Related papers: Testing stability in a spatial unilateral autoregr…
In this part we study the dynamics of the following rational multi-parameter first order difference equation x_{n+1} =(ax_{n}^3+ bx_{n}^2+cx_{n} + d)/x_{n}^3, x_{0}\in R^{+} where the parameters a, b, d together with the initial condition…
We consider the problem of least squares parameter estimation from single-trajectory data for discrete-time, unstable, closed-loop nonlinear stochastic systems, with linearly parameterised uncertainty. Assuming a region of the state space…
Agentic reinforcement learning (ARL) has rapidly gained attention as a promising paradigm for training agents to solve complex, multi-step interactive tasks. Despite encouraging early results, ARL remains highly unstable, often leading to…
This paper proposes a parsimoniously time varying parameter vector autoregressive model (with exogenous variables, VARX) and studies the properties of the Lasso and adaptive Lasso as estimators of this model. The parameters of the model are…
This study introduces a novel spatial autoregressive model in which the dependent variable is a function that may exhibit functional autocorrelation with the outcome functions of nearby units. This model can be characterized as a…
We present a new scenario for the moduli stabilization with a very small but nonzero positive cosmological constant $\lambda$. In this scenario the complex structure moduli are still stabilized by the three-form fluxes as in the usual flux…
We study the strain response to steady imposed stress in a spatially homogeneous, scalar model for shear thickening, in which the local rate of yielding \Gamma(l) of mesoscopic `elastic elements' is not monotonic in the local strain l.…
We study the asymptotic behavior of piecewise constant least squares regression estimates, when the number of partitions of the estimate is penalized. We show that the estimator is consistent in the relevant metric if the signal is in…
Linear thresholding models postulate that the conditional distribution of a response variable in terms of covariates differs on the two sides of a (typically unknown) hyperplane in the covariate space. A key goal in such models is to learn…
Given a large number of covariates $Z$, we consider the estimation of a high-dimensional parameter $\theta$ in an individualized linear threshold $\theta^T Z$ for a continuous variable $X$, which minimizes the disagreement between…
A nonlinear parabolic differential equation with a quadratic nonlinearity is presented which has at least one equilibrium. The linearization about this equilibrium is asymptotically stable, but by using a technique inspired by H. Fujita, we…
We continue to investigate the dynamics of collisionless systems of particles interacting via additive $r^{-\alpha}$ interparticle forces. Here we focus on the dependence of the radial-orbit instability on the force exponent $\alpha$. By…
A novel first-order autoregressive moving average model for analyzing discrete-time series observed at irregularly spaced times is introduced. Under Gaussianity, it is established that the model is strictly stationary and ergodic. In the…
Analytical stability calculation is done to prove stability properties for systems with parameters that do not have explicit values. For systems with three components, the usual method of finding the characteristic polynomial as the…
We prove conditional asymptotic normality of a class of quadratic U-statistics that are dominated by their degenerate second order part and have kernels that change with the number of observations. These statistics arise in the construction…
We have previously introduced the parameter `alpha' as an indicator of stability to m=2 nonaxisymmetric modes in rotating, self-gravitating, axisymmetric, gaseous and stellar systems. This parameter can be written as a function of the total…
We noisily observe solutions of an ordinary differential equation $\dot u = f(u)$ at given times, where $u$ lives in a $d$-dimensional state space. The model function $f$ is unknown and belongs to a H\"older-type smoothness class with…
New explicit conditions of asymptotic and exponential stability are obtained for the scalar nonautonomous linear delay differential equation $$ \dot{x}(t)+\sum_{k=1}^m a_k(t)x(h_k(t))=0 $$ with measurable delays and coefficients. These…
In this paper, utilizing recent theoretical results in high dimensional statistical modeling, we propose a model-free yet computationally simple approach to estimate the partially linear model $Y=X\beta+g(Z)+\varepsilon$. Motivated by the…
A random vector ${\bf X}$ is weakly stable iff for all $a,b\in \mathbb{R}$ there exists a random variable $\Theta$ such that $a{\bf X}+b{\bf X}'\stackrel{d}{=}{\bf X}\Theta$. This is equivalent (see \cite{MOU}) with the condition that for…