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We provide a sufficient condition for the continuity of real valued permanental processes. When applied to the subclass of permanental processes which consists of squares of Gaussian processes, we obtain the sufficient condition for…

Probability · Mathematics 2013-03-18 Michael B. Marcus , Jay Rosen

Quadratic variations of Gaussian processes play important role in both stochastic analysis and in applications such as estimation of model parameters, and for this reason the topic has been extensively studied in the literature. In this…

Probability · Mathematics 2015-02-06 Lauri Viitasaari

We show that intensive thermodynamic parameters associated to additive conserved quantities can be naturally defined from a statistical approach in far-from-equilibrium steady-state systems, under few assumptions, and without any detailed…

Statistical Mechanics · Physics 2007-05-23 Eric Bertin , Olivier Dauchot , Michel Droz

A class of polynomial dynamical systems called complex-balanced are locally stable and conjectured to be globally stable. In general, complex-balancing is not a robust property, i.e., small changes in parameter values may result in the loss…

Dynamical Systems · Mathematics 2022-10-26 Polly Y. Yu

General Equilibrium Theory is the benchmark of economics, especially its results concerning the efficient allocation of resources, known as the First and Second Welfare Theorems. Yet, General Equilibrium Theory is beyond the scope of most…

Theoretical Economics · Economics 2024-12-02 Pablo Ahumada

Understanding the behavior of learned classifiers is an important task, and various black-box explanations, logical reasoning approaches, and model-specific methods have been proposed. In this paper, we introduce probabilistic sufficient…

Machine Learning · Computer Science 2021-05-24 Eric Wang , Pasha Khosravi , Guy Van den Broeck

Reconsidering the variational procedure for uniaxial systems modeled by continuous free energy functionals, we derive new general conditions for thermodynamic extrema. The utility of these conditions is briefly illustrated on the models for…

Statistical Mechanics · Physics 2009-10-30 V. Dananic , A. Bjelis

The standard method to check for the independence of two real-valued random variables -- demonstrating that the bivariate joint distribution factors into the product of its marginals -- is both necessary and sufficient. Here we present a…

Probability · Mathematics 2021-11-30 David Draper , Erdong Guo , Robert Lund , Jon Woody

A necessary and sufficient condition for an element of an algebra (in the sense of Universal Algebra) to be in the dominion of a subalgebra is given, in terms of transferable sets. This criterion is then used to formulate a more wieldy…

Rings and Algebras · Mathematics 2007-05-23 Arturo Magidin

Scoring rules measure the deviation between a probabilistic forecast and reality. Strictly proper scoring rules have the property that for any forecast, the mathematical expectation of the score of a forecast p by the lights of p is…

Probability · Mathematics 2022-09-28 Alexander R. Pruss

This work proposes a mathematical approach that (re)defines a property of Machine Learning models named stability and determines sufficient conditions to validate it. Machine Learning models are represented as functions, and the…

Machine Learning · Computer Science 2024-12-03 Gabriel Pedroza

In this talk I will introduce the principle of stochastic stability and discussing its consequences both at equilibrium and off-equilibrium.

Statistical Mechanics · Physics 2009-10-31 Giorgio Parisi

A matching queue is described via a graph $G$ together with a matching policy. Specifically, to each node in the graph there is a corresponding arrival process of items which can either be queued, or matched with queued items in neighboring…

Probability · Mathematics 2017-03-08 Pascal Moyal , Ohad Perry

Estimation of structure, such as in variable selection, graphical modelling or cluster analysis is notoriously difficult, especially for high-dimensional data. We introduce stability selection. It is based on subsampling in combination with…

Methodology · Statistics 2009-05-16 Nicolai Meinshausen , Peter Buehlmann

This paper considers the problem of robust stability for a class of uncertain quantum systems subject to unknown perturbations in the system Hamiltonian. Some general stability results are given for different classes of perturbations to the…

Quantum Physics · Physics 2015-06-04 Ian R. Petersen , Valery Ugrinovskii , Matthew R. James

This paper has two central aims: first, to provide simple conditions under which the generalized games in choice form and, consequently, the abstract economies, admit equilibrium; second, to study the solvability of several types of systems…

Optimization and Control · Mathematics 2016-05-17 Monica Patriche

The backbone of nonequilibrium thermodynamics is the stability structure, where entropy is related to a Lyapunov function of thermodynamic equilibrium. Stability is the background of natural selection: unstable systems are temporary, and…

Physics and Society · Physics 2024-10-01 Peter Ván

Recently a novel concise representation of the probability distribution of heat conducting nonequilibrium steady states was derived. The representation is valid to the second order in the ``degree of nonequilibrium'', and has a very…

Statistical Mechanics · Physics 2009-11-13 Teruhisa S. Komatsu , Naoko Nakagawa , Shin-ichi Sasa , Hal Tasaki

We prove global existence, uniqueness and $\L1$ stability of solutions to general systems of nonlocal conservation laws modeling multiclass vehicular traffic. Each class follows its own speed law and has specific effects on the other…

Analysis of PDEs · Mathematics 2025-01-29 Rinaldo M. Colombo , Mauro Garavello , Claudia Nocita

Consider a stationary real-valued time series $\{X_n\}_{n=0}^{\infty}$ with a priori unknown distribution. The goal is to estimate the conditional expectation $E(X_{n+1}|X_0,..., X_n)$ based on the observations $(X_0,..., X_n)$ in a…

Probability · Mathematics 2008-06-19 Gusztav Morvai , Benjamin Weiss
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