Related papers: Almost sure invariance principle for sequential an…
The aim of this paper it to establish sufficient conditions for consistency of moving block bootstrap for non-stationary time series with periodic and almost periodic structure. The parameter of the study is the mean value of the…
Inference for mechanistic models is challenging because of nonlinear interactions between model parameters and a lack of identifiability. Here we focus on a specific class of mechanistic models, which we term stable differential equations.…
We consider a ranking and selection (R&S) problem with the goal to select a system with the largest or smallest expected performance measure among a number of simulated systems with a pre-specified probability of correct selection. Fully…
We prove a weak iterated invariance principle for a large class of non-uniformly expanding random dynamical systems. In addition, we give a quenched homogenization result for fast-slow systems in the case when the fast component corresponds…
Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
We study the stability of a vector field associated to a nearly-integrable Hamiltonian dynamical system to which a dissipation is added. Such a system is governed by two parameters, named the perturbing and dissipative parameters, and it…
Dynamical systems governed by priority rules appear in the modeling of emergency organizations and road traffic. These systems can be modeled by piecewise linear time-delay dynamics, specifically using Petri nets with priority rules. A…
We analyze the effect of additive fractional noise with Hurst parameter $H > \frac{1}{2}$ on fast-slow systems. Our strategy is based on sample paths estimates, similar to the approach by Berglund and Gentz in the Brownian motion case. Yet,…
We give rates of convergence in the strong invariance principle for stationary sequences satisfying some projective criteria. The conditions are expressed in terms of conditional expectations of partial sums of the initial sequence. Our…
This paper addresses invariance principles for a certain class of switched nonlinear systems. We provide an extension of LaSalle's Invariance Principle for these systems and state asymptotic stability criteria. We also present some related…
This work is devoted to almost sure and moment exponential stability of regime-switching jump diffusions. The Lyapunov function method is used to derive sufficient conditions for stabilities for general nonlinear systems; which further…
In this paper we provide a rigorous mathematical foundation for continuous approximations of a class of systems with piece-wise continuous functions. By using techniques from the theory of differential inclusions, the underlying piece-wise…
We consider a problem of statistical estimation of an unknown drift parameter for a stochastic differential equation driven by fractional Brownian motion. Two estimators based on discrete observations of solution to the stochastic…
We establish an invariance principle for a one-dimensional random walk in a dynamical random environment given by a speed-change exclusion process. The jump probabilities of the walk depend on the configuration of the exclusion in a finite…
Recent works on electric bubbles (including the experimental demonstration of electric skyrmions) constitute a breakthrough akin to the discovery of magnetic skyrmions some 15 years ago. So far research has focused on obtaining and…
We obtain an elementary invariance principle for multi-dimensional Brownian sheet where the underlying random fields are not necessarily independent or stationary. Possible applications include unit-root tests for spatial as well as panel…
In this paper we obtain an almost sure invariance principle for convergent sequences of either Anosov diffeomorphisms or expanding maps on compact Riemannian manifolds and prove an ergodic stability result for such sequences. The sequences…
Building upon previous works by Young, Chernov-Zhang and Bruin-Melbourne-Terhesiu, we present a general scheme to improve bounds on the statistical properties (in particular, decay of correlations, and rates in the almost sure invariant…
Let $X$ be the sum of a fractional Brownian motion with Hurst parameter $H$ and an absolutely continuous and adapted drift process. We establish a simple criterion that guarantees that the law of $X$ is absolutely continuous with respect to…