Related papers: Linear rigidity of stationary stochastic processes

We prove a strong approximation result for the empirical process associated to a stationary sequence of real-valued random variables, under dependence conditions involving only indicators of half lines. This strong approximation result also…

We give necessary and sufficient conditions for a multivariate stationary stochastic process to be completely regular. We also give the answer to a question of V.V. Peller concerning the spectral measure characterization of such processes.

We show that every finitely-generated non-amenable linear group over a field of characteristic zero admits an ergodic action which is rigid in the sense of Popa. If this group has trivial solvable radical, we prove that these actions can be…

Determinantal point processes are characterized by a special structural property of the correlation functions: they are given by minors of a correlation kernel. However, unlike the correlation functions themselves, this kernel is not…

We say that a subset $S\subseteq F_N$ is \emph{spectrally rigid} if whenever $T_1, T_2\in cv_N$ are points of the (unprojectivized) Outer space such that $||g||_{T_1}=||g||_{T_2}$ for every $g\in S$ then $T_1=T_2$ in $\cvn$. It is…

We give sufficient conditions for the number rigidity of a translation invariant or periodic point process on $\mathbb{R}^d$, where $d=1,2$. That is, the probability distribution of the number of particles in a bounded domain $\Lambda…

Stabilization of non-stationary linear systems over noisy communication channels is considered. Stochastically stable sources, and unstable but noise-free or bounded-noise systems have been extensively studied in information theory and…

In this paper, we study a notion of local stationarity for discrete time Markov chains which is useful for applications in statistics. In the spirit of some locally stationary processes introduced in the literature, we consider triangular…

We study the relationships between three different classes of sequences (or sets) of integers, namely rigidity sequences, Kazhdan sequences (or sets) and nullpotent sequences. We prove that rigidity sequences are non-Kazhdan and nullpotent,…

This paper investigates the robustness of exponential stability of a class of switched systems described by linear functional differential equations under arbitrary switching. We will measure the stability robustness of such a system,…

A ring is rigid if there is no nonzero locally nilpotent derivation on it. In terms of algebraic geometry, a rigid coordinate ring corresponds to an algebraic affine variety which does not allow any nontrivial algebraic additive group…

The sine process is a rigid point process on the real line, which means that for almost all configurations $X$, the number of points in an interval $I = [-R,R]$ is determined by the points of $X$ outside of $I$. In addition, the points in…

We consider a class of matrices with a specific structure that arises, among other examples, in dynamic models for biological regulation of enzyme synthesis (Tyson and Othmer, 1978). We first show that a stability condition given in (Tyson…

We show that static data structure lower bounds in the group (linear) model imply semi-explicit lower bounds on matrix rigidity. In particular, we prove that an explicit lower bound of $t \geq \omega(\log^2 n)$ on the cell-probe complexity…

In this paper we study the asymptotic behavior of linear processes having as innovations mean zero, square integrable functions of stationary reversible Markov chains. In doing so we shall preserve the generality of coefficients assuming…

We present here an elementary example, for every fixed positive integer $k,$ of a strictly stationary nongaussian stochastic process in discrete time, all of whose $k$-marginals are gaussian.

Let $X$ be a stationary process with values in some $\sigma$-finite measured state space $(E,\mathcal{E},\pi)$, indexed by ${\mathbb Z}$. Call ${\mathcal F}^X$ its natural filtration. In \cite{ceillierstationary}, sufficient conditions were…

We prove several results concerning classifications, based on successive observations $(X_1,..., X_n)$ of an unknown stationary and ergodic process, for membership in a given class of processes, such as the class of all finite order Markov…

We consider random resistor networks with nodes given by a point process on $\mathbb{R}^d$ and with random conductances. The length range of the electrical filaments can be unbounded. We assume that the randomness is stationary and ergodic…

We propose a simple continuum model to interpret the shearing motion of dense, dry and cohesion-less granular media. Compressibility, dilatancy and Coulomb-like friction are the three basic ingredients. The granular stress is split into a…