Related papers: Multivariate tempered stable random fields
Extending the concept of multi-selfsimilar random field we study multi-scale invariant (MSI) fields which have component-wise discrete scale invariant property. Assuming scale parameters as $\lambda_i>1$, $i=1,\ldots,d$ and the parameter…
We consider the first-hitting time of a tempered $\beta$-stable subordinator, also called inverse tempered stable (ITS) subordinator. The density function of the ITS subordinator is obtained, for the index of stability $\beta \in (0,1)$.…
We find the information geometry of tempered stable processes. Beginning with the derivation of $\alpha$-divergence between two tempered stable processes, we obtain the corresponding Fisher information matrices and the $\alpha$-connections…
An integer-valued moving average (INMA) model for count random fields is proposed and investigated. Closed-form expressions are derived for both its marginal distribution and spatial dependence structure, for arbitrary model order and also…
Reverberation chambers are currently used to test electromagnetic compatibility as well as to characterize antenna efficiency, wireless devices, and MIMO systems. The related measurements are based on statistical averages and their…
We studied topological and metric properties of the so-called interval translation maps (ITMs). For these maps, we introduced the maximal invariant measure and study its properties. Further, we study how the invariant measures depend on the…
Invariance-based randomization tests -- such as permutation tests, rotation tests, or sign changes -- are an important and widely used class of statistical methods. They allow drawing inferences under weak assumptions on the data…
We show the convolution equivalence property of univariate tempered stable distributions in the sense of Rosi\'nsky (2007). This makes rigorous various classic heuristic arguments on the asymptotic similarity between the probability and…
We propose a notion of conditioned stochastic stability of invariant measures on repellers: we consider whether quasi-ergodic measures of absorbing Markov processes, generated by random perturbations of the deterministic dynamics and…
I model the multi-phase interstellar medium (ISM) randomly heated and shocked by supernovae, with gravity, differential rotation and other parameters we understand to be typical of the solar neighbourhood. The simulations are 3D extending…
Empirical risk minimization (ERM) stability is usually studied via single-valued outputs, while convex non-strict losses yield set-valued minimizers. We identify Painlev\'e-Kuratowski upper semicontinuity (PK-u.s.c.) as the intrinsic…
This paper describes an algorithm for selecting parameter values (e.g. temperature values) at which to measure equilibrium properties with Parallel Tempering Monte Carlo simulation. Simple approaches to choosing parameter values can lead to…
Studying sample path behaviour of stochastic fields/processes is a classical research topic in probability theory and related areas such as fractal geometry. To this end, many methods have been developed since a long time in Gaussian…
We propose convenient inferential methods for potentially nonstationary multivariate unobserved components models with fractional integration and cointegration. Based on finite-order ARMA approximations in the state space representation,…
This paper investigates uniform almost sure stability of randomly switched time-varying systems. Mode-dependent indefinite multiple Lyapunov functions (iMLFs) are introduced to assess stability properties of diverse time-varying subsystems.…
A tempered version of the discrete Linnik distribution is introduced in order to obtain integer-valued distribution families connected to stable laws. The proposal constitutes a generalization of the well-known Poisson-Tweedie law, which is…
We combine traditional pointer-based simultaneous measurements of conjugate observables with the concept of quantum Brownian motion of multipartite systems to phenomenologically model simultaneous measurements of conjugate observables in a…
It is known that sparse recovery by measurements from random circulant matrices provides good recovery bounds. We generalize this to measurements that arise as a random orbit of a group representation for some finite group G. We derive…
This article studies the \emph{robust covariance matrix estimation} of a data collection $X = (x_1,\ldots,x_n)$ with $x_i = \sqrt \tau_i z_i + m$, where $z_i \in \mathbb R^p$ is a \textit{concentrated vector} (e.g., an elliptical random…
The dynamical responses of random field Ising model at zero temperature, driven by standing magnetic field wave, is studied by Monte Carlo simulation in two dimensions. The three different kinds of distribution of quenched random field are…