Flows in near algebras with applications to harnesses

Włodzimierz Bryc, Jacek Wesołowski, Agnieszka Zięba Colloquium Mathematicum MSC: Primary 16S99; Secondary 60G48. DOI: 10.4064/cm8549-1-2022 Published online: 20 May 2022

Abstract

We introduce one-way flows in near algebras and two-way flows in double near algebras with two interrelated multiplications. We establish parametric representations of the one-way and two-way flows in terms of a single element of the algebra that we call a flow generator. We indicate probabilistic applications of the one-way flows to a study of polynomial stochastic processes. We apply our results on the two-way flows to harnesses and quadratic harnesses in probability theory, generalizing some previous results.

Authors

  • Włodzimierz BrycDepartment of Mathematical Sciences
    University of Cincinnati
    Cincinnati, OH 45221-0025, USA
    e-mail
  • Jacek WesołowskiFaculty of Mathematics
    and Information Science
    Warsaw University of Technology
    Warszawa, Poland
    e-mail
  • Agnieszka ZiębaFaculty of Mathematics and Information Science
    Warsaw University of Technology
    Warszawa, Poland
    e-mail

Search for IMPAN publications

Query phrase too short. Type at least 4 characters.

Rewrite code from the image

Reload image

Reload image