Related papers: Minimax probabilities for Aubry-Mather Problems
Some monotone increasing sequences of the lower bounds for the minimum eigenvalue of $M$-matrices are given. It is proved that these sequences are convergent and improve some existing results. Numerical examples show that these sequences…
Finding special orbits (as periodic orbits) of dynamical systems by variational methods and especially by minimization methods is an old method (just think to the geodesic flow). More recently, new results concerning the existence of…
We consider the problem of conditional independence testing of $X$ and $Y$ given $Z$ where $X,Y$ and $Z$ are three real random variables and $Z$ is continuous. We focus on two main cases - when $X$ and $Y$ are both discrete, and when $X$…
Suppose we observe a Poisson process in real time for which the intensity may take on two possible values $\lambda_0$ and $\lambda_1$. Suppose further that the priori probability of the true intensity is not given. We solve a minimax…
We first introduce the concept of weak random periodic solutions of random dynamical systems. Then, we discuss the existence of such periodic solutions. Further, we introduce the definition of weak random periodic measures and study their…
Many measurements on soft condensed matter (e.g., biological and materials) systems track low-dimensional observables projected from the full system phase space as a function of time. Examples are dynamic structure factors, spectroscopic…
The measurability by means of continuous measurements, of an observable $\A(t_0)$, at an instant, and of a time averaged observable, $\bar \A=1/T\int \A(t')dt'$, is examined for linear and in particular for non-linear quantum mechanical…
We introduce the notion of strong local minimizer for the problems of the calculus of variations on time scales. Simple examples show that on a time scale a weak minimum is not necessarily a strong minimum. A time scale form of the…
The multitime multiple recurrences are common in analysis of algorithms, computational biology, information theory, queueing theory, filters theory, statistical physics etc. The theoretical part about them is little or not known. That is…
This paper studies the finite-time stability and stabilization of linear discrete time-varying stochastic systems with multiplicative noise. Firstly, necessary and sufficient conditions for finite-time stability are presented via state…
The aim of this paper is to propose a methodology for testing general hypothesis in a Markovian setting with random sampling. A discrete Markov chain X is observed at random time intervals $\tau$ k, assumed to be iid with unknown…
The problem is that of sequential probability forecasting for finite-valued time series. The data is generated by an unknown probability distribution over the space of all one-way infinite sequences. It is known that this measure belongs to…
The paper is devoted to introducing an approach to compute the approximate minimum time function of control problems which is based on reachable set approximation and uses arithmetic operations for convex compact sets. In particular, in…
We consider existence and uniqueness issues for the initial value problem of parabolic equations $\partial_{t} u = {\rm div} A \nabla u$ on the upper half space, with initial data in $L^p$ spaces. The coefficient matrix $A$ is assumed to be…
Lower bounds on fluctuations of thermodynamic currents depend on the nature of time: discrete or continuous. To understand the physical reason, we compare current fluctuations in discrete-time Markov chains and continuous-time master…
This paper establishes a formal connection between finite-sample and asymptotically minimax robust hypothesis testing under distributional uncertainty. It is shown that, whenever a finite-sample minimax robust test exists, it coincides with…
We investigate dynamical systems with time-dependent mass and frequency, with particular attention on models attaining the minimum value of uncertainty formula. A criterium of minimum uncertainty is presented and illustrated by means of…
Given a Radon probability measure $\mu$ supported in $\mathbb{R}^d$, we are interested in those points $x$ around which the measure is concentrated infinitely many times on thin annuli centered at $x$. Depending on the lower and upper…
In the paper [P. Cannarsa, C. Mendico, Asymptotic analysis for Hamilton-Jacobi- Bellman equations on Euclidean space, (2021) Arxiv], we proved the existence of the limit as the time horizon goes to infinity of the averaged value function of…
Lower bounds involving $f$-divergences between the underlying probability measures are proved for the minimax risk in estimation problems. Our proofs just use simple convexity facts. Special cases and straightforward corollaries of our…