Related papers: Extended Conditional G-Expectations and Related St…
The asymptotic freeness of independent unitarily invariant $N\times N$ random matrices holds in expectation up to $O(N^{-2})$. An already known consequence is the infinitesimal freeness in expectation. We put in evidence another consequence…
We analyze an optimal stopping problem with a series of inequality-type and equality-type expectation constraints in a general non-Markovian framework. We show that the optimal stopping problem with expectation constraints (OSEC) in an…
Given a stochastic structure with a filtration $\mathbb{F}$, the class of all random times whose conditional distribution functions are differentiable with respect to some $\mathbb{F}$ adapted non decreasing processes is considered. The…
We study semi-dynamical systems associated to delay differential equations. We give a simple criteria to obtain weak and strong persistence and provide sufficient conditions to guarantee uniform persistence. Moreover, we show the existence…
We identify the dynamical heterogeneities as an essential prerequisite for stretched exponential relaxation in dynamically frustrated systems. This heterogeneity takes the form of ordered domains of finite but diverging lifetime for…
We give a characterization of the relaxation time up to an absolute constant factor, in terms of stationary expected hitting times of large sets. This resolves a conjecture of Aldous and Fill. We give a similar characterization for the…
We give a sufficient condition for exponential stability of a network of lossless telegrapher's equations, coupled by linear time-varying boundary conditions. The sufficient conditions is in terms of dissipativity of the couplings, which is…
In dynamical systems composed of interacting parts, conditional exponents, conditional exponent entropies and cylindrical entropies are shown to be well defined ergodic invariants which characterize the dynamical selforganization and…
A necessary and sufficient condition is given for a subshift presentation to have a continuous $g$-function. An invariant necessary and sufficient condition is formulated for a subshift to posses a presentation that has a continuous…
We address entropic uncertainty relations between time and energy or, more precisely, between measurements of an observable $G$ and the displacement $r$ of the $G$-generated evolution $e^{-ir G}$. We derive lower bounds on the entropic…
This paper presents new results concerning the observer design for wide classes of nonlinear systems with both sampled and delayed measurements. By using a small gain approach we provide sufficient conditions, which involve both the delay…
We show that any cadlag predictable process of finite variation is an a.s. limit of elementary predictable processes; it follows that predictable stopping times can be approximated `from below' by predictable stopping times which take…
Configurational entropy has been revealed as a reliable method for constraining some parameters of a given model [Phys. Rev. D \textbf{92} (2015) 126005, Eur. Phys. J. C \textbf{76} (2016) 100]. In this letter we calculate the…
Recently, D. Williams \cite{williams} gave an explicit example of a random time $\rho $ associated with Brownian motion such that $\rho $ is not a stopping time but $\mathbb{E}M_{\rho}=\mathbb{E}M_{0}$ for every bounded martingale $M$. The…
In a group sequential clinical trial, accumulated data are analysed at numerous time-points in order to allow early decisions about a hypothesis of interest. These designs have historically been recommended for their ethical, administrative…
By embedding uncertainty into time, we obtain a conjoint axiomatic characterization of both Exponential Discounting and Subjective Expected Utility that accommodates arbitrary state and outcome spaces. In doing so, we provide a novel and…
This paper deals with the stability analysis problem of discrete-time switched linear systems with ranged dwell time. A novel concept called L-switching-cycle is proposed, which contains sequences of multiple activation cycles satisfying…
Expressions are given for the truncated fractional moments $E X_+^p$ of a general stable law. These involve families of special functions that arose out of the study of multivariate stable densities and probabilities. As a particular case,…
In this paper, with the notion of independent identically distributed (IID) random variables under sublinear expectations introduced by Peng [7-9], we investigate moment bounds for IID sequences under sublinear expectations. We can obtain a…
We present new explicit exponential stability conditions for the linear scalar neutral equation with two variable coefficients and delays $$ (x(t)-a(t)x(g(t)))'=-b(t)x(h(t)), $$ where $|a(t)|<1$, $b(t)\geq 0$, $h(t)\leq t$, $g(t)\leq t$, in…