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These lecture notes provide an overview of existing methodologies and recent developments for estimation and inference with high dimensional time series regression models. First, we present main limit theory results for high dimensional…

Econometrics · Economics 2023-09-01 Christis Katsouris

Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…

Probability · Mathematics 2018-06-25 Pierre Mathieu , Andrey Piatnitski

We investigate the relaxation of long-tailed distributions under stochastic dynamics that do not support such tails. Linear relaxation is found to be a borderline case in which long tails are exponentially suppressed in time but not…

Statistical Mechanics · Physics 2015-06-22 Christian Van den Broeck , Upendra Harbola , Raul Toral , Katja Lindenberg

This paper presents a general framework for modeling dependence in multivariate time series. Its fundamental approach relies on decomposing each signal in a system into various frequency components and then studying the dependence…

Methodology · Statistics 2021-04-01 Hernando Ombao , Marco Pinto

Driven-dissipative systems define a broad class of non-equilibrium systems where an external drive (e.g. laser) competes with a dissipative environment. The steady state of dynamics is generically distinct from a thermal state…

Quantum Gases · Physics 2017-11-22 Mohammad F. Maghrebi

We analyse the stability of linear dynamical systems defined on sparse, random graphs with predator-prey, competitive, and mutualistic interactions. These systems are aimed at modelling the stability of fixed points in large systems defined…

Statistical Mechanics · Physics 2025-01-30 Andrea Marcello Mambuca , Chiara Cammarota , Izaak Neri

Contraction theory is an analytical tool to study differential dynamics of a non-autonomous (i.e., time-varying) nonlinear system under a contraction metric defined with a uniformly positive definite matrix, the existence of which results…

Machine Learning · Computer Science 2026-03-18 Hiroyasu Tsukamoto , Soon-Jo Chung , Jean-Jacques E. Slotine

By analytically solving some simple models of phase-ordering kinetics, we suggest a mechanism for the onset of non-equilibrium behaviour in colloid-polymer mixtures. These mixtures can function as models of atomic systems; their physics…

Soft Condensed Matter · Physics 2016-08-31 R. M. L. Evans , W. C. K. Poon

New one-leg multistep time discretizations of nonlinear evolution equations are investigated. The main features of the scheme are the preservation of the nonnegativity and the entropy-dissipation structure of the diffusive equations. The…

Numerical Analysis · Mathematics 2013-12-02 Ansgar Jüngel , Josipa-Pina Milišić

Reaction diffusion systems are often used to study pattern formation in biological systems. However, most methods for understanding their behavior are challenging and can rarely be applied to complex systems common in biological…

Analysis of PDEs · Mathematics 2013-05-24 William R. Holmes

The paper discusses linear fractional representations of parameter-dependent nonlinear systems with dynamics defined by real rational nonlinearities and a finite set of point delays. The global asymptotic stability is investigated via…

Dynamical Systems · Mathematics 2008-03-27 M. De la Sen

We consider linear regression problems with a varying number of random projections, where we provably exhibit a double descent curve for a fixed prediction problem, with a high-dimensional analysis based on random matrix theory. We first…

Machine Learning · Computer Science 2023-03-15 Francis Bach

We investigate the role of relaxation mechanisms in the driven response of elastic disordered interfaces in finite dimensions, focusing on the interplay between dimensionality and interaction range. Through extensive numerical simulations,…

Disordered Systems and Neural Networks · Physics 2025-08-14 Giuseppe Petrillo , Eduardo Jagla , Eugenio Lippiello , Alberto Rosso

We consider the dynamics of a droplet on a vibrating fluid bath. This hydrodynamic quantum analog system is shown to elicit the canonical behavior of damped-driven systems, including a period doubling route to chaos. By approximating the…

Dynamical Systems · Mathematics 2022-11-10 Aminur Rahman , J. Nathan Kutz

Copositive linear Lyapunov functions are used along with dissipativity theory for stability analysis and control of uncertain linear positive systems. Unlike usual results on linear systems, linear supply-rates are employed here for…

Systems and Control · Computer Science 2012-06-05 Corentin Briat

A small-gain approach is proposed to analyze closed-loop stability of linear diffusion-reaction systems under finite-dimensional observer-based state feedback control. For this, the decomposition of the infinite-dimensional system into a…

Systems and Control · Electrical Eng. & Systems 2022-02-14 Lars Grüne , Thomas Meurer

In this era of data deluge, many signal processing and machine learning tasks are faced with high-dimensional datasets, including images, videos, as well as time series generated from social, commercial and brain network interactions. Their…

Machine Learning · Computer Science 2018-03-30 Yanning Shen , Panagiotis A. Traganitis , Georgios B. Giannakis

Instabilities driven by strong gradients appear in a wide variety of physical systems, including plasmas, neutral fluids, and self-gravitating systems. This work develops an analytic formulation to describe the transport structure and…

Plasma Physics · Physics 2025-10-13 Emma G. Devin , Vinícius N. Duarte

This paper presents a guided tour of some specific problems encountered in the stability analysis of linear dynamical systems including delays in their systems' representation. More precisely, we will address the characterization of…

Optimization and Control · Mathematics 2021-12-07 Silviu-Iulian Niculescu , Islam Boussaada , Xu-Guang Li , Guilherme Mazanti , César-Fernando Méndez-Barrios

Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…

Dynamical Systems · Mathematics 2020-04-20 Benjamin Gravell , Peyman Mohajerin Esfahani , Tyler Summers