Related papers: Linear Multifractional Stable Motion: fine path pr…

In this paper, we will prove that the local time of a L\'evy process is of finite $p$-variation in the space variable in the classical sense, a.s. for any $p>2$, $t\geq 0$, if the L\'evy measure satisfies $\int_{R\setminus…

This paper investigates the distributed stochastic nonconvex and nonsmooth composite optimization problem. Existing stochastic typically rely on uniform step size strictly bounded by global network parameters, such as the maximum node…

We consider modeling for strong-strong beam-beam interactions beyond preceding linearized/perturbative methods such as soft gaussian approximation or FMM (HFMM) etc. In our approach discrete coherent modes, discovered before, and possible…

This paper investigates the stabilization and control problems for linear continuous-time mean-field systems (MFS). Under standard assumptions, necessary and sufficient conditions to stabilize the mean-field systems in the mean square sense…

This paper deals with the drift estimation in linear stochastic evolution equations (with emphasis on linear SPDEs) with additive fractional noise (with Hurst index ranging from 0 to 1) via least-squares procedure. Since the least-squares…

Certain disorder-free Hamiltonians can be non-ergodic due to a \emph{strong fragmentation} of the Hilbert space into disconnected sectors. Here, we characterize such systems by introducing the notion of `statistically localized integrals of…

Walking-assistive devices require adaptive control methods to ensure smooth transitions between various modes of locomotion. For this purpose, detecting human locomotion modes (e.g., level walking or stair ascent) in advance is crucial for…

Hidden Markov models (HMMs) are popular models to identify a finite number of latent states from sequential data. However, fitting them to large data sets can be computationally demanding because most likelihood maximization techniques…

The characterization of intermittency in turbulence has its roots in the K62 theory, and if no proper definition is to be found in the literature, statistical properties of intermittency were studied and models were developed in attempt to…

We investigate the distribution properties of the fractional L\'evy motion. We consider separately the cases $0<H<1/2$ (short memory) and $1/2<H<1$ (long memory), where $H$ is the Hurst parameter, and present the asymptotic behaviour of the…

We develop a unified and easy to use framework to study robust fully discrete numerical methods for nonlinear degenerate diffusion equations $$ \partial_t u-\mathfrak{L}^{\sigma,\mu}[\varphi(u)]=f \quad\quad\text{in}\quad\quad…

Sensitivity analysis w.r.t. the long-range/memory noise parameter for probability distributions of functionals of solutions to stochastic differential equations is an important stochastic modeling issue in many applications. In this paper…

We consider the classical estimation problem of an unknown drift parameter within classes of nondegenerate diffusion processes. Using rough path theory (in the sense of T. Lyons), we analyze the Maximum Likelihood Estimator (MLE) with…

The Stochastic Loewner equation, introduced by Schramm, gives us a powerful way to study and classify critical random curves and interfaces in two-dimensional statistical mechanics. New kind of stochastic Loewner equation, called fractional…

This paper investigates the robust stability and stabilization analysis of interval fractional-order systems with time-varying delay. The stability problem of such systems is solved first, and then using the proposed results a stabilization…

Human Motion Segmentation (HMS), which aims to partition a video into non-overlapping segments corresponding to different human motions, has recently attracted increasing research attention. Existing HMS approaches are predominantly based…

It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…

The 1-D Two-Fluid Model (TFM) promises a powerful and computationally cheap platform for simulating multi-fluid flow phenomena. However, runaway Kelvin-Helmholtz instabilities plagued previous approaches, necessitating aphysical…

Stability margins for linear time-varying (LTV) and switched-linear systems are traditionally computed via quadratic Lyapunov functions, and these functions certify the stability of the system under study. In this work, we show how the more…

The characteristic feature of semi-selfsimilar process is the invariance of its finite dimensional distributions by certain dilation for specific scaling factor. Estimating the scale parameter $\lambda$ and the Hurst index of such processes…