Related papers: On classifying processes
Consider a Markov chain $\{X_n\}_{n\ge 0}$ with an ergodic probability measure $\pi$. Let $\Psi$ a function on the state space of the chain, with $\alpha$-tails with respect to $\pi$, $\alpha\in (0,2)$. We find sufficient conditions on the…
A labelled Markov decision process is a labelled Markov chain with nondeterminism, i.e., together with a strategy a labelled MDP induces a labelled Markov chain. The model is related to interval Markov chains. Motivated by applications of…
We present a new class of multifractal process on R, constructed using an embedded branching process. The construction makes use of known results on multitype branching random walks, and along the way constructs cascade measures on the…
In this note, we propose a novel approach for a class of autonomous dynamical systems that allows, given some observations of the solutions, to identify its parameters and reconstruct the state vector. This approach relies on proving the…
We consider the analysis of sets of categorical sequences consisting of piecewise homogeneous Markov segments. The sequences are assumed to be governed by a common underlying process with segments occurring in the same order for each…
We demonstrate how a generic automated theorem prover can be applied to establish the non-orderability of groups. Our approach incorporates various tools such as positive cones, torsions, generalised torsions and cofinal elements.
We consider a finite collection of reinforced stochastic processes with a general network-based interaction among them. We provide sufficient and necessary conditions in order to have some form of almost sure asymptotic synchronization,…
Many years ago B.S. Pitskel observed that the metric entropy of the shift transformation in the sample space of a stationary random process $X=\{X_n,\,n\in \mathbb Z\}$ with a countable number of states is equal to the conditional entropy…
Let X be a continuous-time Markov chain in a finite set I, let h be a mapping of I onto another set, and let Y be defined by Y_t=h(X_t), (for t nonnegative). We address the filtering problem for X in terms of the observation Y, which is not…
We review several known categorification procedures, and introduce a functorial categorification of group extensions with applications to non-abelian group cohomology. Categorification of acyclic models and of topological spaces are briefly…
Integer-valued trawl processes are a class of serially correlated, stationary and infinitely divisible processes that Ole E. Barndorff-Nielsen has been working on in recent years. In this Chapter, we provide the first analysis of likelihood…
The implication problem for the class of embedded dependencies is undecidable. However, this does not imply lackness of a proof procedure as exemplified by the chase algorithm. In this paper we present a complete axiomatization of embedded…
Causal discovery in time series is a rapidly evolving field with a wide variety of applications in other areas such as climate science and neuroscience. Traditional approaches assume a stationary causal graph, which can be adapted to…
We develop a (co)algebraic framework to study a family of process calculi with monadic branching structures and recursion operators. Our framework features a uniform semantics of process terms and a complete axiomatisation of semantic…
It is well known that any higher order Markov chain can be associated with a first order Markov chain. In this primarily expository article, we present the first fairly comprehensive analysis of the relationship between higher order and…
We establish general theorems quantifying the notion of recurrence --- through an estimation of the moments of passage times --- for irreducible continuous-time Markov chains on countably infinite state spaces. Sharp conditions of…
McCullagh and Yang (2006) suggest a family of classification algorithms based on Cox processes. We further investigate the log Gaussian variant which has a number of appealing properties. Conditioned on the covariates, the distribution over…
We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed. Strong laws of large numbers and laws of the iterated…
For general (1+1)-affine Markov processes, we prove the ergodicity and exponential ergodicity in total variation distances. Our methods follow the arguments of ergodic properties for L\'{e}vy-driven OU-processes and a coupling of…
A version of the secretary problem is considered. The ranks of items, whose values are independent, identically distributed random variables $X_1,X_2,...,X_n$ from a uniform distribution on $[0; 1]$, are observed sequentially by the grader.…