Related papers: Linear rigidity of stationary stochastic processes

A class of nonlinear ARCH processes is introduced and studied. The existence of a strictly stationary and $\beta$-mixing solution is established under a mild assumption on the density of the underlying independent process. We give…

A necessary and sufficient condition is obtained for the existence of strong stationary times for ergodic one-dimensional diffusions, whatever the initial distribution. The strong stationary times are constructed through intertwinings with…

One of the main problem in prediction theory of discrete-time second-order stationary processes $X(t)$ is to describe the asymptotic behavior of the best linear mean squared prediction error in predicting $X(0)$ given $ X(t),$ $-n\le…

This paper studies stochastic boundedness of trajectories of a nonvanishing stochastically perturbed stable LTI system. First, two definitions on stochastic boundedness of stochastic processes are presented, then the boundedness is analyzed…

We revisit processes generated by iterated random functions driven by a stationary and ergodic sequence. Such a process is called strongly stable if a random initialization exists, for which the process is stationary and ergodic, and for…

We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…

Let X be a locally compact Polish space and let m be a reference Radon measure on X. Let $\Gamma_X$ denote the configuration space over X, that is, the space of all locally finite subsets of X. A point process on X is a probability measure…

We present spectrally disjoint Sidon automorphisms whose tensor squares are isomorphic to a planar shift. Spectra of such automorphisms do not possess the group property. To check the singularity of spectrum, we use polynomial rigidity of…

Let $(X,L)$ be a polarized smooth projective variety. For any basepoint-free linear system $\mathcal{L}_{V}$ with $V\subset H^{0}(X,\mathcal{O}_{X}(L))$ we consider the syzygy bundle $M_{V}$ as the kernel of the evaluation map $V\otimes…

We establish a rigidity theorem for Brendle and Hung's recent systolic inequality, which involves Gromov's notion of \(T^{\rtimes}\)-stabilized scalar curvature. Our primary technique is the construction of foliations by free boundary…

It was recently proved that any strictly stationary stochastic process can be viewed as an autoregressive process of order one with coloured noise. Furthermore, it was proved that, using this characterisation, one can define closed form…

We consider the piecewise-deterministic Markov process obtained by randomly switching between the flows generated by a finite set of smooth vector fields on a compact set. We obtain H\"ormander-type conditions on the vector fields…

By making use of the Langevin equation with a kernel, it was shown that the Feynman measure exp(-S) can be realized in a restricted sense in a diffusive stochastic process, which diverges and has no equilibrium, for bottomless systems. In…

We prove that any vector bundle computing the rank-two Clifford index of a smooth projective algebraic curve is linearly semistable. We also identify conditions under which such bundles become linearly stable, thereby addressing a question…

We study systems of simple point processes that admit stochastic intensities. We represent these point processes as thinnings of Poisson measures and are interested in a convergence result of such systems. This result states that, if the…

Multifractal analysis of stochastic processes deals with the fine scale properties of the sample paths and seeks for some global scaling property that would enable extracting the so-called spectrum of singularities. In this paper we…

Provably finding stationary points on bounded-rank tensors turns out to be an open problem [E. Levin, J. Kileel, and N. Boumal, Math. Program., 199 (2023), pp. 831--864] due to the inherent non-smoothness of the set of bounded-rank tensors.…

We consider a random walk on a discrete connected graph having some infinite branches plus finitely many vertices with finite degrees. We find the generator of a strong stationary dual in the sense of Fill, and use it to find some…

Let $ K(X_1, \ldots, X_n)$ and $H(X_n | X_{n-1}, \ldots, X_1)$ denote the Kolmogorov complexity and Shannon's entropy rate of a stationary and ergodic process $\{X_i\}_{i=-\infty}^\infty$. It has been proved that \[ \frac{K(X_1, \ldots,…

Let $\sigma$ be a non-atomic, infinite Radon measure on $\mathbb R^d$, for example, $d\sigma(x)=z\,dx$ where $z>0$. We consider a system of freely independent particles $x_1,\dots,x_N$ in a bounded set $\Lambda\subset\mathbb R^d$, where…