Mathematics Commons^™

Induced Matrices: Recurrences And Markov Chains, Philip Feinsilver

Journal of Stochastic Analysis

No abstract provided.

On Uniqueness And Stability For The Boltzmann-Enskog Equation, Martin Friesen, Barbara Ruediger, Padmanabhan Subdar

Faculty Publications

The time-evolution of a moderately dense gas in a vacuum is described in classical mechanics by a particle density function obtained from the Boltzmann-Enskog equation. Based on a McKean-Vlasov equation with jumps, the associated stochastic process was recently constructed by modified Picard iterations with the mean-field interactions, and more generally, by a system of interacting particles. By the introduction of a shifted distance that exactly compensates for the free transport term that accrues in the spatially inhomogeneous setting, we prove in this work an inequality on the Wasserstein distance for any two measure-valued solutions to the Boltzmann-Enskog equation. As a …

Anticipating Stochastic Integrals And Related Linear Stochastic Differential Equations, Sudip Sinha

LSU Doctoral Dissertations

Itô’s stochastic calculus revolutionized the field of stochastic analysis and has found numerous applications in a wide variety of disciplines. Itô’s theory, even though quite general, cannot handle anticipating stochastic processes as integrands. There have been considerable efforts within the mathematical community to extend Itô’s calculus to account for anticipation. The Ayed–Kuo integral — introduced in 2008 — is one of the most recent developments. It is arguably the most accessible among the theories extending Itô’s calculus — relying solely on probabilistic methods. In this dissertation, we look at the recent advances in this area, highlighting our contributions. First, we …

A New Perspective On A Polynomial Time Knot Polynomial, Robert John Quarles

LSU Doctoral Dissertations

In this work we consider the Z1(K) polynomial time knot polynomial defined and
described by Dror Bar-Natan and Roland van der Veen in their 2018 paper ”A polynomial time knot polynomial”. We first look at some of the basic properties of Z1(K), and develop an invariant of diagrams Ψm(D) related to this polynomial. We use this invariant as a model to prove how Z1(K) acts under the connected sum operation. We then discuss the effect of mirroring the knot on Z1(K), and described a geometric interpretation of some of the building blocks of the invariant. We then use these to …

General Stochastic Calculus And Applications, Pujan Shrestha

LSU Doctoral Dissertations

In 1942, K. Itô published his pioneering paper on stochastic integration with respect to Brownian motion. This work led to the framework for Itô calculus. Note that, Itô calculus is limited in working with knowledge from the future. There have been many generalizations of the stochastic integral in being able to do so. In 2008, W. Ayed and H.-H. Kuo introduced a new stochastic integral by splitting the integrand into the adaptive part and the counterpart called instantly independent. In this doctoral work, we conduct deeper research into the Ayed–Kuo stochastic integral and corresponding anticipating stochastic calculus.

We provide a …

Characterizations Of Certain Classes Of Graphs And Matroids, Jagdeep Singh

LSU Doctoral Dissertations

``If a theorem about graphs can be expressed in terms of edges and cycles only, it probably exemplifies a more general theorem about matroids." Most of my work draws inspiration from this assertion, made by Tutte in 1979.

In 2004, Ehrenfeucht, Harju and Rozenberg proved that all graphs can be constructed from complete graphs via a sequence of the operations of complementation, switching edges and non-edges at a vertex, and local complementation. In Chapter 2, we consider the binary matroid analogue of each of these graph operations. We prove that the analogue of the result of Ehrenfeucht et. al. does …

Unavoidable Structures In Large And Infinite Graphs, Sarah Allred

LSU Doctoral Dissertations

In this work, we present results on the unavoidable structures in large connected and large 2-connected graphs. For the relation of induced subgraphs, Ramsey proved that for every positive integer r, every sufficiently large graph contains as an induced subgraph either K_r or K_r. It is well known that, for every positive integer r, every sufficiently large connected graph contains an induced subgraph isomorphic to one of K_r, K_1,r, and P_r. We prove an analogous result for 2-connected graphs. Similarly, for infinite graphs, every infinite connected graph contains an induced subgraph …

Gl(1|1) Graph Connections, Andrea Bourque

Honors Capstones

No abstract provided.

Opers On The Projective Line, Wronskian Relations, And The Bethe Ansatz, Ty J. Brinson

Honors Capstones

No abstract provided.

Spectral Theorem Approach To The Characteristic Function Of Quantum Observables, Andreas Boukas

Journal of Stochastic Analysis

No abstract provided.

Construction Of The Canonical Representation From A Noncanonical Representation, Yuji Hibino

Journal of Stochastic Analysis

No abstract provided.

New Limit Theorems For Increments Of Birth-And-Death Processes With Linear Rates, Alexander Ya. Kreinin, Vladimir V. Vinogradov

Journal of Stochastic Analysis

No abstract provided.

Backward Stochastic Differential Equations With No Driving Martingale And Pseudo-Pdes, Adrien Barrasso, Francesco Russo

Journal of Stochastic Analysis

No abstract provided.

A Bayesian Phase I/Ii Biomarker-Based Design For Identifying Subgroup-Specific Optimal Dose For Immunotherapy, Beibei Guo, Yong Zang

Faculty Publications

Immunotherapy is an innovative treatment that enlists the patient's immune system to battle tumors. The optimal dose for treating patients with an immunotherapeutic agent may differ according to their biomarker status. In this article, we propose a biomarker-based phase I/II dose-finding design for identifying subgroup-specific optimal dose for immunotherapy (BSOI) that jointly models the immune response, toxicity, and efficacy outcomes. We propose parsimonious yet flexible models to borrow information across different types of outcomes and subgroups. We quantify the desirability of the dose using a utility function and adopt a two-stage dose-finding algorithm to find the optimal dose for each …

Strict Lyapunov Functions And Feedback Controls For Sir Models With Quarantine And Vaccination, Hiroshi Ito, Michael Malisoff, Frederic Mazenc

Faculty Publications

We provide a new global strict Lyapunov function construction for a susceptible, infected, and recovered (or SIR) disease dynamics that includes quarantine of infected individuals and mass vaccination. We use the Lyapunov function to design feedback controls to asymptotically stabilize a desired endemic equilibrium, and to prove input-to-state stability for the dynamics with a suitable restriction on the disturbances. Our simulations illustrate the potential of our feedback controls to reduce peak levels of infected individuals.

A New Matroid Lift Construction And An Application To Group-Labeled Graphs, Zach Walsh

Faculty Publications

A well-known result of Brylawski constructs an elementary lift of a matroid M from a linear class of circuits of M. We generalize this result by constructing a rank-k lift of M from a rank-k matroid on the set of circuits of M. We conjecture that every lift of M arises via this construction. We then apply this result to group-labeled graphs, generalizing a construction of Zaslavsky. Given a graph G with edges labeled by a group, Zaslavsky's lift matroid K is an elementary lift of the graphic matroid M(G) that respects the group-labeling; specifically, the cycles of G that …

Dynamic Correlation Estimators For Bivariate Brownian And Geometric Brownian Motions, Majnu John, Yihren Wu

Journal of Stochastic Analysis

No abstract provided.

The Zagreb Index Of Several Random Models, Panpan Zhang

Journal of Stochastic Analysis

No abstract provided.

An Intrinsic Proof Of An Extension Of Itô’S Isometry For Anticipating Stochastic Integrals, Hui-Hsiung Kuo, Pujan Shrestha, Sudip Sinha

Journal of Stochastic Analysis

No abstract provided.

Covariant Ergodic Quantum Markov Semigroups Via Systems Of Imprimitivity, Radhakrishnan Balu

Journal of Stochastic Analysis

No abstract provided.

Congruences Between Coefficients Of A Class Of Eta-Quotients And Their Applications To Combinatorics, Shashika Petta Mestrige

LSU Doctoral Dissertations

Ramanujan in $1920$s discovered remarkable congruence properties of the partition function $p(n)$. Later, Watson and Atkin proved these congruences using the theory of modular forms. Atkin, Gordon, and Hughes extended these works to $k$-colored partition functions. In $2010$, Folsom-Kent-Ono and Boylan-Webb proved the congruences of $p(n)$ by studying a $\ell$-adic module associated with a certain sequence of modular functions which are related to $p(n)$.

Primary goal of this thesis is to generalize the work of Atkin, Gordon, Hughes, Folsom-Kent-Ono, and Boylan-Webb about the partition function to a larger class of partition functions. For this purpose we study a closely related …

De Finetti’S Theorem In Categorical Probability, Tobias Fritz, Tomáš Gonda, Paolo Perrone

Journal of Stochastic Analysis

No abstract provided.

A Clark-Ocone Type Formula Via Itô Calculus And Its Application To Finance, Takuji Arai, Ryoichi Suzuki

Journal of Stochastic Analysis

No abstract provided.

Calculating Infinitesimal Generators, Majnu John, Yihren Wu

Journal of Stochastic Analysis

No abstract provided.

Recursive And Viterbi Estimation For Semi-Markov Chains, Robert J. Elliott, W. P. Malcolm

Journal of Stochastic Analysis

No abstract provided.

The N-Dimensional Quadratic Heisenberg Algebra As A “Non–Commutative” Sl(2,C), Luigi Accardi, Andreas Boukas, Yun-Gang Lu

Journal of Stochastic Analysis

No abstract provided.

Rough Paths And Regularization, André O. Gomes, Alberto Ohashi, Francesco Russo, Alan Teixeira

Journal of Stochastic Analysis

No abstract provided.

Generalized Girsanov Transform Of Processes And Zakai Equation With Jumps, Masatoshi Fujisaki, Takashi Komatsu

Journal of Stochastic Analysis

No abstract provided.

On The Uniqueness Of Solutions To Martingale Problems For Diffusion Operators With Progressively Measurable Random Coefficients, Masaaki Tsuchiya

Journal of Stochastic Analysis

No abstract provided.

Particle Representation For The Solution Of The Filtering Problem. Application To The Error Expansion Of Filtering Discretizations, Dan Crisan, Thomas G. Kurtz, Salvador Ortiz-Latorre

Journal of Stochastic Analysis

No abstract provided.