Related papers: Weak convergence to extremal processes and record …
Max-stable processes are widely used to model spatial extremes. These processes exhibit asymptotic dependence meaning that the large values of the process can occur simultaneously over space. Recently, inverted max-stable processes have…
We investigate the consistency and convergence of flux-corrected finite element approximations in the context of nonlinear hyperbolic conservation laws. In particular, we focus on a monolithic convex limiting approach and prove a…
Max-stable processes are a popular tool for the study of environmental extremes, and the extremal skew-$t$ process is a general model that allows for a flexible extremal dependence structure. For inference on max-stable processes with…
The extremogram, proposed by Davis and Mikosch (2008), is a useful tool for measuring extremal dependence and checking model adequacy in a time series. We define the extremogram in the spatial domain when the data is observed on a lattice…
Environmental data science for spatial extremes has traditionally relied heavily on max-stable processes. Even though the popularity of these models has perhaps peaked with statisticians, they are still perceived and considered as the…
Dynamical system techniques are extremely useful to study cosmology. It turns out that in most of the cases, we deal with finite isolated fixed points corresponding to a given cosmological epoch. However, it is equally important to analyse…
We derive a thermodynamic uncertainty relation for general open quantum dynamics, described by a joint unitary evolution on a composite system comprising a system and an environment. By measuring the environmental state after the…
A field-theoretic description of the critical behaviour of the weakly disordered systems is given. Directly, for three- and two-dimensional systems a renormalization analysis of the effective Hamiltonian of model with replica symmetry…
For a commutative non-autonomous dynamical system we show that topological transitivity of the non-autonomous system induced on probability measures (hyperspaces) is equivalent to the weak mixing of the induced systems. Several counter…
We define weaker forms of topological and measure theoretical equicontinuity for topological dynamical systems and we study their relationships with systems with discrete spectrum and zero sequence entropy. In the topological category we…
The work treats systems combining slow and fast motions depending on each other where fast motions are perturbations of families of either dynamical systems or Markov processes with freezed slow variable. In the first case we consider…
We estimate the distance in total variation between the law of a finite state Markov process at time t, starting from a given initial measure, and its unique invariant measure. We derive upper bounds for the time to reach the equilibrium.…
The last decade has seen max-stable processes emerge as a common tool for the statistical modeling of spatial extremes. However, their application is complicated due to the unavailability of the multivariate density function, and so…
We present a detailed study on the mean first-passage time of volatility processes. We analyze the theoretical expressions based on the most common stochastic volatility models along with empirical results extracted from daily data of major…
Given a proper convex lower semicontinuous function defined on a Hilbert space and whose solution set is supposed nonempty. For attaining a global minimizer when this convex function is continuously differentiable, we approach it by a…
Optimal (reversible) processes in thermodynamics can be modelled as step-by-step processes, where the system is successively thermalized with respect to different Hamiltonians by an external thermal bath. However, in practice interactions…
Weak convergence of the empirical copula process indexed by a class of functions is established. Two scenarios are considered in which either some smoothness of these functions or smoothness of the underlying copula function is required. A…
We provide a criterion for establishing lower bounds on the rate of convergence in $f$-variation of a continuous-time ergodic Markov process to its invariant measure. The criterion consists of novel super- and submartingale conditions for…
We consider deterministic fast-slow dynamical systems on $\mathbb{R}^m\times Y$ of the form \[ \begin{cases} x_{k+1}^{(n)} = x_k^{(n)} + n^{-1} a(x_k^{(n)}) + n^{-1/\alpha} b(x_k^{(n)}) v(y_k)\;,\quad y_{k+1} = f(y_k)\;, \end{cases} \]…
We introduce a notion of vague convergence for random marked metric measure spaces. Our main result shows that convergence of the moments of order $k \ge 1$ of a random marked metric measure space is sufficient to obtain its vague…