P. Graczyk

activity

20052023

most citedSpin-wave diode and circulator based on unidirectional coupling

85 citations · 253 across the 31 of their papers we have counts for

collaborators

Showing 2016 · math.PRShow all

3 papers · 2 filters

math.PR2016

A Characterization of Wishart Processes and Wishart Distributions

Piotr Graczyk, Jacek Malecki, Eberhard Mayerhofer

A characterization of the existence of non-central Wishart distributions (with shape and non-centrality parameter) as well as the existence of solutions to Wishart stochastic diffe…

math.PR2016

Wallach sets and squared Bessel particle systems

Piotr Graczyk, Jacek Malecki

We determine the classical and the non-central Wallach sets $W_{0}$ and $W$ by classical probabilistic methods. We prove the Mayerhofer conjecture on $W$ . We exploit the fact that $(…

math.PR2016

Inversion, duality and Doob $h$ -transforms for self-similar Markov processes

Larbi Alili, Loïc Chaumont, Piotr Graczyk +1

We show that any $R^{d} ∖ {0}$ -valued self-similar Markov process $X$ , with index $α > 0$ can be represented as a path transformation of some Markov additive process (…

A Characterization of Wishart Processes and Wishart Distributions

Wallach sets and squared Bessel particle systems

Inversion, duality and Doob h-transforms for self-similar Markov processes

Inversion, duality and Doob $h$ -transforms for self-similar Markov processes