Related papers: On convergence rate for Erlang--Sevastyanov type m…
We consider the problem of estimating the autocorrelation operator of an autoregressive Hilbertian process. By means of a Tikhonov approach, we establish a general result that yields the convergence rate of the estimated autocorrelation…
We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…
In this article, we study the convergence behavior of the regularization-based algorithm for solving the polynomial regression model when both input data and responses are from infinite-dimensional Hilbert spaces. We derive convergence…
We first propose the concept of Stepanov-like weighted pseudo-almost automorphic on time-space scales and we apply this type of oscillation to high-order BAM neural networks with mixed delays. Then, we study the existence and exponential…
The situation of the metastable phase decay on the several types of heterogeneous centers is considered. This publication directly continues " [email protected] get 0001104 ". Here we give the results of numerical modeling for the total…
We investigate the large population dynamics of a family of stochastic particle systems with three-state cyclic individual behaviour and parameter-dependent transition rates. On short time scales, the dynamics turns out to be approximated…
In this paper, a delay Vlasov-Fokker-Planck equation associated to a stochastic interacting particle system with delay is investigated analytically. Under certain restrictions on the parameters well-posedness and ergodicity of the…
Modeling univariate block maxima by the generalized extreme value distribution constitutes one of the most widely applied approaches in extreme value statistics. It has recently been found that, for an underlying stationary time series,…
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes with killing on $[0,\infty)$. We obtain criteria for the exponential convergence to a unique quasi-stationary distribution in total…
The approximation of functions in Orlicz space by multivariate operators on simplex is considered. The convergence rate is given by using modulus of smoothness.
We continue the study of a model for heat conduction consisting of a chain of non-linear oscillators coupled to two Hamiltonian heat reservoirs at different temperatures. We establish existence of a Liapunov function for the chain dynamics…
We consider estimation of covariance matrices and their inverses (a.k.a. precision matrices) for high-dimensional stationary and locally stationary time series. In the latter case the covariance matrices evolve smoothly in time, thus…
Consider a sequence $P_n$ of positive recurrent transition matrices or kernels that approximate a limiting infinite state matrix or kernel $P_{\infty}$. Such approximations arise naturally when one truncates an infinite state Markov chain…
Obtaining estimates of the convergence rate of the regenerating process $Q(t)$ whose value at time $t$ is equal to the number of claims in the system $ M \backslash G \backslash \infty $ at this moment, to the limit (stationary) regime.
We present an example of a highly connected closed network of servers, where the time correlations do not go to zero in the infinite volume limit. This phenomenon is similar to the continuous symmetry breaking at low temperatures in…
We introduce an algorithm based on semidefinite programming that yields increasing (resp. decreasing) sequences of lower (resp. upper) bounds on polynomial stationary averages of diffusions with polynomial drift vector and diffusion…
We study the pointwise convergence of Landau type Schr\"odinger operators within the fractional Sobolev space $W^{s,p}(\mathbb R)$. Our results extend those established by Bailey (Rev. Mat. Iberoam., 29 (2): 531-546, 2013) and Yuan, Zhao…
We consider the relationship between stationary distributions for stochastic models of reaction systems and Lyapunov functions for their deterministic counterparts. Specifically, we derive the well known Lyapunov function of reaction…
We study a queueing system with Erlang arrivals with $k$ phases and Erlang service with $m$ phases. Transition rates among phases vary periodically with time. For these systems, we derive the asymptotic periodic distribution of the level…
We propose an algorithm to estimate the common density $s$ of a stationary process $X_1,...,X_n$. We suppose that the process is either $\beta$ or $\tau$-mixing. We provide a model selection procedure based on a generalization of Mallows'…