Related papers: Operator-stable-like Processes

Hawkes processes are a class of point processes that have the ability to model the self- and mutual-exciting phenomena. Although the classic Hawkes processes cover a wide range of applications, their expressive ability is limited due to…

We prove stability for a class of heterogeneous catalysis models in the $L_p$-setting. We consider a setting in a finite three-dimensional pore of cylinder-like geometry, with the lateral walls acting as a catalytic surface. Under a…

In this paper we study coupled fully non-local equations, where a linear non-local operator jointly acts on the time and space variables. We establish existence and uniqueness of the solution. A maximum principle is proved and used to…

This article studies a class of semilinear scalar field equations on the real line with variable coefficients in the linear terms. These coefficients are not necessarily small perturbations of a constant. We prove that under suitable…

This paper studies sparse covariance operator estimation for nonstationary processes with sharply varying marginal variance and small correlation lengthscale. We introduce a covariance operator estimator that adaptively thresholds the…

We study the partial maxima of stationary \alpha-stable processes. We relate their asymptotic behavior to the ergodic theoretical properties of the flow. We observe a sharp change in the asymptotic behavior of the sequence of partial maxima…

The Stochastic Calculus of Looping Sequences is suitable to describe the evolution of microbiological systems, taking into account the speed of the described activities. We propose a type system for this calculus that models how the…

Given a marked renewal point process (assuming that the marks are i.i.d.) we say that an unbounded region is stable if it contains finitely many points of the point process with probability one. In this paper we provide algorithms that…

In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the prop- erties are (approximately) constant for some time and then slowly…

We obtain necessary and sufficient conditions for the regular variation of the variance of partial sums of functionals of discrete and continuous-time stationary Markov processes with normal transition operators. We also construct a class…

We introduce an interleaving operational semantics for describing the client-observable behaviour of atomic transactions on distributed key-value stores. Our semantics builds on abstract states comprising centralised, global key-value…

We introduce a class of spatial stochastic processes in the max-domain of attraction of familiar max-stable processes. The new class is based on Cox processes and comprises models with short range dependence. We show that statistical…

Conditions are established under which the optimal control of processes having both absolutely continuous and singular (with respect to time) controls are equivalent to linear programs over a space of measures on the state and control…

We consider the Markov chain approximations for singular stable-like processes. First we obtain properties of some Markov chains. Then we construct the approximating Markov chains and give a necessary condition for weak convergence of these…

We introduce a new definition of topological degree for a meaningful class of operators which need not be continuous. Subsequently, we derive a number of fixed point theorems for such operators. As an application, we deduce a new existence…

In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the properties are (approximately) constant for some time and then slowly start…

We investigate some types of composition operators, linear and not, and conditions for some spaces to be mapped into themselves and for the operators to satisfy some good properties.

This paper investigates a variant of the work-stealing algorithm that we call the localized work-stealing algorithm. The intuition behind this variant is that because of locality, processors can benefit from working on their own work.…

Spatio-temporal Hawkes point processes are a particularly interesting class of stochastic point processes for modeling self-exciting behavior, in which the occurrence of one event increases the probability of other events occurring. These…

Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…