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Articles 91 - 97 of 97
Full-Text Articles in Algebra
Wiener-Chaos Approach To Optimal Prediction, Daniel Alpay, Alon Kipnis
Wiener-Chaos Approach To Optimal Prediction, Daniel Alpay, Alon Kipnis
Mathematics, Physics, and Computer Science Faculty Articles and Research
In this work we combine Wiener chaos expansion approach to study the dynamics of a stochastic system with the classical problem of the prediction of a Gaussian process based on part of its sample path. This is done by considering special bases for the Gaussian space G generated by the process, which allows us to obtain an orthogonal basis for the Fock space of G such that each basis element is either measurable or independent with respect to the given samples. This allows us to easily derive the chaos expansion of a random variable conditioned on part of the sample …
Spectral Theory For Gaussian Processes: Reproducing Kernels, Random Functions, Boundaries, And L2-Wavelet Generators With Fractional Scales, Daniel Alpay
Mathematics, Physics, and Computer Science Faculty Articles and Research
A recurrent theme in functional analysis is the interplay between the theory of positive definite functions, and their reproducing kernels, on the one hand, and Gaussian stochastic processes, on the other. This central theme is motivated by a host of applications, e.g., in mathematical physics, and in stochastic differential equations, and their use in financial models. In this paper, we show that, for three classes of cases in the correspondence, it is possible to obtain explicit formulas which are amenable to computations of the respective Gaussian stochastic processes. For achieving this, we first develop two functional analytic tools. They are: …
Positive Fragments Of Coalgebraic Logics, Adriana Balan, Alexander Kurz, Jirí Velebil
Positive Fragments Of Coalgebraic Logics, Adriana Balan, Alexander Kurz, Jirí Velebil
Engineering Faculty Articles and Research
Positive modal logic was introduced in an influential 1995 paper of Dunn as the positive fragment of standard modal logic. His completeness result consists of an axiomatization that derives all modal formulas that are valid on all Kripke frames and are built only from atomic propositions, conjunction, disjunction, box and diamond. In this paper, we provide a coalgebraic analysis of this theorem, which not only gives a conceptual proof based on duality theory, but also generalizes Dunn's result from Kripke frames to coalgebras for weak-pullback preserving functors. To facilitate this analysis we prove a number of category theoretic results on …
Presenting Distributive Laws, Marcello M. Bonsangue, Helle H. Hansen, Alexander Kurz, Jurriaan Rot
Presenting Distributive Laws, Marcello M. Bonsangue, Helle H. Hansen, Alexander Kurz, Jurriaan Rot
Engineering Faculty Articles and Research
Distributive laws of a monad T over a functor F are categorical tools for specifying algebra-coalgebra interaction. They proved to be important for solving systems of corecursive equations, for the specification of well-behaved structural operational semantics and, more recently, also for enhancements of the bisimulation proof method. If T is a free monad, then such distributive laws correspond to simple natural transformations. However, when T is not free it can be rather difficult to prove the defining axioms of a distributive law. In this paper we describe how to obtain a distributive law for a monad with an equational presentation …
Extensions Of Functors From Set To V-Cat, Adriana Balan, Alexander Kurz, Jirí Velebil
Extensions Of Functors From Set To V-Cat, Adriana Balan, Alexander Kurz, Jirí Velebil
Engineering Faculty Articles and Research
We show that for a commutative quantale V every functor Set --> V-cat has an enriched left- Kan extension. As a consequence, coalgebras over Set are subsumed by coalgebras over V-cat. Moreover, one can build functors on V-cat by equipping Set-functors with a metric.
Approximation Of Nested Fixpoints, Alexander Kurz
Approximation Of Nested Fixpoints, Alexander Kurz
Engineering Faculty Articles and Research
The question addressed in this paper is how to correctly approximate infinite data given by systems of simultaneous corecursive definitions. We devise a categorical framework for reasoning about regular datatypes, that is, datatypes closed under products, coproducts and fixpoints. We argue that the right methodology is on one hand coalgebraic (to deal with possible nontermination and infinite data) and on the other hand 2-categorical (to deal with parameters in a disciplined manner). We prove a coalgebraic version of Bekic lemma that allows us to reduce simultaneous fixpoints to a single fix point. Thus a possibly infinite object of interest is …
Coalgebraic Semantics Of Reflexive Economics (Dagstuhl Seminar 15042), Samson Abramsky, Alexander Kurz, Pierre Lescanne, Viktor Winschel
Coalgebraic Semantics Of Reflexive Economics (Dagstuhl Seminar 15042), Samson Abramsky, Alexander Kurz, Pierre Lescanne, Viktor Winschel
Engineering Faculty Articles and Research
This report documents the program and the outcomes of Dagstuhl Seminar 15042 “Coalgebraic Semantics of Reflexive Economics”.