Related papers: Non-regular g-measures and variable length memory …

We prove that g-functions whose set of discontinuity points has strictly negative topological pressure and which satisfy an assumption that is weaker than non-nullness, have at least one stationary g-measure. We also obtain uniqueness by…

Regular $g$-measures are discrete-time processes determined by conditional expectations with respect to the past. One-dimensional Gibbs measures, on the other hand, are fields determined by simultaneous conditioning on past and future. For…

In the regression discontinuity design (RDD), it is common practice to assess the credibility of the design by testing the continuity of the density of the running variable at the cut-off, e.g., McCrary (2008). In this paper we propose an…

In a bipartite Bell scenario involving two local measurements per party and two outcome per measurement, the measurement incompatibility in one wing is both necessary and sufficient to reveal the nonlocality. However, such a one-to-one…

We improve and subsume the conditions of Johansson and \"Oberg [18] and Berbee [2] for uniqueness of a g-measure, i.e., a stationary distribution for chains with complete connections. In addition, we prove that these unique g-measures have…

Weak-memory models are standard formal specifications of concurrency across hardware, programming languages, and distributed systems. A fundamental computational problem is consistency testing: is the observed execution of a concurrent…

We present a novel approach to test for heteroscedasticity of a non-stationary time series that is based on Gini's mean difference of logarithmic local sample variances. In order to analyse the large sample behaviour of our test statistic,…

In this paper we introduce a notion of asymptotic stability of a probability kernel, which we call dynamic uniqueness. We say that a kernel exhibits dynamic uniqueness if all the stochastic chains starting from a fixed past coincide on the…

We propose a new asymptotic test to assess the stationarity of a time series' mean that is applicable in the presence of both heteroscedasticity and short-range dependence. Our test statistic is composed of Gini's mean difference of local…

We prove that uniqueness of the stationary chain, or equivalently, of the $g$-measure, compatible with an attractive regular probability kernel is equivalent to either one of the following two assertions for this chain: (1) it is a finitary…

In this paper, with a view to improve the g-monotonicity condition, we introduce the notion of g-comparability of a mapping defined on an ordered set and utilize the same to prove some existence and uniqueness results on coincidence points…

In the conventional formulation, it is broadly accepted that simultaneous measurability and commutativity of observables are equivalent. However, several objections have been claimed that there are cases in which even nowhere commuting…

Since model selection is ubiquitous in data analysis, reproducibility of statistical results demands a serious evaluation of reliability of the employed model selection method, no matter what label it may have in terms of good properties.…

Motivated by various applications and examples, the standard notion of potential for dynamical systems has been generalized to almost additive and asymptotically additive potential sequences, and the corresponding thermodynamic formalism,…

This work is devoted to the study of processes generated by random substitutions over a finite alphabet. We prove, under mild conditions on the substitution's rule, the existence of a unique process which remains invariant under the…

In this paper we consider a sufficiently broad class of nonlinear mathematical programs with disjunctive constraints, which, e.g., include mathematical programs with complemetarity/vanishing constraints. We present an extension of the…

We give an equivalent condition for the existence of invariant Gibbs measures for sequences of continuous functions on one-sided subshifts and, more generally, for the existence of Gibbs measures. These extend the results of Kim [6] and…

We consider estimation in moment condition models and show that under any bound on identification strength, asymptotically admissible (i.e. undominated) estimators in a wide class of estimation problems must be uniformly continuous in the…

We investigate a linear diffusion equation incorporating historical effects, characterised by a finite non-negative Borel measure on \((0, \mathfrak T]\). This approach accommodates both distributed memory and discrete delays within a…

This article proves the existence and regularity of weak solutions for a class of mixed local-nonlocal problems with singular nonlinearities. We examine both the purely singular problem and perturbed singular problems. A central…