Related papers: A note on time-dependent additive functionals
In this paper, we consider a type of time-changed Markov process, where the time-change is an inverse killed subordinator. This can be seen as an extension of Chen (Chen, Z., Time fractional equations and probabilistic representation, Chaos…
This note provides several recent progresses in the study of long time behavior of Markov processes. The examples presented below are related to other scientific fields as PDE's, physics or biology. The involved mathematical tools as…
Let $(\mathcal{E},D(\mathcal{E}))$ be a quasi-regular semi-Dirichlet form and $(X_t)_{t\geq0}$ be the associated Markov process. For $u\in D(\mathcal{E})_{loc}$, denote $A_t^{[u]}:=\tilde{u}(X_{t})-\tilde{u}(X_{0})$ and…
We show a decomposition into the sum of a martingale and a deterministic quantity for time averages of the solutions to non-autonomous SDEs and for discrete-time Markov processes. In the SDE case the martingale has an explicit…
We introduce a non-homogeneous fractional Poisson process by replacing the time variable in the fractional Poisson process of renewal type with an appropriate function of time. We characterize the resulting process by deriving its non-local…
Many modern data sets require inference methods that can estimate the shared and individual-specific components of variability in collections of matrices that change over time. Promising methods have been developed to analyze these types of…
In this paper, an extension of the generalized free matrix based inequality is introduced in a unified form suitable for the estimation of integrals and sums of quadratic functions. The equivalences of several known variants are shown,…
We present a time-dependent extension of logarithmic perturbation theory for nonrelativistic quantum dynamics governed by the Schr\"odinger equation, in which the logarithm of the wave function is expanded in powers of a coupling constant.…
A physically consistent approach is considered for defining an external magnetic field as needed in computational fluid dynamics problems involving magnetohydrodynamics (MHD). The approach results in simple analytical formulae that can be…
Accurately selecting and estimating smooth functional effects in additive models with potentially many functions is a challenging task. We introduce a novel Demmler-Reinsch basis expansion to model the functional effects that allows us to…
We generalise the martingale-coboundary representation of discrete time stochastic processes to the non-stationary case and to random variables in Orlicz spaces. Related limit theorems (CLT, invariance principle, log log law, probabilities…
In this Colloquium, the wavefunction-based Multiconfigurational Time-Dependent Hartree approaches to the dynamics of indistinguishable particles (MCTDH-F for Fermions and MCTDH-B for Bosons) are reviewed. MCTDH-B and MCTDH-F or, together,…
We present for the first time an asymptotic convergence analysis of two time-scale stochastic approximation driven by `controlled' Markov noise. In particular, both the faster and slower recursions have non-additive controlled Markov noise…
We introduce a new class of quadratic functions based on a hierarchy of linear time-varying (LTV) dynamical systems. These quadratic functions in the higher order space can be also seen as a non-homogeneous polynomial Lyapunov functions for…
We present first elements of kinetic theory appropriate to the inhomogeneous phase of the HMF model. In particular, we investigate the case of strongly inhomogeneous distributions for $T\to 0$ and exhibit curious behaviour of the force…
Multivariate time series analysis is becoming an integral part of data analysis pipelines. Understanding the individual time point connections between covariates as well as how these connections change in time is non-trivial. To this aim,…
Consider a Markov chain $\{X_n\}_{n\ge 0}$ with an ergodic probability measure $\pi$. Let $\Psi$ a function on the state space of the chain, with $\alpha$-tails with respect to $\pi$, $\alpha\in (0,2)$. We find sufficient conditions on the…
Instrumental variables (IV) methods are central to applied microeconomics. While classical approaches assume linear models with constant effects, recent literature has shifted toward the local average treatment effect (LATE) framework to…
We propose an extensive framework for additive regression models for correlated functional responses, allowing for multiple partially nested or crossed functional random effects with flexible correlation structures for, e.g., spatial,…
We introduce a family of local inhomogeneous mark-weighted summary statistics, of order two and higher, for general marked point processes. Depending on how the involved weight function is specified, these summary statistics capture…