Related papers: On the log quantile difference of the temporal agg…
This paper is motivated by modeling the cycle-to-cycle variability associated with the resistive switching operation behind memristors. As the data are by nature curves, functional principal component analysis is a suitable candidate to…
We discuss interplays between log-concave functions and log-concave sequences. We prove a Bernstein-type theorem, which characterizes the Laplace transform of log-concave measures on the half-line in terms of log-concavity of the…
We present here a simple method for computing the large deviation of long time average for stochastic jump processes. We show that the computation of the rate function can be reduced to that of a partial differential equation governing the…
We show that in the framework of one-dimensional Bohmian Quantum Mechanics[1], for a particle subject to a potential undergoing a weak adiabatic change, the time averages of the particle's positions typically differ markedly from the…
In this article, the complete moment convergence for the partial sum of moving average processes $\{X_n=\sum_{i=-\infty}^{\infty}a_iY_{i+n},n\ge 1\}$ is estabished under some proper conditions, where $\{Y_i,-\infty<i<\infty\}$ is a sequence…
Stationary processes have been extensively studied in the literature. Their applications include modeling and forecasting numerous real life phenomena such as natural disasters, sales and market movements. When stationary processes are…
The standard approach for studying the periodic ARMA model with coefficients that vary over the seasons is to express it in a vector form. In this paper we introduce an alternative method which views the periodic formulation as a time…
In this paper, we study a multivariate version of the generalized counting process (GCP) and discuss its various time-changed variants. The time is changed using random processes such as the stable subordinator, inverse stable subordinator,…
We propose a two-dimensional model for a complete description of the dynamics of molecular motors, including both the processive movement along track filaments and the dissociation from the filaments. The theoretical results on the…
We define a class of multivariate maxima of moving multivariate maxima, generalising the M4 processes. For these stationary multivariate time series we characterise the joint distribution of extremes and compute the multivariate extremal…
For moving average processes with random coefficients and heavy-tailed innovations that are weakly dependent in the sense of strong mixing and local dependence condition $D'$ we study joint functional convergence of partial sums and maxima.…
Additive processes are obtained from L\'{e}vy ones by relaxing the condition of stationary increments, hence they are spatially (but not temporally) homogeneous. By analogy with the case of time-homogeneous Markov processes, one can define…
The slow dynamics for a colloidal suspension of particles interacting with a hard-core repulsion complemented by a short-ranged attraction is discussed within the frame of mode-coupling theory for ideal glass transitions for parameter…
This paper studies the invertibility property of continuous time moving average processes driven by a L\'evy process. We provide of sufficient conditions for the recovery of the driving noise. Our assumptions are specified via the kernel…
In this paper we study the problem of statistical inference for a continuous-time moving average L\'evy process of the form $$Z_{t} = \int_{\mathbb{R}}\mathcal{K}(t-s)\, dL_{s},\quad t\in\mathbb{R}$$ with a deterministic kernel (\K\) and a…
Time irreversibility, which characterizes nonequilibrium processes, can be measured based on the probabilistic differences between symmetric vectors. To simplify the quantification of time irreversibility, symmetric permutations instead of…
When analysing time series an important issue is to decide whether the time series is stationary or a random walk. Relaxing these notions, we consider the problem to decide in favor of the I(0)- or I(1)-property. Fixed-sample statistical…
Stochastic biochemical and transport processes have various final outcomes, and they can be viewed as dynamic systems with multiple exits. Many current theoretical studies, however, typically consider only a single time scale for each…
When computing the properties of reactions involving unstable charged particles care has to be taken to use a gauge invariant amplitude. In this talk we present methods to (automatically) obtain such an amplitude, both at the tree level and…
A different perspective on the long-standing problem of amorphous solidification is offered, based on an alternative definition of a solid as a porous medium. General, model-free results are obtained concerning the growing dynamic length…