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We consider a stochastic delay differential equation driven by a general Levy process. Both, the drift and the noise term may depend on the past, but only the drift term is assumed to be linear. We show that the segment process is…

We find a countable partition $P$ on\textbf{} a Lebesgue space, labeled $\{1,2,3...$\}, for any non-periodic measure preserving transformation $T$ such that $P$ generates $T$ and for the $T,P$ process, if you see an $n$ on time -1 then you…

Dynamic space filling (DSF) is a stochastic process defined on any connected graph. Each vertex can host an arbitrary number of particles forming a pile, with every arriving particle landing on the top of the pile. Particles in a pile,…

Capturing stochastic behaviors in business and work processes is essential to quantitatively understand how nondeterminism is resolved when taking decisions within the process. This is of special interest in process mining, where event data…

In Persistent Homology and Topology, filtrations are usually given by introducing an ordered collection of sets or a continuous function from a topological space to $\R^n$. A natural question arises, whether these approaches are equivalent…

We are considering typed hierarchies of total, continuous functionals using complete, separable metric spaces at the base types. We pay special attention to the so called Urysohn space constructed by P. Urysohn. One of the properties of the…

We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…

Let $x_1,x_2,...,x_n$ be the zeroes of a polynomial P(x) of degree n and $y_1,y_2,...,y_m$ be the zeroes of another polynomial Q(y) of degree m. Our object of study is the permanent $\per(1/(x_i-y_j))_{1\le i\le n, 1\le j\le m}$, here named…

Let $\mathcal{K}=(K,v,\ldots)$ be a dp-minimal expansion of a non-trivially valued field of characteristic $0$ and $\mathcal{F}$ an infinite field interpretable in $\mathcal{K}$. Assume that $\mathcal{K}$ is one of the following: (i)…

Let us denote ${\cal V}$, the finite dimensional vector spaces of functions of the form $\psi(x) = p_n(x) + f(x) p_m(x)$ where $p_n(x)$ and $p_m(x)$ are arbitrary polynomials of degree at most $n$ and $m$ in the variable $x$ while $f(x)$…

It is shown by constructing Rohlins canonical measures that for a strictly stationary, d-dimensional vector-valued process X there exists another strictly stationary d-dimensional process U with uniform one-dimensional marginals and with…

General sufficient conditions are given for absolute continuity and convergence in variation of the distributions of the unctionals on a probability space, generated by a Poisson point measure. The phase space of the Poisson point measure…

In this paper, we aim to study a stochastic process from a macro point of view, and thus periodic solution of a stochastic process in distributional sense is introduced. We first give the definition and then establish the existence of…

We give a criterion for maps on ultrametric spaces to be surjective and to preserve spherical completeness. We show how Hensel's Lemma and the multi-dimensional Hensel's Lemma follow from our result. We give an easy proof that the latter…

For $X$, $Y$, $Z$ and $W$ compact metric spaces, consider two uniformly contractive IFS $\{\tau_x: Z\to Z,\, x\in x\}$ and $\{\tau_y:W\to W,\, y\in Y\}$. For a fixed $\alpha \in \mathcal{P}(X)$ with $supp(\alpha)=X$ we define the entropy of…

We show that the permanent of a matrix can be written as the expectation value of a function of random variables each with zero mean and unit variance. This result is used to show that Glynn's theorem and a simplified MacMahon theorem…

Many years ago B.S. Pitskel observed that the metric entropy of the shift transformation in the sample space of a stationary random process $X=\{X_n,\,n\in \mathbb Z\}$ with a countable number of states is equal to the conditional entropy…

Let $\Phi:\{0,1\}^{n}\longrightarrow\{0,1\}^{n}$. The asynchronous flows are (discrete time and real time) functions that result by iterating the coordinates $\Phi_{i}$ independently on each other. The purpose of the paper is that of…

The spectral density function describes the second-order properties of a stationary stochastic process on $\mathbb{R}^d$. This paper considers the nonparametric estimation of the spectral density of a continuous-time stochastic process…

We find conditions for stationary measures of random dynamical systems on surfaces having dissipative diffeomorphisms to be absolutely continuous. These conditions involve a uniformly expanding on average property in the future (UEF) and…