Related papers: Asymptotic independence of regenerative processes …
The asymptotic freeness of independent unitarily invariant $N\times N$ random matrices holds in expectation up to $O(N^{-2})$. An already known consequence is the infinitesimal freeness in expectation. We put in evidence another consequence…
There are several results on the stability of nonlinear positive systems in the presence of time delays. However, most of them assume that the delays are constant. This paper considers time-varying, possibly unbounded, delays and…
We apply the concept of distance covariance for testing independence of two long-range dependent time series. As test statistic we propose a linear combination of empirical distance cross-covariances. We derive the asymptotic distribution…
Although species longevity is subject to a diverse range of selective forces, the mortality curves of a wide variety of organisms are rather similar. We argue that aging and its universal characteristics may have evolved by means of a…
We study the asymptotic behavior of the marginal expected shortfall when the two random variables are asymptotic independent but positive associated, which is modeled by the so-called tail dependent coefficient. We construct an estimator of…
We have designed a machine that becomes increasingly better at behaving in underspecified circumstances, in a goal-directed way, on the job, by modeling itself and its environment as experience accumulates. Based on principles of…
We present a unified approach to those observables of stochastic processes under reset that take the form of averages of functionals depending on the most recent renewal period. We derive solutions for the observables, and determine the…
We show that the exact exchange-correlation potential of time-dependent density-functional theory displays dynamical step structures that have a spatially non-local and time non-local dependence on the density. Using one-dimensional…
For a L\'evy process $X$ on a finite time interval consider the probability that it exceeds some fixed threshold $x>0$ while staying below $x$ at the points of a regular grid. We establish exact asymptotic behavior of this probability as…
The problem of estimating entropy production from incomplete information in stochastic thermodynamics is essential for theory and experiments. Whereas a considerable amount of work has been done on this topic, arguably, most of it is…
Standard dynamical systems theory is centred around the coordinate-invariant asymptotic-time properties of autonomous systems. We identify three limitations of this approach. Firstly, we discuss how the traditional approach cannot take into…
We consider the drift and diffusion properties of periodically driven renewal processes. These processes are defined by a periodically time dependent waiting time distribution, which governs the interval between subsequent events. We show…
We study the exponential growth of bifurcating processes with ancestral dependence. We suppose here that the lifetimes of the cells are dependent random variables, that the numbers of new cells are random and dependent. Lifetimes and new…
We study a stochastic scheduling on an unreliable machine with general up-times and general set-up times which is described by a group of partial differential equations with Dirac-delta functions in the boundary and initial conditions. In…
A time-dependent no-recrossing dividing surface is shown to lead to a new criterion for identifying reactive trajectories well before they are evolved to infinite time. Numerical dynamics simulations of a dissipative anharmonic…
Following our previous work on copula-based nonsymmetric bivariate dependence measures, we propose a new set of conditions on nonsymmetric multivariate dependence measures which characterize both independence and complete dependence of one…
Assuming that data are collected sequentially from independent streams, we consider the simultaneous testing of multiple binary hypotheses under two general setups; when the number of signals (correct alternatives) is known in advance, and…
The interrelation of dynamic processes active on separated time-scales in glasses and viscous liquids is investigated using a model displaying two time-scale bifurcations both between fast and secondary relaxation and between secondary and…
This paper investigates fractional Riesz-Bessel equations with random initial conditions. The spectra of these random initial conditions exhibit singularities both at zero frequency and at non-zero frequencies, which correspond to the cases…
Multivariate processes with long-range dependent properties are found in a large number of applications including finance, geophysics and neuroscience. For real data applications, the correlation between time series is crucial. Usual…