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The characteristic feature of the discrete scale invariant (DSI) processes is the invariance of their finite dimensional distributions by dilation for certain scaling factor. DSI process with piecewise linear drift and stationary increments…

Methodology · Statistics 2017-09-05 N. Modarresi , S. Rezakhah

In this paper, we study two variations of the time discrete Taylor schemes for rough differential equations and for stochastic differential equations driven by fractional Brownian motions. One is the incomplete Taylor scheme which excludes…

Probability · Mathematics 2015-10-30 Yaozhong Hu , Yanghui Liu , David Nualart

Relative complexity measures the complexity of a probability preserving transformation relative to a factor being a sequence of random variables whose exponential growth rate is the relative entropy of the extension. We prove distributional…

Dynamical Systems · Mathematics 2012-10-30 Jon Aaronson

We address the theory of records for integrated random walks with finite variance. The long-time continuum limit of these walks is a non-Markov process known as the random acceleration process or the integral of Brownian motion. In this…

Statistical Mechanics · Physics 2022-03-03 Claude Godrèche , Jean-Marc Luck

We prove an extension to the classical continuity theorem in rough paths. We show that two $p$-rough paths are close in all levels of iterated integrals provided the first $\lfl p \rfl$ terms are close in a uniform sense. Applications…

Probability · Mathematics 2013-11-06 Terry Lyons , Weijun Xu

We consider several variants of a class of random walks whose increment distributions depend on the average value of the process over its most recent $N$ steps. We investigate the speed of the process, and in particular, the limiting speed…

Probability · Mathematics 2019-03-29 Ross G. Pinsky

The paper suggests a way of stochastic integration of random integrands with respect to fractional Brownian motion with the Hurst parameter H> 1/2. The integral is defined initially on the processes that are "piecewise" predictable on a…

Probability · Mathematics 2020-04-21 Nikolai Dokuchaev

The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…

General Relativity and Quantum Cosmology · Physics 2024-05-30 E. A. Kurianovich , A. I. Mikhailov , I. V. Volovich

In this paper we study the notion of rough $\mathcal{I}$-statistical convergence of sequences in a partial metric space as an extension work of both the notions of rough statistical and rough ideal convergence. Here we define rough…

General Topology · Mathematics 2025-11-25 Sukila Khatun , Khairul Hasan , Amar Kumar Banerjee

Rough paths techniques give the ability to define solutions of stochastic differential equations driven by signals $X$ which are not semimartingales and whose $p$-variation is finite only for large values of $p$. In this context, rough…

Probability · Mathematics 2020-05-15 Yanghui Liu , Zachary Selk , Samy Tindel

During the last decade, incremental sampling-based motion planning algorithms, such as the Rapidly-exploring Random Trees (RRTs) have been shown to work well in practice and to possess theoretical guarantees such as probabilistic…

Robotics · Computer Science 2010-05-05 Sertac Karaman , Emilio Frazzoli

The primary purpose of this article is to prove a tightness of skew random walks. The tightness result implies, in particular, that the skew Brownian motion can be constructed as the scaling limit of such random walks. Our proof of…

Probability · Mathematics 2011-06-28 Youngsoo Seol

We bring the theory of rough paths to the study of non-parametric statistics on streamed data. We discuss the problem of regression where the input variable is a stream of information, and the dependent response is also (potentially) a…

Statistical Finance · Quantitative Finance 2016-03-23 Daniel Levin , Terry Lyons , Hao Ni

Roughness parameters that characterize contacting surfaces with regard to friction and wear are commonly stated without uncertainties, or with an uncertainty only taking into account a very limited amount of aspects such as repeatability of…

Data Analysis, Statistics and Probability · Physics 2016-07-20 Dorothee Hüser , Jonathan Hüser , Sebastian Rief , Jörg Seewig , Peter Thomsen-Schmidt

This paper is concerned with a new optimization problem named "phase change rate maximization" for single-input-single-output linear time-invariant systems. The problem relates to two control problems, namely robust instability analysis…

Systems and Control · Electrical Eng. & Systems 2025-08-11 Shinji Hara , Chung-Yao Kao , Sei Zhen Khong , Tetsuya Iwasaki , Yutaka Hori

A general rate estimation method is proposed that is based on studying the in-sample evolution of appropriately chosen diverging/converging statistics. The proposed rate estimators are based on simple least squares arguments, and are shown…

Statistics Theory · Mathematics 2009-09-29 Tucker McElroy , Dimitris N. Politis

The intensity statistics of signals in the presence of Gaussian noise is obtained by studying the model of a random signal plus a random phasor sum. The additive Gaussian noise is shown to result in a Bessel transform of the probability…

Disordered Systems and Neural Networks · Physics 2015-05-13 A. A. Chabanov

Suppose an interval is put on a horizontal line with random roughness. With probability one it is supported at two points, one from the left, and another from the right from its center. We compute probability distribution of support points…

Probability · Mathematics 2013-05-20 Dmitry Treschev

The use of random sampling in decision-making and control has become popular with the ease of access to graphic processing units that can generate and calculate multiple random trajectories for real-time robotic applications. In contrast to…

Robotics · Computer Science 2022-03-21 Hyung-Jin Yoon , Chuyuan Tao , Hunmin Kim , Naira Hovakimyan , Petros Voulgaris

We introduce an index based on information theory to quantify the stationarity of a stochastic process.The index compares on the one hand the information contained in the increment at the time scale $\tau$ of the process at time $t$ with,…

Data Analysis, Statistics and Probability · Physics 2021-12-02 Carlos Granero-Belinchon , Stéphane G. Roux , Nicolas B. Garnier