Related papers: A stationary phase type estimate
In this paper, we present sufficient conditions for asymptotic stability and exponential stability of a class of impulsive neutral differential equations with discrete and distributed delays. Our approaches are based on the method using…
Under many circumstances many soft and hard materials are present in a puzzling wealth of non-equilibrium amorphous states, whose properties are not stationary and depend on preparation. They are often summarized in unconventional "phase…
In this paper, we consider the relationship between phase-type distributions and positive systems through practical examples. Phase-type distributions, commonly used in modelling dynamic systems, represent the temporal evolution of a set of…
A canonical formalism and constraint analysis for discrete systems subject to a variational action principle are devised. The formalism is equivalent to the covariant formulation, encompasses global and local discrete time evolution moves…
Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…
We prove a strong approximation result for the empirical process associated to a stationary sequence of real-valued random variables, under dependence conditions involving only indicators of half lines. This strong approximation result also…
The paper is dealing with semi-classical asymptotics of a characteristic function for a stochastic process. The main technical tool is provided by the stationary phase method. The extremal range for a stochastic process is defined by limit…
We study circle maps with a flat interval where the critical exponents at the two boundary points of the flat spot might be different. The space of such systems is partitioned in two connected parts whose common boundary only depends on the…
We introduce an invariant phase description of stochastic oscillations by generalizing the concept of standard isophases. The average isophases are constructed as sections in the state space, having a constant mean first return time. The…
Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable…
We develop an estimator for the high-dimensional covariance matrix of a locally stationary process with a smoothly varying trend and use this statistic to derive consistent predictors in non-stationary time series. In contrast to the…
We find the optimal scheme for quantum phase estimation in the presence of loss when no a priori knowledge on the estimated phase is available. We prove analytically an explicit lower bound on estimation uncertainty, which shows that, as a…
Consider a stationary real-valued time series $\{X_n\}_{n=0}^{\infty}$ with a priori unknown distribution. The goal is to estimate the conditional expectation $E(X_{n+1}|X_0,..., X_n)$ based on the observations $(X_0,..., X_n)$ in a…
In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the prop- erties are (approximately) constant for some time and then slowly…
In the world of multivariate extremes, estimation of the dependence structure still presents a challenge and an interesting problem. A procedure for the bivariate case is presented that opens the road to a similar way of handling the…
In this paper we introduce the class of stationary prediction strategies and construct a prediction algorithm that asymptotically performs as well as the best continuous stationary strategy. We make mild compactness assumptions but no…
An important step in the Markov reward approach to error bounds on stationary performance measures of Markov chains is to bound the bias terms. Affine functions have been successfully used for these bounds for various models, but there are…
This note describes a way of obtaining e that differs from the standard one. It could be used as an alternate way of showing how the value of e is obtained. No attempt is made to show the existence of the limit in the definition of e that…
The two parameter model is reduced to a one parameter model by using simple transformations. Because the separation between different phase regions for a one parameter model is just a point, the equivalence between the two models leads to…
We study the problem of phase separation in systems with a positive definite order parameter, and in particular, in systems with absorbing states. Owing to the presence of a single minimum in the free energy driving the relaxation kinetics,…