Related papers: Canonical spectral representation for exchangeable…
For $(X_t)$ a two-sided $\alpha$-stable moving average, this paper studies the conditional distribution of future paths given a piece of observed trajectory when the process is far from its central values. Under this framework, vectors of…
In this thesis we study the relationship between the existence of canonical metrics on a complex manifold and stability in the sense of geometric invariant theory. We introduce a modification of K-stability of a polarised variety which we…
Max-stable random sketches can be computed efficiently on fast streaming positive data sets by using only sequential access to the data. They can be used to answer point and Lp-norm queries for the signal. There is an intriguing connection…
Metocean extremes often vary systematically with covariates such as direction and season. In this work, we present non-stationary models for the size and rate of occurrence of peaks over threshold of metocean variables with respect to one-…
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…
We introduce the notion of symmetric covariation, which is a new measure of dependence between two components of a symmetric $\alpha$-stable random vector, where the stability parameter $\alpha$ measures the heavy-tailedness of its…
Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…
We analyst in detail a new approach to the monitoring and forecasting of the onset of transitions in high dimensional complex systems (see Phys. Rev. Lett . vol. 113, 264102 (2014)) by application to the Tangled Nature Model of evolutionary…
Exact expressions for all the steady-state fields (E, H, D, B) in uniaxial linear media composed of an arbitrary number of layers having arbitrary thicknesses subjected to normal incidence are derived. Generic boundary condition relations…
Skew-symmetric families of distributions such as the skew-normal and skew-$t$ represent supersets of the normal and $t$ distributions, and they exhibit richer classes of extremal behaviour. By defining a non-stationary skew-normal process,…
The limit behavior is studied for the distributions of normalized U- and V-statistics of an arbitrary order with canonical (degenerate) kernels, based on samples of increasing sizes from a stationary sequence of observations satisfying…
The critical behaviour of correlation functions near a boundary is modified from that in the bulk. When the boundary is smooth this is known to be characterised by the surface scaling dimension $\xt$. We consider the case when the boundary…
The two-parameter Macdonald polynomials are a central object of algebraic combinatorics and representation theory. We give a Markov chain on partitions of k with eigenfunctions the coefficients of the Macdonald polynomials when expanded in…
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…
We show that the dynamics of a quantum system can be represented by the dynamics of an underlying classical systems obeying the Hamilton equations of motion. This is achieved by transforming the phase space of dimension $2n$ into a Hilbert…
It has been shown recently [10] that Cauchy transforms of orthogonal polynomials appear naturally in general correlation functions containing ratios of characteristic polynomials of random NxN Hermitian matrices. Our main goal is to…
The replacement of indicator functions by integrated beta kernels in the definition of the empirical stable tail dependence function is shown to produce a smoothed version of the latter estimator with the same asymptotic distribution but…
Interactions between an internal flow and wall deformation occur in many biological systems. Such interactions can involve a complex and rich dynamical behavior and a number of peculiarities which depend on the flow parameter range. The aim…
Canonical correlation analysis is a widely used multivariate statistical technique for exploring the relation between two sets of variables. This paper considers the problem of estimating the leading canonical correlation directions in…
In this paper, we view fluctuating fronts made of particles on a one-dimensional lattice as an extreme value problem. The idea is to denote the configuration for a single front realization at time $t$ by the set of co-ordinates…