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We study the limiting behavior of continuous time trawl processes which are defined using an infinitely divisible random measure of a time dependent set. In this way one is able to define separately the marginal distribution and the…

Probability · Mathematics 2017-08-10 Danijel Grahovac , Nikolai N. Leonenko , Murad S. Taqqu

A parametric point process model is developed, with modeling based on the assumption that sequential observations often share latent phenomena, while also possessing idiosyncratic effects. An alternating optimization method is proposed to…

Machine Learning · Statistics 2018-02-14 Hongteng Xu , Lawrence Carin , Hongyuan Zha

Employing some recent results in dynamics of systems with invariant subspaces we find evidence in both truncated and full axisymmetric mean-field dynamo models of a recently discovered type of intermittency, referred to as in-out…

chao-dyn · Physics 2007-05-23 Eurico Covas , Reza Tavakol , Peter Ashwin , Andrew Tworkowski , John M. Brooke

The switching model is a Markov chain approach to sample graphs with fixed degree sequence uniformly at random. The recently invented Curveball algorithm for bipartite graphs applies several switches simultaneously (`trades'). Here, we…

Combinatorics · Mathematics 2018-07-27 Corrie Jacobien Carstens , Annabell Berger , Giovanni Strona

Many signals evolve in time as a stochastic process, randomly switching between states over discretely sampled time points. Here we make an explicit link between the underlying stochastic process of a signal that can take on a bounded…

Machine Learning · Statistics 2026-05-11 Stefan Klus , Jason J. Bramburger

We study normal approximations for a class of discrete-time occupancy processes, namely, Markov chains with transition kernels of product Bernoulli form. This class encompasses numerous models which appear in the complex networks…

Probability · Mathematics 2018-11-13 Liam Hodgkinson , Ross McVinish , Philip K. Pollett

Entangled spin squeezed states generated via dipolar interactions in lattice models provide unique opportunities for quantum enhanced sensing and are now within reach of current experiments. A critical question in this context is which…

Quantum Physics · Physics 2024-02-27 David Wellnitz , Mikhail Mamaev , Thomas Bilitewski , Ana Maria Rey

We consider multi-variate signals spanned by the integer shifts of a set of generating functions with distinct frequency profiles and the problem of reconstructing them from samples taken on a random periodic set. We show that such a…

Functional Analysis · Mathematics 2023-10-13 Jorge Antezana , Diana Carbajal , José Luis Romero

In this work, sample-based observability of linear discrete-time systems is studied. That is, we consider the case where the system output measurements are not available at every time instance. It is shown that some discrete-time systems…

Systems and Control · Electrical Eng. & Systems 2023-04-26 Isabelle Krauss , Victor G. Lopez , Matthias A. Müller

Impulsive systems are a very flexible class of systems that can be used to represent switched and sampled-data systems. We propose to extend here the previously obtained results on deterministic impulsive systems to the stochastic setting.…

Optimization and Control · Mathematics 2016-08-02 Corentin Briat

We present examples of partially hyperbolic and topologically transitive local diffeomorphisms defined as skew products over a horseshoe which exhibit rich phase transitions for the topological pressure. This phase transition follows from a…

Dynamical Systems · Mathematics 2015-05-28 Lorenzo J. Díaz , Katrin Gelfert , Michał Rams

Inspired by an example of Grebogi et al [1], we study a class of model systems which exhibit the full two-step scenario for the nonautonomous Hopf bifurcation, as proposed by Arnold [2]. The specific structure of these models allows a…

Dynamical Systems · Mathematics 2013-05-08 Vasso Anagnostopoulou , Tobias Jäger , Gerhard Keller

We study a class of Piecewise Deterministic Markov Processes with state space Rd x E where E is a finite set. The continuous component evolves according to a smooth vector field that is switched at the jump times of the discrete coordinate.…

Probability · Mathematics 2014-04-08 Michel Benaïm , Stéphane Le Borgne , Florent Malrieu , Pierre-André Zitt

The statistical properties of level spacings provide valuable insights into the dynamical properties of a many-body quantum systems. We investigate the level statistics of the Fermi-Hubbard model with dimerized hopping amplitude and find…

Quantum Gases · Physics 2023-09-14 Karin Haderlein , David J. Luitz , Corinna Kollath , Ameneh Sheikhan

This survey is concerned with random walks on mapping class groups. We illustrate how the actions of mapping class groups on Teichm\"uller spaces or curve complexes reveal the nature of random walks, and vice versa. Our emphasis is on the…

Geometric Topology · Mathematics 2021-10-12 Inhyeok Choi , Hyungryul Baik

We extend the feature selection methodology to dependent data and propose a novel time series predictor selection scheme that accommodates statistical dependence in a more typical i.i.d sub-sampling based framework. Furthermore, the…

Methodology · Statistics 2019-05-21 Avleen S. Bijral

In this paper we present an analytical study of dynamic membership (aka churn) in structured peer-to-peer networks. We use a fluid model approach to describe steady-state or transient phenomena, and apply it to the Chord system. For any…

Networking and Internet Architecture · Computer Science 2016-11-17 Supriya Krishnamurthy , Sameh El-Ansary , Erik Aurell , Seif Haridi

In this article, we study a model of random permutations, which we call random standardized permutations, based on a sequence of i.i.d. random variables. This model generalizes others, such as the riffle-shuffle and the major-index-biased…

Probability · Mathematics 2026-03-26 Aurélien Guerder

Simulated annealing - moving from a tractable distribution to a distribution of interest via a sequence of intermediate distributions - has traditionally been used as an inexact method of handling isolated modes in Markov chain samplers.…

Computational Physics · Physics 2007-05-23 Radford M. Neal

We introduce a novel class of generative models based on piecewise deterministic Markov processes (PDMPs), a family of non-diffusive stochastic processes consisting of deterministic motion and random jumps at random times. Similarly to…

Machine Learning · Statistics 2024-11-06 Andrea Bertazzi , Dario Shariatian , Umut Simsekli , Eric Moulines , Alain Durmus