Related papers: Total positivity in Markov structures
This paper is devoted to the generalization of the theory of total positivity. We say that a linear operator A in R^n is generalized totally positive (GTP), if its jth exterior power preserves a proper cone K_j in the corresponding space…
The upper extremes of a Markov chain with regulary varying stationary marginal distribution are known to exhibit under general conditions a multiplicative random walk structure called the tail chain. More generally, if the Markov chain is…
We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…
Structure learning methods for covariance and concentration graphs are often validated on synthetic models, usually obtained by randomly generating: (i) an undirected graph, and (ii) a compatible symmetric positive definite (SPD) matrix. In…
Finding separable certificates of stability is important for tractability of analysis methods for large-scale networked systems. In this paper we consider the question of when a nonlinear system which is contracting, i.e. all solutions are…
This work focuses on a class of functional stochastic Hamiltonian systems with singular coefficients and state-dependent switching, in which the switching process has a countably infinite state space. First, by Girsanov's transformation, we…
This paper deals with graph automaton groups associated with trees and some generalizations. We start by showing some algebraic properties of tree automaton groups. Then we characterize the associated semigroup, proving that it is…
A matrix is called totally positive (resp. totally nonnegative) if all its minors are positive (resp. nonnegative). Consider the Ising model with free boundary conditions and no external field on a planar graph $G$. Let…
We consider evaluation of proper posterior distributions obtained from improper prior distributions. Our context is estimating a bounded function $\phi$ of a parameter when the loss is quadratic. If the posterior mean of $\phi$ is…
We prove a representation theorem for totally ordered idempotent monoids via a nested sum construction. Using this representation theorem we obtain a characterization of the subdirectly irreducible members of the variety of semilinear…
We initiate a systematic study of the class of theories without the tree property of the second kind - NTP2. Most importantly, we show: the burden is "sub-multiplicative" in arbitrary theories (in particular, if a theory has TP2 then there…
The total entropy production and its three constituent components are described both as fluctuating trajectory-dependent quantities and as averaged contributions in the context of the continuous Markovian dynamics, described by stochastic…
Ergodic properties of rational maps are studied, generalising the work of F.\ Ledrappier. A new construction allows for simpler proofs of stronger results. Very general conformal measures are considered. Equivalent conditions are given for…
We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…
The main contribution of this paper is a strong converse result for $K$-hop distributed hypothesis testing against independence with multiple (intermediate) decision centers under a Markov condition. Our result shows that the set of type-II…
We systematically study the large-$q_T$ (or small-$b$) matching of transverse momentum dependent (TMD) distributions to the twist-2 integrated parton distributions. Performing operator product expansion for a generic TMD operator at the…
Testing two potentially multivariate variables for statistical dependence on the basis finite samples is a fundamental statistical challenge. Here we explore a family of tests that adapt to the complexity of the relationship between the…
Positivity constraints are derived for the generalized parton distributions (GPDs) of spin-1/2 hadrons. The analysis covers the full set of eight twist-2 GPDs. Several new inequalities are obtained which constrain GPDs by various…
Understanding and predicting how complex systems respond to external perturbations is a central challenge in nonequilibrium statistical physics. Here we consider continuous-time Markov networks, which we subject to perturbations along a…
We propose two model-free, permutation-based tests of independence between a pair of random variables. The tests can be applied to samples from any bivariate distribution: continuous, discrete or mixture of those, with light tails or heavy…