Matrix methods for computing Eigenvalues of Sturm-Liouville problems of order four N2 - This paper examines and develops matrix methods to approximate the eigenvalues of a fourth order Sturm-Liouville problem subjected to a kind of fixed boundary conditions, furthermore, it extends the matrix methods for a kind of general boundary conditions. The idea of the methods comes from finite difference and Numerov's method as well as boundary value methods for second order regular Sturm-Liouville problems. Moreover, the determination of the correction term formulas of the matrix methods are investigated in order to obtain better approximations of the problem with fixed boundary conditions since the exact eigenvalues for q = 0 are known in this case. Finally, some numerical examples are illustrated. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)13 KW - Finite difference method KW - Numerov's method KW - Boundary value methods KW - Fourth order Sturm-Liouville problem KW - Eigenvalues Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-59279 ER - TY - INPR A1 - Bär, Christian A1 - Ginoux, Nicolas T1 - Classical and quantum fields on Lorentzian manifolds N2 - We construct bosonic and fermionic locally covariant quantum fields theories on curved backgrounds for large classes of fields. We investigate the quantum field and n-point functions induced by suitable states. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)15 KW - Wave operator KW - Dirac-type operator KW - globally hyperbolic spacetime KW - Green's operator KW - CCR-algebra Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-59973 ER - TY - INPR A1 - Pfäffle, Frank A1 - Stephan, Christoph A. T1 - On gravity, torsion and the spectral action principle N2 - We consider compact Riemannian spin manifolds without boundary equipped with orthogonal connections. We investigate the induced Dirac operators and the associated commutative spectral triples. In case of dimension four and totally anti-symmetric torsion we compute the Chamseddine-Connes spectral action, deduce the equations of motions and discuss critical points. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)16 Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-59989 SN - 2193-6943 ER - TY - INPR A1 - Bär, Christian A1 - Pfäffle, Frank T1 - Wiener measures on Riemannian manifolds and the Feynman-Kac formula N2 - This is an introduction to Wiener measure and the Feynman-Kac formula on general Riemannian manifolds for Riemannian geometers with little or no background in stochastics. We explain the construction of Wiener measure based on the heat kernel in full detail and we prove the Feynman-Kac formula for Schrödinger operators with bounded potentials. We also consider normal Riemannian coverings and show that projecting and lifting of paths are inverse operations which respect the Wiener measure. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)17 KW - Wiener measure KW - conditional Wiener measure KW - Brownian motion KW - Brownian bridge KW - Riemannian manifold Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-59998 ER - TY - INPR A1 - Pfäffle, Frank A1 - Stephan, Christoph A. T1 - The Holst action by the spectral action principle N2 - We investigate the Holst action for closed Riemannian 4-manifolds with orthogonal connections. For connections whose torsion has zero Cartan type component we show that the Holst action can be recovered from the heat asymptotics for the natural Dirac operator acting on left-handed spinor fields. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)19 Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-60032 ER - TY - INPR A1 - Dyachenko, Evgueniya A1 - Tarkhanov, Nikolai Nikolaevich T1 - Degeneration of boundary layer at singular points N2 - We study the Dirichlet problem in a bounded plane domain for the heat equation with small parameter multiplying the derivative in t. The behaviour of solution at characteristic points of the boundary is of special interest. The behaviour is well understood if a characteristic line is tangent to the boundary with contact degree at least 2. We allow the boundary to not only have contact of degree less than 2 with a characteristic line but also a cuspidal singularity at a characteristic point. We construct an asymptotic solution of the problem near the characteristic point to describe how the boundary layer degenerates. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)23 KW - Heat equation KW - Dirichlet problem KW - characteristic points KW - boundary layer Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-60135 ER - TY - INPR A1 - Tarkhanov, Nikolai Nikolaevich T1 - A simple numerical approach to the Riemann hypothesis N2 - The Riemann hypothesis is equivalent to the fact the the reciprocal function 1/zeta (s) extends from the interval (1/2,1) to an analytic function in the quarter-strip 1/2 < Re s < 1 and Im s > 0. Function theory allows one to rewrite the condition of analytic continuability in an elegant form amenable to numerical experiments. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1 (2012) 9 Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-57645 SN - 2193-6943 ER - TY - INPR A1 - Alsaedy, Ammar A1 - Tarkhanov, Nikolai Nikolaevich T1 - Spectral projection for the dbar-Neumann problem N2 - We show that the spectral kernel function of the dbar-Neumann problem on a non-compact strongly pseudoconvex manifold is smooth up to the boundary. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)12 KW - dbar-Neumann problem KW - strongly pseudoconvex domains KW - spectral kernel function Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-58616 SN - 2193-6943 ER - TY - INPR A1 - Blanchard, Gilles A1 - Delattre, Sylvain A1 - Roquain, Étienne T1 - Testing over a continuum of null hypotheses N2 - We introduce a theoretical framework for performing statistical hypothesis testing simultaneously over a fairly general, possibly uncountably infinite, set of null hypotheses. This extends the standard statistical setting for multiple hypotheses testing, which is restricted to a finite set. This work is motivated by numerous modern applications where the observed signal is modeled by a stochastic process over a continuum. As a measure of type I error, we extend the concept of false discovery rate (FDR) to this setting. The FDR is defined as the average ratio of the measure of two random sets, so that its study presents some challenge and is of some intrinsic mathematical interest. Our main result shows how to use the p-value process to control the FDR at a nominal level, either under arbitrary dependence of p-values, or under the assumption that the finite dimensional distributions of the p-value process have positive correlations of a specific type (weak PRDS). Both cases generalize existing results established in the finite setting, the latter one leading to a less conservative procedure. The interest of this approach is demonstrated in several non-parametric examples: testing the mean/signal in a Gaussian white noise model, testing the intensity of a Poisson process and testing the c.d.f. of i.i.d. random variables. Conceptually, an interesting feature of the setting advocated here is that it focuses directly on the intrinsic hypothesis space associated with a testing model on a random process, without referring to an arbitrary discretization. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1 (2012) 1 Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-56877 ER - TY - INPR A1 - Grudsky, Serguey A1 - Tarkhanov, Nikolai Nikolaevich T1 - Conformal reduction of boundary problems for harmonic functions in a plane domain with strong singularities on the boundary N2 - We consider the Dirichlet, Neumann and Zaremba problems for harmonic functions in a bounded plane domain with nonsmooth boundary. The boundary curve belongs to one of the following three classes: sectorial curves, logarithmic spirals and spirals of power type. To study the problem we apply a familiar method of Vekua-Muskhelishvili which consists in using a conformal mapping of the unit disk onto the domain to pull back the problem to a boundary problem for harmonic functions in the disk. This latter is reduced in turn to a Toeplitz operator equation on the unit circle with symbol bearing discontinuities of second kind. We develop a constructive invertibility theory for Toeplitz operators and thus derive solvability conditions as well as explicit formulas for solutions. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)10 KW - singular integral equations KW - nonsmooth curves KW - boundary value problems Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-57745 ER - TY - INPR A1 - Klein, Markus A1 - Rosenberger, Elke T1 - Tunneling for a class of difference operators N2 - We analyze a general class of difference operators containing a multi-well potential and a small parameter. We decouple the wells by introducing certain Dirichlet operators on regions containing only one potential well, and we treat the eigenvalue problem as a small perturbation of these comparison problems. We describe tunneling by a certain interaction matrix similar to the analysis for the Schrödinger operator, and estimate the remainder, which is exponentially small and roughly quadratic compared with the interaction matrix. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1 (2012) 5 KW - semi-classical difference operator KW - tunneling KW - interaction matrix Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-56989 ER - TY - INPR A1 - Keller, Peter A1 - Roelly, Sylvie A1 - Valleriani, Angelo T1 - On time duality for quasi-birth-and-death processes N2 - We say that (weak/strong) time duality holds for continuous time quasi-birth-and-death-processes if, starting from a fixed level, the first hitting time of the next upper level and the first hitting time of the next lower level have the same distribution. We present here a criterion for time duality in the case where transitions from one level to another have to pass through a given single state, the so-called bottleneck property. We also prove that a weaker form of reversibility called balanced under permutation is sufficient for the time duality to hold. We then discuss the general case. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1 (2012) 4 KW - continuous time Markov chain KW - hitting times KW - time duality KW - absorbing boundary Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-56973 ER - TY - INPR A1 - Tarkhanov, Nikolai Nikolaevich A1 - Wallenta, Daniel T1 - The Lefschetz number of sequences of trace class curvature N2 - For a sequence of Hilbert spaces and continuous linear operators the curvature is defined to be the composition of any two consecutive operators. This is modeled on the de Rham resolution of a connection on a module over an algebra. Of particular interest are those sequences for which the curvature is "small" at each step, e.g., belongs to a fixed operator ideal. In this context we elaborate the theory of Fredholm sequences and show how to introduce the Lefschetz number. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1 (2012) 3 KW - Perturbed complexes KW - curvature KW - Lefschetz number Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-56969 ER - TY - INPR A1 - Koppitz, Jörg A1 - Musunthia, Tiwadee T1 - Maximal subsemigroups containing a particular semigroup N2 - We study maximal subsemigroups of the monoid T(X) of all full transformations on the set X = N of natural numbers containing a given subsemigroup W of T(X), where each element of a given set U is a generator of T(X) modulo W. This note continues the study of maximal subsemigroups of the monoid of all full transformations on an infinite set. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1 (2012) 8 Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-57465 ER - TY - INPR A1 - Murr, Rüdiger T1 - Reciprocal classes of Markov processes : an approach with duality formulae N2 - In this work we are concerned with the characterization of certain classes of stochastic processes via duality formulae. First, we introduce a new formulation of a characterization of processes with independent increments, which is based on an integration by parts formula satisfied by infinitely divisible random vectors. Then we focus on the study of the reciprocal classes of Markov processes. These classes contain all stochastic processes having the same bridges, and thus similar dynamics, as a reference Markov process. We start with a resume of some existing results concerning the reciprocal classes of Brownian diffusions as solutions of duality formulae. As a new contribution, we show that the duality formula satisfied by elements of the reciprocal class of a Brownian diffusion has a physical interpretation as a stochastic Newton equation of motion. In the context of pure jump processes we derive the following new results. We will analyze the reciprocal classes of Markov counting processes and characterize them as a group of stochastic processes satisfying a duality formula. This result is applied to time-reversal of counting processes. We are able to extend some of these results to pure jump processes with different jump-sizes, in particular we are able to compare the reciprocal classes of Markov pure jump processes through a functional equation between the jump-intensities. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)26 KW - Duality formula KW - reciprocal class KW - Levy process KW - infinite divisibility KW - counting process KW - Malliavin calculus Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-63018 ER - TY - INPR A1 - Antoniouk, Alexandra Viktorivna A1 - Kiselev, Oleg A1 - Stepanenko, Vitaly A1 - Tarkhanov, Nikolai Nikolaevich T1 - Asymptotic solutions of the Dirichlet problem for the heat equation at a characteristic point N2 - The Dirichlet problem for the heat equation in a bounded domain is characteristic, for there are boundary points at which the boundary touches a characteristic hyperplane t = c, c being a constant. It was I.G. Petrovskii (1934) who first found necessary and sufficient conditions on the boundary which guarantee that the solution is continuous up to the characteristic point, provided that the Dirichlet data are continuous. This paper initiated standing interest in studying general boundary value problems for parabolic equations in bounded domains. We contribute to the study by constructing a formal solution of the Dirichlet problem for the heat equation in a neighbourhood of a characteristic boundary point and showing its asymptotic character. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)25 KW - Heat equation KW - the first boundary value problem KW - characteristic boundary point KW - cusp Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-61987 ER - TY - INPR A1 - Shlapunov, Alexander A1 - Tarkhanov, Nikolai Nikolaevich T1 - On completeness of root functions of Sturm-Liouville problems with discontinuous boundary operators N2 - We consider a Sturm-Liouville boundary value problem in a bounded domain D of R^n. By this is meant that the differential equation is given by a second order elliptic operator of divergent form in D and the boundary conditions are of Robin type on bD. The first order term of the boundary operator is the oblique derivative whose coefficients bear discontinuities of the first kind. Applying the method of weak perturbation of compact self-adjoint operators and the method of rays of minimal growth, we prove the completeness of root functions related to the boundary value problem in Lebesgue and Sobolev spaces of various types. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)11 KW - Sturm-Liouville problems KW - discontinuous Robin condition KW - root functions KW - Lipschitz domains Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-57759 SN - 2193-6943 ER - TY - INPR A1 - Nehring, Benjamin T1 - Construction of point processes for classical and quantum gases N2 - We propose a new construction of point processes, which generalizes the class of infinitely divisible point processes. Examples are the quantum Boson and Fermion gases as well as the classical Gibbs point processes, where the interaction is given by a stable and regular pair potential. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)14 KW - Gibbs point processes KW - permanental- KW - determinantal point processes KW - cluster expansion KW - Lévy measure KW - infinitely divisible point processes Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-59648 ER - TY - INPR A1 - Bär, Christian A1 - Ballmann, Werner T1 - Boundary value problems for elliptic differential operators of first order N2 - We study boundary value problems for linear elliptic differential operators of order one. The underlying manifold may be noncompact, but the boundary is assumed to be compact. We require a symmetry property of the principal symbol of the operator along the boundary. This is satisfied by Dirac type operators, for instance. We provide a selfcontained introduction to (nonlocal) elliptic boundary conditions, boundary regularity of solutions, and index theory. In particular, we simplify and generalize the traditional theory of elliptic boundary value problems for Dirac type operators. We also prove a related decomposition theorem, a general version of Gromov and Lawson's relative index theorem and a generalization of the cobordism theorem. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)18 KW - Elliptic operators KW - elliptic boundary conditions KW - completeness KW - coercivity KW - boundary regularity Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-60023 ER - TY - INPR A1 - Pfäffle, Frank A1 - Stephan, Christoph A. T1 - Chiral asymmetry and the spectral action N2 - We consider orthogonal connections with arbitrary torsion on compact Riemannian manifolds. For the induced Dirac operators, twisted Dirac operators and Dirac operators of Chamseddine-Connes type we compute the spectral action. In addition to the Einstein-Hilbert action and the bosonic part of the Standard Model Lagrangian we find the Holst term from Loop Quantum Gravity, a coupling of the Holst term to the scalar curvature and a prediction for the value of the Barbero-Immirzi parameter. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)20 Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-60046 ER - TY - INPR A1 - Bär, Christian T1 - Renormalized integrals and a path integral formula for the heat kernel on a manifold N2 - We introduce renormalized integrals which generalize conventional measure theoretic integrals. One approximates the integration domain by measure spaces and defines the integral as the limit of integrals over the approximating spaces. This concept is implicitly present in many mathematical contexts such as Cauchy's principal value, the determinant of operators on a Hilbert space and the Fourier transform of an L^p function. We use renormalized integrals to define a path integral on manifolds by approximation via geodesic polygons. The main part of the paper is dedicated to the proof of a path integral formula for the heat kernel of any self-adjoint generalized Laplace operator acting on sections of a vector bundle over a compact Riemannian manifold. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)21 KW - Renormalized integral KW - path integral KW - Feynman-Kac formula KW - generalized Laplace operator KW - Riemannian manifold Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-60052 ER - TY - INPR A1 - Bär, Christian T1 - Some properties of solutions to weakly hypoelliptic equations N2 - A linear differential operator L is called weakly hypoelliptic if any local solution u of Lu = 0 is smooth. We allow for systems, i.e. the coefficients may be matrices, not necessarily of square size. This is a huge class of important operators which covers all elliptic, overdetermined elliptic, subelliptic and parabolic equations. We extend several classical theorems from complex analysis to solutions of any weakly hypoelliptic equation: the Montel theorem providing convergent subsequences, the Vitali theorem ensuring convergence of a given sequence, and Riemann's first removable singularity theorem. In the case of constant coefficients we show that Liouville's theorem holds, any bounded solution must be constant and any L^p solution must vanish. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)22 KW - Hypoelliptic operators KW - hypoelliptic estimate KW - Montel theorem KW - Vitali theorem KW - Liouville theorem Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-60064 ER - TY - INPR A1 - Murr, Rüdiger T1 - Characterization of Lévy Processes by a duality formula and related results N2 - Processes with independent increments are characterized via a duality formula, including Malliavin derivative and difference operators. This result is based on a characterization of infinitely divisible random vectors by a functional equation. A construction of the difference operator by a variational method is introduced and compared to approaches used by other authors for L´evy processes involving the chaos decomposition. Finally we extend our method to characterize infinitely divisible random measures. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2011, 02 Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-43538 ER - TY - INPR A1 - Méléard, Sylvie A1 - Roelly, Sylvie T1 - A host-parasite multilevel interacting process and continuous approximations N2 - We are interested in modeling some two-level population dynamics, resulting from the interplay of ecological interactions and phenotypic variation of individuals (or hosts) and the evolution of cells (or parasites) of two types living in these individuals. The ecological parameters of the individual dynamics depend on the number of cells of each type contained by the individual and the cell dynamics depends on the trait of the invaded individual. Our models are rooted in the microscopic description of a random (discrete) population of individuals characterized by one or several adaptive traits and cells characterized by their type. The population is modeled as a stochastic point process whose generator captures the probabilistic dynamics over continuous time of birth, mutation and death for individuals and birth and death for cells. The interaction between individuals (resp. between cells) is described by a competition between individual traits (resp. between cell types). We look for tractable large population approximations. By combining various scalings on population size, birth and death rates and mutation step, the single microscopic model is shown to lead to contrasting nonlinear macroscopic limits of different nature: deterministic approximations, in the form of ordinary, integro- or partial differential equations, or probabilistic ones, like stochastic partial differential equations or superprocesses. The study of the long time behavior of these processes seems very hard and we only develop some simple cases enlightening the difficulties involved. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2011, 01 KW - two-level interacting processes KW - birth-death-mutation-competition point process KW - host-parasite stochastic particle system Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-51694 ER - TY - INPR A1 - Siegert, Sabine T1 - Das Sankt-Petersburg-Paradoxon N2 - Aus dem Inhalt: 1 Einleitung 2 Historische Lösungsansätze 3 Martingal-Ansatz 4 Markovketten-Ansatz 5 Asymptotische Interpretationen 6 Bezug zur Praxis 7 Résumé Anhang Literaturverzeichnis T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2010, 05 Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49595 ER - TY - INPR A1 - Kunze, Simone T1 - Das Sammelbilderproblem N2 - Aus dem Inhalt: 1 Einleitung 2 Entwicklung der Lösungsansätze 3 Martingalansatz 4 Markov-Ketten Ansatz 5 Einbettung in Poisson Prozesse 6 Kombinatorische Ansätze 7 Zusammenfassung und Ausblick Literaturverzeichnis T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2010, 12 Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-51646 ER - TY - INPR A1 - Roelly, Sylvie T1 - Unas propiedades basicas de procesos de ramificación : Lectures held at ICIMAF La Habana, Cuba, 2009 and 2010 N2 - Aus dem Inhalt: 1. Unas propiedades de los procesos de Bienaymé-Galton-Watson de tiempo dis- creto (BGW) 2. Unas propiedades del proceso BGW de tiempo continuo 3. Limites de procesos de BGW cuando la población es numerosa T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2010, 07 Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49620 ER - TY - INPR A1 - Läuter, Henning A1 - Ramadan, Ayad T1 - Statistical Scaling of Categorical Data N2 - Estimation and testing of distributions in metric spaces are well known. R.A. Fisher, J. Neyman, W. Cochran and M. Bartlett achieved essential results on the statistical analysis of categorical data. In the last 40 years many other statisticians found important results in this field. Often data sets contain categorical data, e.g. levels of factors or names. There does not exist any ordering or any distance between these categories. At each level there are measured some metric or categorical values. We introduce a new method of scaling based on statistical decisions. For this we define empirical probabilities for the original observations and find a class of distributions in a metric space where these empirical probabilities can be found as approximations for equivalently defined probabilities. With this method we identify probabilities connected with the categorical data and probabilities in metric spaces. Here we get a mapping from the levels of factors or names into points of a metric space. This mapping yields the scale for the categorical data. From the statistical point of view we use multivariate statistical methods, we calculate maximum likelihood estimations and compare different approaches for scaling. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2010, 01 Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49566 ER - TY - INPR A1 - Pénisson, Sophie T1 - Estimation of the infection parameter in the different phases of an epidemic modeled by a branching process N2 - The aim of this paper is to build and compare estimators of the infection parameter in the different phases of an epidemic (growth and extinction phases). The epidemic is modeled by a Markovian process of order d > 1 (allowing non-Markovian life spans), and can be written as a multitype branching process. We propose three estimators suitable for the different classes of criticality of the process, in particular for the subcritical case corresponding to the extinction phase. We prove their consistency and asymptotic normality for two asymptotics, when the number of ancestors (resp. number of generations) tends to infinity. We illustrate the asymptotic properties with simulated examples, and finally use our estimators to study the infection intensity in the extinction phase of the BSE epidemic in Great-Britain. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2010, 04 Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49607 ER - TY - INPR A1 - Pénisson, Sophie T1 - Conditional Limit Theorems for Multitype Branching Processes and Illustration in Epidemiological Risk Analysis N2 - This thesis is concerned with the issue of extinction of populations composed of different types of individuals, and their behavior before extinction and in case of a very late extinction. We approach this question firstly from a strictly probabilistic viewpoint, and secondly from the standpoint of risk analysis related to the extinction of a particular model of population dynamics. In this context we propose several statistical tools. The population size is modeled by a branching process, which is either a continuous-time multitype Bienaymé-Galton-Watson process (BGWc), or its continuous-state counterpart, the multitype Feller diffsion process. We are interested in different kinds of conditioning on nonextinction, and in the associated equilibrium states. These ways of conditioning have been widely studied in the monotype case. However the literature on multitype processes is much less extensive, and there is no systematic work establishing connections between the results for BGWc processes and those for Feller diffusion processes. In the first part of this thesis, we investigate the behavior of the population before its extinction by conditioning the associated branching process Xt on non-extinction (Xt 6= 0), or more generally on non-extinction in a near future 0 < 1 (Xt+ 0 = 0), and by letting t tend to infinity. We prove the result, new in the multitype framework and for 0 > 0, that this limit exists and is nondegenerate. This re ects a stationary behavior for the dynamics of the population conditioned on non-extinction, and provides a generalization of the so-called Yaglom limit, corresponding to the case 0 = 0. In a second step we study the behavior of the population in case of a very late extinction, obtained as the limit when 0 tends to infinity of the process conditioned by Xt+ 0 = 0. The resulting conditioned process is a known object in the monotype case (sometimes referred to as Q-process), and has also been studied when Xt is a multitype Feller diffusion process. We investigate the not yet considered case where Xt is a multitype BGWc process and prove the existence of the associated Q-process. In addition, we examine its properties, including the asymptotic ones, and propose several interpretations of the process. Finally, we are interested in interchanging the limits in t and 0, as well as in the not yet studied commutativity of these limits with respect to the high-density-type relationship between BGWc processes and Feller processes. We prove an original and exhaustive list of all possible exchanges of limit (long-time limit in t, increasing delay of extinction 0, diffusion limit). The second part of this work is devoted to the risk analysis related both to the extinction of a population and to its very late extinction. We consider a branching population model (arising notably in the epidemiological context) for which a parameter related to the first moments of the offspring distribution is unknown. We build several estimators adapted to different stages of evolution of the population (phase growth, decay phase, and decay phase when extinction is expected very late), and prove moreover their asymptotic properties (consistency, normality). In particular, we build a least squares estimator adapted to the Q-process, allowing a prediction of the population development in the case of a very late extinction. This would correspond to the best or to the worst-case scenario, depending on whether the population is threatened or invasive. These tools enable us to study the extinction phase of the Bovine Spongiform Encephalopathy epidemic in Great Britain, for which we estimate the infection parameter corresponding to a possible source of horizontal infection persisting after the removal in 1988 of the major route of infection (meat and bone meal). This allows us to predict the evolution of the spread of the disease, including the year of extinction, the number of future cases and the number of infected animals. In particular, we produce a very fine analysis of the evolution of the epidemic in the unlikely event of a very late extinction. N2 - Diese Arbeit befasst sich mit der Frage des Aussterbens von Populationen verschiedener Typen von Individuen. Uns interessiert das Verhalten vor dem Aussterben sowie insbesondere im Falle eines sehr späten Aussterbens. Wir untersuchen diese Fragestellung zum einen von einer rein wahrscheinlichkeitstheoretischen Sicht und zum anderen vom Standpunkt der Risikoanalyse aus, welche im Zusammenhang mit dem Aussterben eines bestimmten Modells der Populationsdynamik steht. In diesem Kontext schlagen wir mehrere statistische Werkzeuge vor. Die Populationsgröße wird entweder durch einen zeitkontinuierlichen mehrtyp-Bienaymé-Galton- Watson Verzweigungsprozess (BGWc) oder durch sein Analogon mit kontinuierlichem Zustandsraum, den Feller Diffusionsprozess, modelliert. Wir interessieren uns für die unterschiedlichen Arten auf Überleben zu bedingen sowie für die hierbei auftretenden Gleichgewichtszustände. Diese Bedingungen wurden bereits weitreichend im Falle eines einzelnen Typen studiert. Im Kontext von mehrtyp-Verzweigungsprozessen hingegen ist die Literatur weniger umfangreich und es gibt keine systematischen Arbeiten, welche die Ergebnisse von BGWc Prozessen mit denen der Feller Diffusionsprozesse verbinden. Wir versuchen hiermit diese Lücke zu schliessen. Im ersten Teil dieser Arbeit untersuchen wir das Verhalten von Populationen vor ihrem Aussterben, indem wir das zeitasymptotysche Verhalten des auf Überleben bedingten zugehörigen Verzweigungsprozesses (Xt / Xt 6= 0)t betrachten (oder allgemeiner auf Überleben in naher Zukunft 0 < 1, (Xt / Xt+ 0 = 0)t). Wir beweisen das Ergebnis, neuartig im mehrtypen Rahmen und für 0 > 0, dass dieser Grenzwert existiert und nicht-degeneriert ist. Dies spiegelt ein stationäres Verhalten für auf Überleben bedingte Bevölkerungsdynamiken wider und liefert eine Verallgemeinerung des sogenannten Yaglom Grenzwertes (welcher dem Fall 0 = 0 entspricht). In einem zweiten Schritt studieren wir das Verhalten der Populationen im Falle eines sehr späten Aussterbens, welches wir durch den Grenzübergang auf 0 > unendlich erhalten. Der resultierende Grenzwertprozess ist ein bekanntes Objekt im eintypen Fall (oftmals als Q-Prozess bezeichnet) und wurde ebenfalls im Fall von mehrtyp-Feller-Diffusionsprozessen studiert. Wir untersuchen den bisher nicht betrachteten Fall, in dem Xt ein mehrtyp-BGWc Prozess ist und beweisen die Existenz des zugeh� origen Q-Prozesses. Darüber hinaus untersuchen wir seine Eigenschaften einschließlich der asymptotischen und weisen auf mehrere Auslegungen hin. Schließlich interessieren wir uns für die Austauschbarkeit der Grenzwerte in t und 0, und die Vertauschbarkeit dieser Grenzwerte in Bezug auf die Beziehung zwischen BGWc und Feller Prozessen. Wir beweisen die Durchführbarkeit aller möglichen Grenzwertvertauschungen (Langzeitverhalten, wachsende Aussterbeverzögerung, Diffusionslimit). Der zweite Teil dieser Arbeit ist der Risikoanalyse in Bezug auf das Aussterben und das sehr späte Aussterben von Populationen gewidmet. Wir untersuchen ein Modell einer verzweigten Bevölkerung (welches vor allem im epidemiologischen Rahmen erscheint), für welche ein Parameter der Reproduktionsverteilung unbekannt ist. Wir konstruieren Sch� atzer, die an die jeweiligen Stufen der Evolution adaptiert sind (Wachstumsphase, Verfallphase sowie die Verfallphase, wenn das Aussterben sehr sp� at erwartet wird), und beweisen zudem deren asymptotische Eigenschaften (Konsistenz, Normalverteiltheit). Im Besonderen bauen wir einen für Q-Prozesse adaptierten kleinste-Quadrate-Schätzer, der eine Vorhersage der Bevölkerungsentwicklung im Fall eines sehr späten Aussterbens erlaubt. Dies entspricht dem Best- oder Worst-Case-Szenario, abhängig davon, ob die Bevölkerung bedroht oder invasiv ist. Diese Instrumente erm� oglichen uns die Betrachtung der Aussterbensphase der Bovinen spongiformen Enzephalopathie Epidemie in Großbritannien. Wir schätzen den Infektionsparameter in Bezug auf m� ogliche bestehende Quellen der horizontalen Infektion nach der Beseitigung des primären Infektionsweges (Tiermehl) im Jahr 1988. Dies ermöglicht uns eine Vorhersage des Verlaufes der Krankheit inklusive des Jahres des Aussterbens, der Anzahl von zukünftigen Fällen sowie der Anzahl infizierter Tiere. Insbesondere ermöglicht es uns die Erstellung einer sehr detaillierten Analyse des Epidemieverlaufs im unwahrscheinlichen Fall eines sehr späten Aussterbens. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2010, 11 Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49589 ER - TY - INPR A1 - Kuxhaus, Olga T1 - Parametrische Schätzungen von elliptischen Copulafunktionen N2 - Aus dem Inhalt: Inhaltsverzeichnis Abbildungsverzeichnis Tabellenverzeichnis 1 Einleitung und Motivation 2 Multivariate Copulafunktionen 2.1 Einleitung 2.2 Satz von Sklar 2.3 Eigenschaften von Copulafunktionen 3 Abhängigkeitskonzepte 3.1 Lineare Korrelation 3.2 Copulabasierte Abhängigkeitsmaße 3.2.1 Konkordanz 3.2.2 Kendall’s und Spearman’s 3.2.3 Asymptotische Randabhängigkeit 4 Elliptische Copulaklasse 4.1 Sphärische und elliptische Verteilungen 4.2 Normal-Copula 4.3 t-Copula 5 Parametrische Schätzverfahren 5.1 Maximum-Likelihood-Methode 5.1.1 ExakteMaximum-Likelihood-Methode 5.1.2 2-stufige parametrische Maximum-Likelihood-Methode 5.1.3 2-stufige semiparametrische Maximum-Likelihood-Methode 5.2 Momentenmethode 5.3 Kendall’s -Momentenmethode 6 Parameterschätzungen für Normal- und t-Copula 6.1 Normal-Copula 6.1.1 Maximum-Likelihood-Methode 6.1.2 Momentenmethode 6.1.3 Kendall’s Momentenmethode 6.1.4 Spearman’s Momentenmethode 6.2 t-Copula 6.2.1 Verfahren 1 (exakte ML-Methode) 6.2.2 Verfahren 2 (2-stufige rekursive ML-Methode) 6.2.3 Verfahren 3 (2-stufige KM-ML-Methode) 6.2.4 Verfahren 4 (3-stufige M-ML-Methode) 7 Simulationen 7.1 Grundlagen 7.2 Parametrischer Fall 7.3 Nichtparametrischer Fall 7.4 Fazit A Programmausschnitt Literaturverzeichnis T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2010, 09 Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-51681 ER - TY - INPR A1 - Voss, Carola Regine T1 - Harness-Prozesse N2 - Harness-Prozesse finden in der Forschung immer mehr Anwendung. Vor allem gewinnen Harness-Prozesse in stetiger Zeit an Bedeutung. Grundlegende Literatur zu diesem Thema ist allerdings wenig vorhanden. In der vorliegenden Arbeit wird die vorhandene Grundlagenliteratur zu Harness-Prozessen in diskreter und stetiger Zeit aufgearbeitet und Beweise ausgeführt, die bisher nur skizziert waren. Ziel dessen ist die Existenz einer Zerlegung von Harness-Prozessen über Z beziehungsweise R+ nachzuweisen. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2010, 13 Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49651 ER - TY - INPR A1 - Nehring, Benjamin A1 - Zessin, Hans T1 - A path integral representation of the moment measures of the general ideal Bose gas N2 - We reconsider the fundamental work of Fichtner ([2]) and exhibit the permanental structure of the ideal Bose gas again, using another approach which combines a characterization of infinitely divisible random measures (due to Kerstan,Kummer and Matthes [5, 6] and Mecke [8, 9]) with a decomposition of the moment measures into its factorial measures due to Krickeberg [4]. To be more precise, we exhibit the moment measures of all orders of the general ideal Bose gas in terms of certain path integrals. This representation can be considered as a point process analogue of the old idea of Symanzik [11] that local times and self-crossings of the Brownian motion can be used as a tool in quantum field theory. Behind the notion of a general ideal Bose gas there is a class of infinitely divisible point processes of all orders with a Levy-measure belonging to some large class of measures containing the one of the classical ideal Bose gas considered by Fichtner. It is well known that the calculation of moments of higher order of point processes are notoriously complicated. See for instance Krickeberg's calculations for the Poisson or the Cox process in [4]. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2010, 10 Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49635 ER - TY - INPR A1 - Läuter, Henning A1 - Ramadan, Ayad T1 - Modeling and Scaling of Categorical Data N2 - Estimation and testing of distributions in metric spaces are well known. R.A. Fisher, J. Neyman, W. Cochran and M. Bartlett achieved essential results on the statistical analysis of categorical data. In the last 40 years many other statisticians found important results in this field. Often data sets contain categorical data, e.g. levels of factors or names. There does not exist any ordering or any distance between these categories. At each level there are measured some metric or categorical values. We introduce a new method of scaling based on statistical decisions. For this we define empirical probabilities for the original observations and find a class of distributions in a metric space where these empirical probabilities can be found as approximations for equivalently defined probabilities. With this method we identify probabilities connected with the categorical data and probabilities in metric spaces. Here we get a mapping from the levels of factors or names into points of a metric space. This mapping yields the scale for the categorical data. From the statistical point of view we use multivariate statistical methods, we calculate maximum likelihood estimations and compare different approaches for scaling. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2010, 03 Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49572 ER - TY - INPR A1 - Zessin, Hans T1 - Classical Symmetric Point Processes : Lectures held at ICIMAF, La Habana, Cuba, 2010 N2 - The aim of these lectures is a reformulation and generalization of the fundamental investigations of Alexander Bach [2, 3] on the concept of probability in the work of Boltzmann [6] in the language of modern point process theory. The dominating point of view here is its subordination under the disintegration theory of Krickeberg [14]. This enables us to make Bach's consideration much more transparent. Moreover the point process formulation turns out to be the natural framework for the applications to quantum mechanical models. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2010, 06 Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49619 ER - TY - INPR A1 - Runge, Antonia T1 - Modellierung der Lebensdauer von Systemen N2 - Aus dem Inhalt: Einleitung und Zusammenfassung 1 Grundlagen der Lebensdaueranalyse 2 Systemzuverlässigkeit 3 Zensierung 4 Schätzen in nichtparametrischen Modellen 5 Schätzen in parametrischen Modellen 6 Konfidenzintervalle für Parameterschätzungen 7 Verteilung einer gemischten Population 8 Kurze Einführung: Lebensdauer und Belastung 9 Ausblick A R-Quellcode B Symbole und Abkürzungen T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2010, 08 Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-51674 ER - TY - INPR A1 - Hovhannisyan, A. H. A1 - Schulze, Bert-Wolfgang T1 - On a method for solution of the ordinary differential equations connected with Huygens' equations T3 - Preprint - (2010) 01 Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-45381 ER -