Related papers: Multivariate tempered stable random fields
We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…
Input-to-State Stability (ISS) is fundamental in mathematically quantifying how stability degrades in the presence of bounded disturbances. If a system is ISS, its trajectories will remain bounded, and will converge to a neighborhood of an…
We investigate partially observed Markov decision processes (POMDPs) with cost functions regularized by entropy terms describing state, observation, and control uncertainty. Standard POMDP techniques are shown to offer bounded-error…
In this paper, we consider a situation where a decision maker's (DM's) risk preference can be described by a spectral risk measure (SRM) but there is not a single SRM which can be used to represent the DM's preferences consistently.…
Let $E$ be a space of observables in a sequence of trials $\xi_n$ and define $m_n$ to be the empirical distributions of the outcomes. We discuss the almost sure convergence of the sequence $m_n$ in terms of the $\psi$-weak topology of…
We identify the linear space spanned by the real-valued excessive functions of a Markov process with the set of those functions which are quasimartingales when we compose them with the process. Applications to semi-Dirichlet forms are…
We review recent results on the nonlinear development of thermal instability in the context of the turbulent atomic interstellar medium (ISM). First, we pre- sent a brief summary of the linear theory, remarking that, in the atomic ISM, the…
We consider an inverted harmonic oscillator in the space $L^{2} (\mathbb{S})$ of square-integrable functions on the circle $\mathbb{S}$ and compute its density of states employing the stationary phase approximation. Our computation is based…
A review is given on some recent developments in the theory of the Ising model in a random field. This model is a good representation of a large number of impure materials. After a short repetition of earlier arguments, which prove the…
Two classes of multivariate random fields with operator-stable marginals are constructed. The random fields $\mathbb{X}=\{X(t) : t \in \mathbb{R}^d \}$ with values in $\mathbb{R}^m$ are invariant in law under operator-scaling in both the…
In the framework of the focusing Nonlinear Schrodinger (NLS) equation we study numerically the nonlinear stage of the modulation instability (MI) of the condensate. As expected, the development of the MI leads to formation of "integrable…
A moderate deviation principle for functionals, with at most quadratic growth, of moving average processes is established. The main assumptions on the moving average process are a Logarithmic Sobolev inequality for the driving random…
The numerical extraction of resonant states of open quantum systems is usually a difficult problem. Regularization techniques, such as the mapping to complex coordinates or the addition of Complex Absorbing Potentials are typically…
We study the multifractal analysis of self-similar measures arising from random homogeneous iterated function systems. Under the assumption of the uniform strong separation condition, we see that this analysis parallels that of the…
A simple model of quantum particle is proposed in which the particle in a {\it macroscopic} rest frame is represented by a {\it microscopic d}-dimensional oscillator, {\it s=(d-1)/2} being the spin of the particle. The state vectors are…
Moderate deviation principles for stochastic differential equations driven by a Poisson random measure (PRM) in finite and infinite dimensions are obtained. Proofs are based on a variational representation for expected values of positive…
In this paper, we derive the moderate deviation principle for stationary sequences of bounded random variables with values in a Hilbert space. The conditions obtained are expressed in terms of martingale-type conditions. The main tools are…
The prevalence of spatially referenced multivariate data has impelled researchers to develop a procedure for the joint modeling of multiple spatial processes. This ordinarily involves modeling marginal and cross-process dependence for any…
The transition between a regime in which thermodynamic relations apply only to ensembles of small systems coupled to a large environment and a regime in which they can be used to characterize individual macroscopic systems is analyzed in…
In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson…