Related papers: Maharam extension and stationary stable processes

A process-theoretic approach to electrodynamics based on persistent Kac-type stochastic processes is developed. Finite-velocity stochastic propagation is taken as primary, while relativistic wave equations arise as emergent descriptions…

We consider stationary autoregressive processes with coefficients restricted to an ellipsoid, which includes autoregressive processes with absolutely summable coefficients. We provide consistency results under different norms for the…

The question of the local stability of the (replica-symmetric) amorphous solid state is addressed for a class of systems undergoing a continuous liquid to amorphous-solid phase transition driven by the effect of random constraints. The…

We describe all countable particle systems on $\mathbb{R}$ which have the following three properties: independence, Gaussianity and stationarity. More precisely, we consider particles on the real line starting at the points of a Poisson…

In this paper, new conditions for the stability of V-geometrically ergodic Markov chains are introduced. The results are based on an extension of the standard perturbation theory formulated by Keller and Liverani. The continuity and higher…

Basic properties of stationary processes called Sarnak processes are studied. As an application, a combinatorial reformulation of Sarnak's conjecture on M{\"o}bius orthogonality is provided.

We consider the problem of approximating the stationary distribution of an ergodic Markov chain given a set of sampled transitions. Classical simulation-based approaches assume access to the underlying process so that trajectories of…

The important application of semi-static hedging in financial markets naturally leads to the notion of quasi self-dual processes which is, for continuous semimartingales, related to symmetry properties of both their ordinary as well as…

In this paper we present a complete asymptotic expansion of a symmetric homogeneous stable (balanced), stabilizable and stabilized mean. By including known asymptotic expansions of parametric means it is shown how the obtained coefficients…

We prove that the family of measured dynamical systems which can be realised as uniquely ergodic minimal homeomorphisms on a given manifold (of dimension at least two) is stable under measured extension. As a corollary, any ergodic system…

We study random perturbations of multidimensional piecewise expanding maps. We characterize absolutely continuous stationary measures (acsm) of randomly perturbed dynamical systems in terms of pseudo-orbits linking the ergodic components of…

We start by remarking a one-to-one correspondence between self-similar Markov processes (ssMps) on a Banach space and Markov additive processes (MAPs) that is analogous to the well-known one between positive ssMps and L\'evy processes…

We study the set of harmonic limits of empirical measures in topological dynamical systems. We obtain a characterization of unique ergodicity based of logarithmic (harmonic) mean convergence in place of Ces\`aro convergence. We introduce…

In this paper, incremental exponential asymptotic stability of a class of switched Carath\'{e}odory nonlinear systems is studied based on the novel concept of measure of switched matrices via multiple norms and the transaction coefficients…

The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…

This paper is concerned with ergodic properties of inhomogeneous Markov processes. Since the transition probabilities depend on initial times, the existing methods to obtain invariant measures for homogeneous Markov processes are not…

We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…

We introduce the concept of local dyadic stationarity, to account for non-stationary time series, within the framework of Walsh-Fourier analysis. We define and study the time varying dyadic ARMA models (tvDARMA). It is proven that the…

Rank one transformations serve as a source of examples in ergodic theory, showing variety of algebraic, asymptotic and spectral properties of dynamical systems. The properties of a rank one transformation are closely related to the weak…

It was recently proved that any strictly stationary stochastic process can be viewed as an autoregressive process of order one with coloured noise. Furthermore, it was proved that, using this characterisation, one can define closed form…