Related papers: Stochastic Equicontinuity in Nonlinear Time Series…
In this note we consider continuous-time systems x'(t) = A(t) x(t) + B(t) u(t), y(t) = C(t) x(t) + D(t) u(t), as well as discrete-time systems x(t+1) = A(t) x(t) + B(t) u(t), y(t) = C(t) x(t) + D(t) u(t) whose coefficient matrices A, B, C…
This paper studies theory and inference related to a class of time series models that incorporates nonlinear dynamics. It is assumed that the observations follow a one-parameter exponential family of distributions given an accompanying…
We consider Noether symmetries of the equations defined by the sections of characteristic line bundles of nondegenerate 1-forms and of the associated perturbed systems. It appears that this framework can be used for time-dependent systems…
We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic…
We construct a novel class of stochastic blockmodels using Bayesian nonparametric mixtures. These model allows us to jointly estimate the structure of multiple networks and explicitly compare the community structures underlying them, while…
The study of stochastic systems has received considerable interest over the years. Their dynamics can describe many equilibrium and nonequilibrium fluctuating systems. At the same time, nonequilibrium constraints interact with the time…
We present a simple new proof for the stochastic homogenization of quasiconvex (level-set convex) Hamilton-Jacobi equations set in stationary ergodic environments. Our approach, which is new even in the convex case, yields more information…
This paper discusses the interplay of symmetries and stability in the analysis and control of nonlinear dynamical systems and networks. Specifically, it combines standard results on symmetries and equivariance with recent convergence…
We establish a correspondence between two very general paradigms for systems that persist away from thermal equilibrium. In the first paradigm, a nonequilibrium steady state (NESS) is maintained by applying fixed thermodynamic forces that…
The linearization of the meteorological equations around a specified reference state, usually applied in NWP to define the linear system of constant-coefficients semi-implicit schemes, is outlined as an unnecessarily restrictive approach…
Force-based multiphysics coupling methods have become popular since they provide a simple and efficient coupling mechanism, avoiding the difficulties in formulating and implementing a consistent coupling energy. They are also the only known…
A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in…
This paper deals with stability of a certain class of fractional order linear and nonlinear systems. The stability is investigated in the time domain and the frequency domain. The general stability conditions and several illustrative…
The present article is devoted to well-posedness by noise for the continuity equation. Namely, we consider the continuity equation with non-linear and partially degenerate stochastic perturbations in divergence form. We prove the existence…
Many regenerative arguments in stochastic processes use random times which are akin to stopping times, but which are determined by the future as well as the past behaviour of the process of interest. Such arguments based on "conditioning on…
The main purpose of this paper is to formulate new conditions for smooth linearization of nonautonomous systems with discrete and continuous time. Our results assume that the linear part admits a nonuniform polynomial dichotomy and that the…
We investigate to which extent the relevant features of (static) Systemic Risk Measures can be extended to a conditional setting. After providing a general dual representation result, we analyze in greater detail Conditional Shortfall…
Many algorithms have been proposed in prior literature to guarantee resilient multi-agent consensus in the presence of adversarial attacks or faults. The majority of prior work present excellent results that focus on discrete-time or…
Aiming to generate realistic synthetic times series of the bivariate process of daily mean temperature and precipitations, we introduce a non-homogeneous hidden Markov model. The non-homogeneity lies in periodic transition probabilities…
This paper presents a nonlinear approach to measurements a general framework for dealing with variations of environmental conditions. My method may prove promising to extensions beyond classical physics, economics, and other sciences. I…