Related papers: Testing whether jumps have finite or infinite acti…
Recently we have introduced a new model of infinite computation by extending the operation of ordinary Turing machines into transfinite ordinal time. In this paper we will show that the infinite time Turing machine analogue of Post's…
In this paper we propose several variants to perform the independence test between two random elements based on recurrence rates. We will show how to calculate the test statistic in each one of these cases. From simulations we obtain that…
We prove the global asymptotic equivalence between the experiments generated by the discrete (high frequency) or continuous observation of a path of a time inhomogeneous jump-diffusion process and a Gaussian white noise experiment. Here,…
A test of the null hypothesis that a hazard rate is monotone nondecreasing, versus the alternative that it is not, is proposed. Both the test statistic and the means of calibrating it are new. Unlike previous approaches, neither is based on…
The relation between finite isokinetic thermostats and infinite Hamiltonian thermostats is studied and their equivalence is heuristically discussed.
In this paper, we study a class of self-exciting point processes. The intensity of the point process has a nonlinear dependence on the past history and time. When a new jump occurs, the intensity increases and we expect more jumps to come.…
For a system to qualify as a quantum fluid, quantum-statistical effects should operate in addition to quantum-mechanical ones. Here, we address the hitherto unexplored dynamical condition for the quantum-statistical effects to be…
We propose three test criteria each of which is appropriate for testing, respectively, the equivalence hypotheses of symmetry, of homogeneity, and of independence, with multivariate data. All quantities have the common feature of involving…
Jumping automata are finite automata that read their input in a non-consecutive manner, disregarding the order of the letters in the word. We introduce and study jumping automata over infinite words. Unlike the setting of finite words,…
The aim of this paper is to solve an optimal investment, consumption and life insurance problem when the investor is restricted to capital guarantee. We consider an incomplete market described by a jump-diffusion model with stochastic…
Symmetric random walks in $R^d$ and $Z^d$ are considered. It is assumed that the jump distribution density has moderate tails, i.e., several density moments are finite, including the second one. The global (for all $x$ and $t$) asymptotic…
Martin's Conjecture states that every definable function on the Turing degrees is either constant or increasing, and that every increasing function is an iterate of the Turing jump. This classification has already been corroborated for the…
We consider several families of long jump random walks on groups of polynomial volume growth which are naturally expected to have a stable-like behavior. We then prove optimal pseudo-Poincar\'e inequalities for these walks. These…
We introduce a method for proving almost sure termination in the context of lambda calculus with continuous random sampling and explicit recursion, based on ranking supermartingales. This result is extended in three ways. Antitone ranking…
We develop a method to solve, theoretically and numerically, general optimal stopping problems. Our general setting allows for multiple exercise rights, i.e., optimal multiple stopping, for a robust evaluation that accounts for model…
We consider discrete-time observations of a continuous martingale under measurement error. This serves as a fundamental model for high-frequency data in finance, where an efficient price process is observed under microstructure noise. It is…
We treat the problem of testing independence between m continuous variables when m can be larger than the available sample size n. We consider three types of test statistics that are constructed as sums or sums of squares of pairwise rank…
A key trait of stochastic optimizers is that multiple runs of the same optimizer in attempting to solve the same problem can produce different results. As a result, their performance is evaluated over several repeats, or runs, on the…
In competing risks models, cumulative incidence functions are commonly compared to infer differences between groups. Many existing inference methods, however, struggle when these functions cross during the time frame of interest. To address…
We study three aspects of work statistics in the context of the fluctuation theorem for the quantum spin chains up to $1024$ sites by numerical methods based on matrix-product states (MPS). First, we use our numerical method to evaluate the…