Related papers: Path prediction of aggregated $\alpha$-stable movi…
We present a unified probabilistic model that learns a representative set of discrete vehicle actions and predicts the probability of each action given a particular scenario. Our model also enables us to estimate the distribution over…
The upper extremes of a Markov chain with regulary varying stationary marginal distribution are known to exhibit under general conditions a multiplicative random walk structure called the tail chain. More generally, if the Markov chain is…
This paper considers a non-stationary dynamic factor model for large datasets to disentangle long-run from short-run co-movements. We first propose a new Quasi Maximum Likelihood estimator of the model based on the Kalman Smoother and the…
Static and dynamic structure factors and various transport coefficients are computed for a Lennard-Jones model of a binary fluid (A,B) with a symmetrical miscibility gap, varying both temperature and relative concentration of the mixture.…
In this article, an approach for probabilistic trajectory forecasting of vulnerable road users (VRUs) is presented, which considers past movements and the surrounding scene. Past movements are represented by 3D poses reflecting the posture…
Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis…
We present a first numerical investigation of the accuracy of the recently proposed {\em non-classical transport equation}. This equation contains an extra independent variable (the path-length $s$), and models particle transport taking…
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 consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable traveling wave solutions to the deterministic system retain their orbital stability if the…
For a stochastic difference equation $D_n=A_nD_{n-1}+B_n$ which stabilises upon time we study tail distribution asymptotics of $D_n$ under the assumption that the distribution of $\log(1+|A_1|+|B_1|)$ is heavy-tailed, that is, all its…
We study sample quantiles of distributions indexed by estimated parameters, with a on Value-at-Risk related to linear projections of financial returns that whose underlying probability law is heavy-tailed. In this setting, the projection…
This paper provides a semiparametric model of estimating states of the volatility defined as the squared diffusion coefficient of a stochastic differential equation. Without assuming any functional form of the volatility function, we…
Imaging a star's companion at multiple epochs over a short orbital arc provides only four of the six coordinates required for a unique orbital solution. Probability distributions of possible solutions are commonly generated by Monte Carlo…
Self-consistent chaotic transport is studied in a Hamiltonian mean-field model. The model provides a simplified description of transport in marginally stable systems including vorticity mixing in strong shear flows and electron dynamics in…
Consider a random sample in the max-domain of attraction of a multivariate extreme value distribution such that the dependence structure of the attractor belongs to a parametric model. A new estimator for the unknown parameter is defined as…
One of the most widely used properties of the multivariate Gaussian distribution, besides its tail behavior, is the fact that conditional means are linear and that conditional variances are constant. We here show that this property is also…
Marginal stability arguments are used to describe the rotation-number dependence of torque in Taylor-Couette (TC) flow for radius ratios $\eta \geq 0.9$ and shear Reynolds number $Re_S=2\times 10^4$. With an approximate representation of…
Ratios of central order statistics seem to be very useful for estimating the tail of the distributions and therefore, quantiles outside the range of the data. In 1995 Isabel Fraga Alves investigated the rate of convergence of three…
The semiclassical formula for the coherent-state propagator is written in terms of complex classical trajectories of an equivalent classical system. Depending on the parameters involved, more than one trajectory may contribute to the…
This paper addresses the asymptotic approximations of the stable and unstable manifolds for the saddle fixed point and the 2-periodic solutions of the difference equation $x_{n+1} = \alpha + \beta x_{n-1}+x_{n-1}/x_{n},$ where $\alpha>0,$…