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A statistical model of discrete finite length random processes with negative power law spectral densities is presented. The definition of terms is followed by a description of the spectral density trend. An algorithmic construction of…
The classical Haar construction of Brownian motion uses a binary tree of triangular wedge-shaped functions. This basis has compactness properties which make it especially suited for certain classes of numerical algorithms. We present a…
We consider continuous space-time decay-surge population models which are semi- stochastic processes for which deterministically declining populations, bound to fade away, are rein- vigorated at random times by bursts or surges of random…
Although the \emph{residual method}, or \emph{constrained regularization}, is frequently used in applications, a detailed study of its properties is still missing. This sharply contrasts the progress of the theory of Tikhonov…
In this paper, we investigate the exponential ergodicity in a Wasserstein-type distance for a damping Hamiltonian dynamics with state-dependent and non-local collisions, which indeed is a special case of piecewise deterministic Markov…
I formulate an entropy-rate maximization problem at the observable level for stochastic processes observed through an information-reducing observation map. For a visible stationary law, the map determines an observational fiber of hidden…
We derive explicit asymptotic expansions of the density of the supremum of a strictly stable process when the index $\alpha$ is not rational. In the case when parameters $\alpha$ and $\rho=\p(X_1>0)$ satisfy $\rho+k=l/\alpha$ for some…
Invertible processes are central to functional time series analysis, making the estimation of their defining operators a key problem. While asymptotic error bounds have been established for specific ARMA models on $L^2[0,1]$, a general…
Deformation of material lines drives transport and dissipation in many industrial and natural flows. Here we report an exact Eulerian formula for the stretching rate of a material line, also known as the topological entropy, in a prototype…
We study conditions under which a given hypergraph is randomly robust Hamiltonian, which means that a random sparsification of the host graph contains a Hamilton cycle with high probability. Our main contribution provides nearly optimal…
Sequence memory is an essential attribute of natural and artificial intelligence that enables agents to encode, store, and retrieve complex sequences of stimuli and actions. Computational models of sequence memory have been proposed where…
The training of neural networks is usually monitored with a validation (holdout) set to estimate the generalization of the model. This is done instead of measuring intrinsic properties of the model to determine whether it is learning…
We define a diagonal entropy (d-entropy) for an arbitrary Hamiltonian system as $S_d=-\sum_n \rho_{nn}\ln \rho_{nn}$ with the sum taken over the basis of instantaneous energy states. In equilibrium this entropy coincides with the…
We consider the non-overlapping irreversible random sequential adsorption (RSA) process on one-dimensional finite line, which is known also as the car parking process. The probability of each coverage in saturating states is analytically…
For a fixed dimension $k\ge 1$, let us consider the randomly growing simplical complex on the vertex set $\{1,2,\dots,n\}$ defined as follows: We start with the empty complex, and for each $k+1$-element subset $\sigma$ of $\{1,2,\dots,n\}$,…
Hawkes process is a self-exciting point process with clustering effect whose intensity depends on its entire past history. It has wide applications in neuroscience, finance and many other fields. In this paper, we obtain a functional…
The rate of entropy production in a classical dynamical system is characterized by the Kolmogorov-Sinai entropy rate $h_{\mathrm{KS}}$ given by the sum of all positive Lyapunov exponents of the system. We prove a quantum version of this…
In this paper we present a systematic study of regular sequences of quasi-nonexpansive operators in Hilbert space. We are interested, in particular, in weakly, boundedly and linearly regular sequences of operators. We show that the type of…
We suggest to construct infinite stochastic binary sequences by associating one of the two symbols of the sequence with the renewal times of an underlying renewal process. Focusing on stationary binary sequences corresponding to delayed…
The Katznelson-Tzafriri theorem is a central result in the asymptotic theory of discrete operator semigroups. It states that for a power-bounded operator $T$ on a Banach space we have $||T^n(I-T)\|\to0$ if and only if…