Related papers: Constructing processes with prescribed mixing coef…

We study Rademacher processes where the coefficients are functions evaluated at fixed, but arbitrary covariables. Specifically, we assume the function class under consideration to be parametrized by the standard cocube in l dimensions and…

We consider two Ito equations that evolve on different time scales. The equations are fully coupled in the sense that all coefficients may depend on both the "slow" and the "fast" processes and the diffusion terms may be correlated. The…

First, we present a concise glossary of formulas for composition of standard, cumulant, factorial, and factorial cumulant moments in superposition (compound) models, where final particles are created via independent emission from a…

Consider a sequence $(\eta^N(t) :t\ge 0)$ of continuous-time, irreducible Markov chains evolving on a fixed finite set $E$, indexed by a parameter $N$. Denote by $R_N(\eta,\xi)$ the jump rates of the Markov chain $\eta^N_t$, and assume that…

We will consider multivariate stochastic processes indexed either by vertices or pairs of vertices of a dynamic network. Under a dynamic network we understand a network with a fixed vertex set and an edge set which changes randomly over…

For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…

Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide…

This paper compares two different frameworks recently introduced in the literature for measuring risk in a multi-period setting. The first corresponds to applying a single coherent risk measure to the cumulative future costs, while the…

In this paper we tackle the problem of fast rates in time series forecasting from a statistical learning perspective. In a serie of papers (e.g. Meir 2000, Modha and Masry 1998, Alquier and Wintenberger 2012) it is shown that the main tools…

In Pires {\it et al.} [Phys. Rev. E 84, 066210 (2011)] intermittent maps are considered, and the tight relationship between correlation decay of smooth observables and large deviations estimates, as for instance employed in Artuso and…

We address the problem of estimating the mixing time of a Markov chain from a single trajectory of observations. Unlike most previous works which employed Hilbert space methods to estimate spectral gaps, we opt for an approach based on…

We provide a novel characterization of semiparametric efficiency in a generic supervised learning setting where the outcome mean function -- defined as the conditional expectation of the outcome of interest given the other observed…

When an experimentalist measures a time series of qubits, the outcomes generate a classical stochastic process. We show that measurement induces high complexity in these processes in two specific senses: they are inherently unpredictable…

We consider the convergence of empirical processes indexed by functions that depend on an estimated parameter $\eta$ and give several alternative conditions under which the ``estimated parameter'' $\eta_n$ can be replaced by its natural…

This paper provides extensions of the work on subsampling by Bertail et al. (2004) for strongly mixing case to weakly dependent case by application of the results of Doukhan and Louhichi (1999). We investigate properties of smooth and rough…

The WASA-at-COSY experiment has collected $3\times10^{7}$ events with $\eta$-mesons produced via the reaction $pd\rightarrow{^{3}\textrm{He}}\eta$ at $\textrm{T} = 1.0 \textrm{GeV}$. Using this data set, we evaluate the branching ratios of…

We propose deterministic timed automata (DTA) as a model-independent language for specifying performance and dependability measures over continuous-time stochastic processes. Technically, these measures are defined as limit frequencies of…

A class of examples is constructed to show that for strictly stationary Markov chains that are reversible, the simultaneous mixing rates for the $\rho$-mixing and strong mixing ($\alpha$-mixing) conditions can be fairly arbitrary, within…

We obtain the posterior distribution of a random process conditioned on observing the empirical frequencies of a finite sample path. We find under a rather broad assumption on the "dependence structure" of the process, {\em c.f.}…

In this paper, we give estimates for the speed of convergence towards a limiting stable law in the recently introduced setting of mod-$\phi$ convergence. Namely, we define a notion of zone of control, closely related to mod-$\phi$…