Related papers: Extended Conditional G-Expectations and Related St…
The objective of this paper is to characterize the structure of the set $\Theta$ for a continuous ergodic upper probability $\mathbb{V}=\sup_{P\in\Theta}P$ (Theorem \ref {main result}): . $\Theta$ contains a finite number of ergodic…
The data generated by long-delayed dynamical systems can be organized in patterns by means of the so-called spatio-temporal representation, uncovering the role of multiple time-scales as independent degrees of freedom. However, their…
Many astronomical phenomena, including Fast Radio Bursts and Soft Gamma Repeaters, consist of brief, separated, seemingly aperiodic events. The intervals between these events vary randomly, but there are epochs of greater activity, with…
We present a systematic short time expansion for the generating function of the one point height probability distribution for the KPZ equation with droplet initial condition, which goes much beyond previous studies. The expansion is checked…
The purpose of this paper is to study various monotonicity conditions of the period function $T(c)$ (energy-dependent) for potential systems $\ddot x + g(x)=0$ with a center at the origin 0. We had before identified a family of new criteria…
Conditional Equi-concentration of Types on I-projections (ICET) and Extended Gibbs Conditioning Principle (EGCP) provide an extension of Conditioned Weak Law of Large Numbers and of Gibbs Conditioning Principle to the case of non-unique…
Let $\mathbb{\hat{E}}$ be the upper expectation of a weakly compact but non-dominated family $\mathcal{P}$ of probability measures. Assume that $Y$ is a $d$-dimensional $\mathcal{P}$-semimartingale under $\mathbb{\hat{E}}$. Given an open…
Motivated by the growing requirements on the operation of complex engineering systems, we present contracts as specifications for continuous-time linear dynamical systems with inputs and outputs. A contract is defined as a pair of…
Non-extensive systems do not allow to go to the thermodynamic limit. Therefore we have to reformulate statistical mechanics without invoking the thermodynamical limit. I.e. we have to go back to Pre-Gibbsian times. We show that Boltzmann's…
Predefined-time stability enables convergence within a user-specified time independent of initial conditions. Existing results are predominantly based on autonomous Lyapunov inequalities, where the predefined-time is realized through…
In this paper, we propose a class of discrete-time approximation schemes for stochastic optimal control problems under the $G$-expectation framework. The proposed schemes are constructed recursively based on piecewise constant policy. We…
This paper presents a wp-style calculus for obtaining bounds on the expected run-time of probabilistic programs. Its application includes determining the (possibly infinite) expected termination time of a probabilistic program and proving…
We analyse dissipative boundary conditions for nonlinear hyperbolic systems in one space dimension. We show that a previous known sufficient condition for exponential stability with respect to the C^1-norm is optimal. In particular a known…
A variety of phenomena in nuclear and high energy physics seemingly do not satisfy the basic hypothesis for possible stationary states to be of the type covered by Boltzmann-Gibbs (BG) statistical mechanics. More specifically, the system…
The Dynamical Gaussian Process Latent Variable Models provide an elegant non-parametric framework for learning the low dimensional representations of the high-dimensional time-series. Real world observational studies, however, are often…
Many inference problems involving questions of optimality ask for the maximum or the minimum of a finite set of unknown quantities. This technical report derives the first two posterior moments of the maximum of two correlated Gaussian…
This paper explores the Law of the Iterated Logarithm (LIL) for $m$-dependent sequences under the framework of sub-linear expectations. We first extend existing LIL results to sequences of independent, non-identically distributed random…
In this paper, we obtain a comparison theorem and a invariant representation theorem for backward stochastic differential equations (BSDEs) without any assumption on the second variable $z$. Using the two results, we further develop the…
This article is a presentation of specific recent results describing scaling limits of individual-based models. Thanks to them, we wish to relate the time-scales typical of demographic dynamics and natural selection to the parameters of the…
Consider a pair of random vectors $(\mathbf{X},\mathbf{Y}) $ and the conditional expectation operator $\mathbb{E}[\mathbf{X}|\mathbf{Y}=\mathbf{y}]$. This work studies analytic properties of the conditional expectation by characterizing…