Related papers: Skorokhod's M1 topology for distribution-valued pr…
We prove continuity of a controlled SDE solution in Skorokhod's $M_1$ and $J_1$ topologies and also uniformly, in probability, as a non-linear functional of the control strategy. The functional comes from a finance problem to model price…
Under proper scaling and distributional assumptions, we prove the convergence in the Skorokhod space endowed with the M_1-topology of a sequence of stochastic integrals of a deterministic function driven by a time-changed symmetric…
Predictive equivalence in discrete stochastic processes have been applied with great success to identify randomness and structure in statistical physics and chaotic dynamical systems and to inferring hidden Markov models. We examine the…
We study functional convergence of sums of moving averages with random coefficients and heavy-tailed innovations. Under some standard moment conditions and the assumption that all partial sums of the series of coefficients are a.s. bounded…
We present a general framework for weak convergence to decorated L\'evy processes in enriched spaces of c\`adl\`ag functions for vector-valued processes arising in deterministic systems. Applications include uniformly expanding maps and…
In order to approximate a continuous time stochastic process by discrete time Markov chains one has several options to embed the Markov chains into continuous time processes. On the one hand there is the Markov embedding, which uses…
We associate with the Grassmann algebra a topological algebra of distributions, which allows the study of processes analogous to the corresponding free stochastic processes with stationary increments, as well as their derivatives.
Various kinds of data are routinely represented as discrete probability distributions. Examples include text documents summarized by histograms of word occurrences and images represented as histograms of oriented gradients. Viewing a…
We present a new, systematic approach for analyzing network topologies. We first introduce the dK-series of probability distributions specifying all degree correlations within d-sized subgraphs of a given graph G. Increasing values of d…
Topologies on algebraic and equational theories are used to define germ determined, near-point determined, and point determined rings of smooth functions, without requiring them to be finitely generated. It is proved, that any commutative…
According to the Dudley-Wichura extension of the Skorohod representation theorem, convergence in distribution to a limit in a separable set is equivalent to the existence of a coupling with elements converging a.s. in the metric. A density…
The paper presents a factorization theorem for a certain class of stochastic processes. Skorohod spaces carry the rich structure of standard Borel spaces and appear to be suitable universal sample path spaces. We show that, if $\xi$ is a…
The goal of this paper is to investigate the tools of extreme value theory originally introduced for discrete time stationary stochastic processes (time series), namely the tail process and the tail measure, in the framework of continuous…
In the investigation of limits of Markov chains, the presence of states which become instantaneous states in the limit may prevent the convergence of the chain in the Skorohod topology. We present in this article a weaker topology adapted…
Smectic order on arbitrary curved substrate can be described by a differential form of rank one (1-form), whose geometric meaning is the differential of the local phase field of the density modulation. The exterior derivative of 1-form is…
Motivated by the Schwartz space of tempered distributions $\mathscr S^\prime$ and the Kondratiev space of stochastic distributions $\mathcal S_{-1}$ we define a wide family of nuclear spaces which are increasing unions of (duals of) Hilbert…
We construct and study branching Markov processes on the space of finite configurations of the state space of a given standard process, controlled by a branching kernel and a killing one. In particular, we may start with a superprocess,…
We study the asymptotic nature of geometric structures formed from a point cloud of observations of (generally heavy tailed) distributions in a Euclidean space of dimension greater than one. A typical example is given by the Betti numbers…
This article belongs to a subject, Directed Algebraic Topology, whose general aim is including non-reversible processes in the range of topology and algebraic topology. Here, as a further step, we also want to cover "critical processes",…
The study of time-inhomogeneous Markov jump processes is a traditional topic within probability theory that has recently attracted substantial attention in various applications. However, their flexibility also incurs a substantial…