Related papers: Multivariate tempered stable random fields
In this article, we develop Stein characterization for two-sided tempered stable distribution. Stein characterizations for normal, gamma, Laplace, and variance-gamma distributions already known in the literature follow easily. One can also…
Minkowski functionals quantify the morphology of smooth random fields. They are widely used to probe statistical properties of cosmological fields. Analytic formulae for ensemble expectations of Minkowski functionals are well known for…
For control systems in discrete time, this paper discusses measure-theoretic invariance entropy for a subset Q of the state space with respect to a quasi-stationary measure obtained by endowing the control range with a probability measure.…
The emergence of glassy behavior of the random field Ising model (RFIM) is investigated using an extended mean-field theory approach. Using this formulation, systematic corrections to the standard Bragg-Williams theory can be incorporated,…
We introduce an harmonic analysis for iterated function systems (IFS) (X, mu) which is based on a Markov process on certain paths. The probabilities are determined by a weight function W on X. From W we define a transition operator R_W…
Copositive linear Lyapunov functions are used along with dissipativity theory for stability analysis and control of uncertain linear positive systems. Unlike usual results on linear systems, linear supply-rates are employed here for…
Integrable non-linear Hamiltonian systems perturbed by additive noise develop a Lyapunov instability, and are hence chaotic, for any amplitude of the perturbation. This phenomenon is related, but distinct, from Taylor's diffusion in…
Fractional relaxation equations, as well as relaxation functions time-changed by independent stochastic processes have been widely studied (see, for example, \cite{MAI}, \cite{STAW} and \cite{GAR}). We start here by proving that the…
In this paper, we first explore exponential stability by using Monotonicity inequality and use this information to obtain the existence of Invariant measure for linear Stochastic PDEs with potential in the space of tempered distributions.…
In this paper we consider random dynamical systems formed by concatenating maps acting on the unit interval $[0,1]$ in an iid fashion. Considered as a stationary Markov process, the random dynamical system possesses a unique stationary…
A general method is presented for deriving the limiting behavior of estimators that are defined as the values of parameters optimizing an empirical criterion function. The asymptotic behavior of such estimators is typically deduced from…
Inspired by significant real-life applications, in particular, sparse phase retrieval and sparse pulsation frequency detection in Asteroseismology, we investigate a general framework for compressed sensing, where the measurements are…
We demonstrate the equilibration of isolated macroscopic quantum systems, prepared in non-equilibrium mixed states with significant population of many energy levels, and observed by instruments with a reasonably bound working range compared…
A new functional-based approach is developed for the stability analysis of linear impulsive systems. The new method, which introduces looped-functionals, considers non-monotonic Lyapunov functions and leads to LMIs conditions devoid of…
The thinning-based integer-valued autoregressive moving-average (INARMA) models are popular for count time series. Recently, types of INARMA models have also been developed for count random fields, i.e., for spatial count data located on a…
Under a partially linear models we study a family of robust estimates for the regression parameter and the regression function when some of the predictor variables take values on a Riemannian manifold. We obtain the consistency and the…
A random-field Ising model that is capable of exhibiting a rich variety of multicritical phenomena, as well as a smearing of such behavior, is investigated. The model consists of an infinite-range-interaction Ising ferromagnet in the…
This paper introduces stationary and multi-self-similar random fields which account for stochastic volatility and have type G marginal law. The stationary random fields are constructed using volatility modulated mixed moving average fields…
Under suitable conditions, with respect to some property on a random iterated function system(RIFS), it is shown how the system satisfies in this property almost surely.
Analysing data that consists of one or more truncated exponential functions is of great interest in a wide range of fields. Data consisting of one or more exponential functions are measured by a wide range of instruments, examples include:…