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Many applications -- from planning and scheduling to problems in molecular biology -- rely heavily on a temporal reasoning component. In this paper, we discuss the design and empirical analysis of algorithms for a temporal reasoning system…
Consider two stationary time series with heavy-tailed marginal distributions. We aim to detect whether they have a causal relation, that is, if a change in one causes a change in the other. Usual methods for causal discovery are not well…
We address the problem of policy evaluation in discounted Markov decision processes, and provide instance-dependent guarantees on the $\ell_\infty$-error under a generative model. We establish both asymptotic and non-asymptotic versions of…
Intuition suggests that passage times across a region increases with the number of barriers along the path. Can this fail depending on the nature of the barrier? To probe this fundamental question, we exactly solve for the first passage…
This paper introduces a discrete-time fractional Poisson process defined as a renewal process, where the waiting times follow a discrete Mittag-Leffler distribution. We investigate its fundamental properties by explicitly deriving the…
Let $X$ be the number of $k$-term arithmetic progressions contained in the $p$-biased random subset of the first $N$ positive integers. We give asymptotically sharp estimates on the logarithmic upper-tail probability $\log \Pr(X \ge E[X] +…
State convergence is essential in several scientific areas, e.g. multi-agent consensus/disagreement, distributed optimization, monotone game theory, multi-agent learning over time-varying networks. This paper is the first on state…
We prove the global asymptotic equivalence between the experiments generated by the discrete (high frequency) or continuous observation of a path of a time inhomogeneous jump-diffusion process and a Gaussian white noise experiment. Here,…
In this article, we study hook lengths in $\ell$-regular partitions and $\ell$-distinct partitions. More precisely, we establish hook length inequalities between $\ell$-regular partitions and $\ell$-distinct partitions for hook lengths $2$…
We show that bootstrap methods based on the positivity of probability measures provide a systematic framework for studying both synchronous and asynchronous nonequilibrium stochastic processes on infinite lattices. First, we formulate…
We establish abstract limit theorems which provide sufficient conditions for a sequence $(A_{l})$ of rare events in an ergodic probability preserving dynamical system to exhibit Poisson asymptotics, and for the consecutive positions inside…
When a spatial process is recorded over time and the observation at a given time instant is viewed as a point in a function space, the result is a time series taking values in a Banach space. To study the spatio-temporal extremal dynamics…
This paper studies scheduling coupled tasks with exact delays to minimize maximum lateness. The first task has processing time $p>0$ and the second $b_i\geq 0$, also the second needs to start exactly $p$ units of time after the completion…
We study the distance between the two rightmost particles in branching Brownian motion. Derrida and the second author have shown that the long-time limit $d_{12}$ of this random variable can be expressed in terms of PDEs related to the…
Time series regression models are commonly used in time series analysis. However, in modern real-world applications, serially correlated data with an ultra-high dimension and fat tails are prevalent. This presents a challenge in developing…
We introduce estimation and test procedures through divergence minimization for models satisfying linear constraints with unknown parameter. Several statistical examples and motivations are given. These procedures extend the empirical…
We analyze the macroscopic behavior of multi-populations randomly connected neural networks with interaction delays. Similar to cases occurring in spin glasses, we show that the sequences of empirical measures satisfy a large deviation…
We study the asymptotic behavior, uniform-in-time, of a non-linear dynamical system under the combined effects of fast periodic sampling with period $\delta$ and small white noise of size $\varepsilon,\thinspace 0<\varepsilon,\delta \ll 1$.…
We consider bounded extremum seeking controls for time-varying linear systems with uncertain coefficient matrices and measurement uncertainty. Using a new change of variables, Lyapunov functions, and a comparison principle, we provide…
Systems with stochastic time delay between the input and output present a number of unique challenges. Time domain noise leads to irregular alignments, obfuscates relationships and attenuates inferred coefficients. To handle these…