Related papers: Almost sure convergence of maxima for chaotic dyna…
In this paper, we consider isotropic and stationary max-stable, inverse max-stable and max-mixture processes $X=(X(s))\_{s\in\bR^2}$ and the damage function $\cD\_X^{\nu}= |X|^\nu$ with $0<\nu<1/2$. We study the quantitative behavior of a…
The larger the distance to instability from a matrix is, the more robustly stable the associated autonomous dynamical system is in the presence of uncertainties and typically the less severe transient behavior its solution exhibits.…
Consider a supercritical branching random walk on the real line. The consistent maximal displacement is the smallest of the distances between the trajectories followed by individuals at the $n$th generation and the boundary of the process.…
We study statistical inference of the drift parameters for the Volterra Ornstein-Uhlenbeck process on R in the ergodic regime. For continuous-time observations, we derive the corresponding maximum likelihood estimators and show that they…
In the theory of Partially Observed Markov Decision Processes (POMDPs), existence of optimal policies have in general been established via converting the original partially observed stochastic control problem to a fully observed one on the…
Being the max-analogue of $\alpha$-stable stochastic processes, max-stable processes form one of the fundamental classes of stochastic processes. With the arrival of sufficient computational capabilities, they have become a benchmark in the…
We show, for a class of discrete Fleming-Viot (or Moran) type particle systems, that the convergence to the equilibrium is exponential for a suitable Wassertein coupling distance. The approach provides an explicit quantitative estimate on…
For a large class of quickly mixing dynamical systems, we prove that the error in the almost sure approximation with a Brownian motion is of order O((log n)^a) with a $\ge$ 2. Specifically, we consider nonuniformly expanding maps with…
We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of…
Given an observation of the uniform empirical process $\alp_n$, its functional increments $\alp_n(u+a_n\cdot)-\alp_n(u)$ can be viewed as a single random process, when $u$ is distributed under the Lebesgue measure. We investigate the almost…
Almost sure reachability refers to the property of a stochastic system whereby, from any initial condition, the system state reaches a given target set with probability one. In this paper, we study the problem of certifying almost sure…
We study a family of dynamical systems obtained by coupling an Anosov map on the two-dimensional torus -- the chaotic system -- with the identity map on the one-dimensional torus -- the neutral system -- through a dissipative interaction.…
We study statistical inference for small-noise-perturbed multiscale dynamical systems. We prove consistency, asymptotic normality, and convergence of all scaled moments of an appropriately-constructed maximum likelihood estimator (MLE) for…
We investigate the uniform stability properties of discrete-time linear switched systems subject to arbitrary switching, focusing on the "marginally unstable" regime in which the system is not Lyapunov stable but in which trajectories…
We give the distribution of $M_n$, the maximum of a sequence of $n$ observations from a moving average of order 1. Solutions are first given in terms of repeated integrals and then for the case where the underlying independent random…
Time estimation is a fundamental task that underpins precision measurement, global navigation systems, financial markets, and the organisation of everyday life. Many biological processes also depend on time estimation by nanoscale clocks,…
We obtain an almost sure limit theorem for the maximum of nonstationary random fields under some dependence conditions.
We use a Poisson point process approach to prove distributional convergence to a stable law for non square-integrable observables $\phi: [0,1]\to R$, mostly of the form $\phi (x) = d(x,x_0)^{-\frac{1}{\alpha}}$,$0<\alpha\le 2$, on…
Max-stable processes have proved to be useful for the statistical modelling of spatial extremes. Several representations of max-stable random fields have been proposed in the literature. One such representation is based on a limit of…
Deterministic chaos permits a precise notion of a "perfect measurement" as one that, when obtained repeatedly, captures all of the information created by the system's evolution with minimal redundancy. Finding an optimal measurement is…