Related papers: Non-regular g-measures and variable length memory …
We present new families of goodness-of-fit tests of uniformity on a full-dimensional set $W\subset\R^d$ based on statistics related to edge lengths of random geometric graphs. Asymptotic normality of these statistics is proven under the…
We consider invariant transports of stationary random measures on $\mathbb{R}^d$ and establish natural mixing criteria that guarantee persistence of asymptotic variances. To check our mixing assumptions, which are based on two-point Palm…
For data sets with similar features, for example highly correlated features, most existing stability measures behave in an undesired way: They consider features that are almost identical but have different identifiers as different features.…
We introduce a new class of functions, called Attractivity Guarantee (AG)-functions, to certify the attractivity of sets for uncertain nonlinear switched systems in discrete time. The existence of an AG-function associated with a set…
This survey explores the foundational theory and recent developments in the study of hyperuniformity. We present a comprehensive mathematical framework in the context of weakly stationary random measures, emphasizing spectral…
The staleness problem is a well-known problem when working with dynamic data, due to the absence of events for a long time. Since the memory of the node is updated only when the node is involved in an event, its memory becomes stale.…
In this thesis, the main objects of study are probability measures on the isomorphism classes of countable, connected rooted graphs. An important class of such measures is formed by unimodular measures, which satisfy a certain equation,…
There is a rich literature proposing methods and establishing asymptotic properties of Bayesian variable selection methods for parametric models, with a particular focus on the normal linear regression model and an increasing emphasis on…
This article deals with detection of nonconstant long memory parameter in time series. The null hypothesis presumes stationary or nonstationary time series with constant long memory parameter, typically an I(d) series with d>-.5. The…
This paper investigates continuity properties of value functions and solutions for parametric optimization problems. These problems are important in operations research, control, and economics because optimality equations are their…
We consider translation-invariant interacting particle systems on the lattice with finite local state space admitting at least one Gibbs measure as a time-stationary measure. The dynamics can be irreversible but should satisfy some mild…
We restore part of the thermodynamic formalism for some renormalized measures that are known to be non-Gibbsian. We first point out that a recent theory due to Pfister implies that for block-transformed measures free energies and relative…
Regular variation of a multivariate measure with a Lebesgue density implies the regular variation of its density provided the density satisfies some regularity conditions. Unlike the univariate case, the converse also requires regularity…
We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…
Variable Length Memory Chains (VLMC), which are generalizations of finite order Markov chains, turn out to be an essential tool to modelize random sequences in many domains, as well as an interesting object in contemporary probability…
Empirically defining some constant probabilistic orbits of f(x) and g(x) iterated high-order functions, the stability of these functions in possible entangled interaction dynamics of the environment through its orbit's connectivity (open…
We construct a two-sample test for comparison of long memory parameters based on ratios of two rescaled variance (V/S) statistics studied in [Giraitis L., Leipus, R., Philippe, A., 2006. A test for stationarity versus trends and unit roots…
This work demonstrates that repeated weak measurements together with post-selection can produce sharp dynamical discontinuities in meter observables, even in minimal quantum systems. The discontinuous behavior is governed by the polar angle…
We provide new asymptotic theory for kernel density estimators, when these are applied to autoregressive processes exhibiting moderate deviations from a unit root. This fills a gap in the existing literature, which has to date considered…
We propose three test criteria each of which is appropriate for testing, respectively, the equivalence hypotheses of symmetry, of homogeneity, and of independence, with multivariate data. All quantities have the common feature of involving…