Related papers: A stationary phase type estimate
In this manuscript, we investigate a fractional stochastic neutral differential equation with time delay, which includes both deterministic and stochastic components. Our primary objective is to rigorously prove the existence of a unique…
We derive sufficient conditions for the solvability of the state estimation problem for a class of nonlinear control time-varying systems which includes those, whose dynamics have triangular structure. The state estimation is exhibited by…
Multiphase estimation is a paradigmatic example of a multiparameter problem. When measuring multiple phases embedded in interferometric networks, specially-tailored input quantum states achieve enhanced sensitivities compared with both…
The measuring process is studied, where a macroscopic number N of particles in the detector interact with the object. The macrovariable accompanies the stationary phase in the path-integral form, which is in one-to-one correspondence with…
Stability theory plays a crucial role in feedback control. However, adaptive control theory requires advanced and specialized stability notions that are not frequently used in standard feedback control theory. The present document is a set…
Discrimination between non-stationarity and long-range dependency is a difficult and long-standing issue in modelling financial time series. This paper uses an adaptive spectral technique which jointly models the non-stationarity and…
The dynamical phase diagram of the fractional Langevin equation is investigated for harmonically bound particle. It is shown that critical exponents mark dynamical transitions in the behavior of the system. Four different critical exponents…
This paper gives a way to simulate from the two star probability distribution on the space of simple graphs via auxiliary variables. Using this simulation scheme, the model is explored for various domains of the parameter values, and the…
We consider a stationary process (with either discrete or continuous time) and find an adaptive approximating stationary process combining approximation quality and supplementary good properties that can be interpreted as additional…
Control and state estimation procedures need to be robust against imprecisely known parameters, uncertainty in initial conditions, and external disturbances. Interval methods and other set-based techniques form the basis for the…
We propose a general form for global analytic equations of state for which close to critical points, the correct universality and scaling behavior is guaranteed. A consequence of the construction is that the generally accepted belief that…
The stationary points of the Hamiltonian H of the classical XY chain with power-law pair interactions (i.e., decaying like r^{-{\alpha}} with the distance) are analyzed. For a class of "spinwave-type" stationary points, the asymptotic…
We establish a central limit theorem and an invariance principle for stationary random fields, with projective-type conditions. Our result is obtained via an m-dependent approximation method. As applications, we establish invariance…
We characterize the non equilibrium stationary states in two classes of systems where phase transitions are present. We prove that the interface in the limit is a plane which separates the two phases.
The stationary and highly non-stationary resonant dynamics of the harmonically forced pendulum are described in the framework of a semi-inverse procedure combined with the Limiting Phase Trajectory concept. This procedure, implying only…
This paper draws distinctions among various concepts related to tipping points, robustness, path dependence, and other properties of system dynamics. For each concept a formal definition is provided that utilizes Markov model…
Recently, a model of opinion formation with kinetic exchanges has been proposed in which a spontaneous symmetry breaking transition was reported [M. Lallouache et al, Phys. Rev. E, {\bf 82} 056112 (2010)]. We generalise the model to…
Tests for structural breaks in time series should ideally be sensitive to breaks in the parameter of interest, while being robust to nuisance changes. Statistical analysis thus needs to allow for some form of nonstationarity under the null…
We show, that the standard model of phase transition can be unified with the gradient model of phase transitions using the description in terms of the gradient of order parameter. The generalization of the gradient theory of phase…
This paper is devoted to study thermodynamic formalism for suspension flows defined over countable alphabets. We are mostly interested in the regularity properties of the pressure function. We establish conditions for the pressure function…