Related papers: From intersection local time to the Rosenblatt pro…
A variation of Rosenstock's trapping model in which $N$ independent random walkers are all initially placed upon a site of a one-dimensional lattice in the presence of a {\em one-sided} random distribution (with probability $c$) of…
The telegraph process models a random motion with finite velocity and it is usually proposed as an alternative to diffusion models. The process describes the position of a particle moving on the real line, alternatively with constant…
We study equilibration of an isolated quantum system by mapping it onto a network of classical oscillators in Hilbert space. By choosing a suitable basis for this mapping, the degree of locality of the quantum system reflects in the…
For finite random systems, it is possible to define two types of variances (noises). It is demonstrated that their ratio is useful in calculating the correlation length of an infinite and rather general random system, as a function of…
We prove that we can identify three types of pointwise behaviour in the regularity of the (generalized) Rosenblatt process. This extends to a non Gaussian setting previous results known for the (fractional) Brownian motion. On this purpose,…
In this paper, we consider an extension of the Poisson random measure for the formulation of continuous-time reinforcement learning, such that both the frequency and the width of the jumps depend on the path. Starting from a general point…
In this article we study a homogeneous transient diffusion process $X$. We combine the theories of differential equations and of stochastic processes to obtain new results for homogeneous diffusion processes, generalizing the results of…
In a 1976 paper published in Science, Knuth presented an algorithm to sample (non-uniform) self-avoiding walks crossing a square of side k. From this sample, he constructed an estimator for the number of such walks. The quality of this…
The TCP window size process appears in the modeling of the famous Transmission Control Protocol used for data transmission over the Internet. This continuous time Markov process takes its values in [0, \infty), is ergodic and irreversible.…
Hamiltonian learning protocols are essential tools to benchmark quantum computers and simulators. Yet rigorous methods for time-dependent Hamiltonians and Lindbladians remain scarce despite their wide use. We close this gap by learning the…
We discuss several examples of point processes (all taken from Hough, Krishnapur, Peres, Vir\'ag (2009)) for which the autocorrelation and diffraction measures can be calculated explicitly. These include certain classes of determinantal and…
Let $X=(X_t)_{t\geq 0}$ be a known process and $T$ an unknown random time independent of $X$. Our goal is to derive the distribution of $T$ based on an iid sample of $X_T$. Belomestny and Schoenmakers (2015) propose a solution based the…
We define a time dependent empirical process based on $n$ independent fractional Brownian motions and describe strong approximations to it by Gaussian processes. They lead to strong approximations and functional laws of the iterated…
Regularly varying stochastic processes are able to model extremal dependence between process values at locations in random fields. We investigate the empirical extremogram as an estimator of dependence in the extremes. We provide conditions…
This paper discusses the possibility of constructing time-independent solutions to the collisionless Boltzmann equation which depend on quantities other than global isolating integrals such as energy and angular momentum. The key point is…
A local, time-retarded hidden variable model is described that fits the recently measured EPR data from the Innsbruck collaboration. The model is based on the idea that waves in the zero-point field convey information from the detectors to…
Accurate estimation for extent of cross{sectional dependence in large panel data analysis is paramount to further statistical analysis on the data under study. Grouping more data with weak relations (cross{sectional dependence) together…
Consider a particle which is randomly accelerated by Gaussian white noise on the line segment $0<x<1$ and is absorbed as soon as it reaches $x=0$ or $x=1$. The mean absorption time $T(x,v)$, where $x$ and $v$ denote the initial position and…
From a continuous-time long memory stochastic process, a discrete-time randomly sampled one is drawn. We investigate the second-order properties of this process and establish some time-and frequency-domain asymptotic results. We mainly…
In this article we propose a novel method to estimate the frequency distribution of linguistic variables while controlling for statistical non-independence due to shared ancestry. Unlike previous approaches, our technique uses all available…