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Two dynamical indicators, the local dimension and the extremal index, used to quantify persistence in phase space have been developed and applied to different data across various disciplines. These are computed using the asymptotic limit of…
This article introduces the class of periodic trawl processes, which are continuous-time, infinitely divisible, stationary stochastic processes, that allow for periodicity and flexible forms of their serial correlation, including both…
We explore the problem of inferring the graph Laplacian of a weighted, undirected network from snapshots of a single or multiple discrete-time consensus dynamics, subject to parameter uncertainty, taking place on the network. Specifically,…
Most semantic drift studies report multiple signals e.g., embedding displacement, neighbor changes, distributional divergence, and recursive trajectory instability, without a shared explanatory theory that relates them. This paper proposes…
Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…
Motivated by recent progress in data assimilation, we develop an algorithm to dynamically learn the parameters of a chaotic system from partial observations. Under reasonable assumptions, we rigorously establish the convergence of this…
Ordinary Differential Equations (ODEs) have recently gained a lot of attention in machine learning. However, the theoretical aspects, e.g., identifiability and asymptotic properties of statistical estimation are still obscure. This paper…
It was shown by several authors that closed high pressure arc a.c. discharge in mercury vapors with addition of metal halide cannot be described in frames of the local thermodynamic equilibrium (LTE) model. However some plasma parameters…
The asymptotic behavior, as $T\to\infty$, of some functionals of the form $I_T(t)=F_T(\xi_T(t))+\int_0^tg_T(\xi_T(s))\,dW_T(s)$, $t\ge0$ is studied. Here $\xi_T(t)$ is the solution to the time-inhomogeneous It\^{o} stochastic differential…
We investigate through a Generalized Langevin formalism the phenomenon of anomalous diffusion for asymptotic times, and we generalized the concept of the diffusion exponent. A method is proposed to obtain the diffusion coefficient…
We study asymptotic properties of conditional least squares estimators for the drift parameters of two-factor affine diffusions based on continuous time observations. We distinguish three cases: subcritical, critical and supercritical. For…
This paper develops asymptotic theory for estimation of parameters in regression models for binomial response time series where serial dependence is present through a latent process. Use of generalized linear model (GLM) estimating…
The problem of detecting anomalies in multiple processes is considered. We consider a composite hypothesis case, in which the measurements drawn when observing a process follow a common distribution with an unknown parameter (vector), whose…
In this paper we investigate the problem of detecting a change in the drift parameters of a generalized Ornstein-Uhlenbeck process which is defined as the solution of $dX_t=(L(t)-\alpha X_t) dt + \sigma dB_t$, and which is observed in…
Linear fractional stable motion, denoted by $\{X_{H,\al}(t)\}_{t\in \R}$, is one of the most classical stable processes; it depends on two parameters $H\in (0,1)$ and $\al\in (0,2)$. The parameter $H$ characterizes the self-similarity…
For real world systems, nonuniform medium is ubiquitous. Therefore, we investigate the diffusion-limited-aggregation process on a two dimensional directed small-world network instead of regular lattice. The network structure is established…
We introduce topological methods for quantifying spatially heterogeneous dynamics, and use these tools to analyze particle-tracking data for a quasi-two-dimensional granular system of air-fluidized beads on approach to jamming. In…
The process of pattern formation for a multi-species model anchored on a time varying network is studied. A non homogeneous perturbation superposed to an homogeneous stable fixed point can amplify, as follows a novel mechanism of…
Temporal network analysis and time evolution of network characteristics are powerful tools in describing the changing topology of dynamic networks. This paper uses such approaches to better visualize and provide analytical measures for the…
We study the problem of collaboratively estimating the state of an LTI system monitored by a network of sensors, subject to the following important practical considerations: (i) certain sensors might be arbitrarily compromised by an…