Related papers: Operator-stable-like Processes
The concept of sequential choice functions is introduced and studied. This concept applies to the reduction of the problem of stable matchings with sequential workers to a situation where the workers are linear.
A new class of stochastic processes called independent and periodically identically distributed (i.p.i.d.) processes is defined to capture periodically varying statistical behavior. Algorithms are proposed to detect changes in such i.p.i.d.…
We study nonlocal operators acting on functions in the Euclidean space. The operators under consideration generate anisotropic jump processes, e.g., a jump process that behaves like a stable process in each direction but with a different…
This paper deals with stability of a certain class of fractional order linear and nonlinear systems. The stability is investigated in the time domain and the frequency domain. The general stability conditions and several illustrative…
We consider quadratic stochastic operators, which are separable as a product of two linear operators. Depending on properties of these linear operators we classify the set of the separable quadratic stochastic operators: first class of…
The study of non-stationary processes whose local form has controlled properties is a fruitful and important area of research, both in theory and applications. We present here a construction of multifractional multistable processes, based…
We consider a time-varying first-order autoregressive model with irregular innovations, where we assume that the coefficient function is H\"{o}lder continuous. To estimate this function, we use a quasi-maximum likelihood based approach. A…
The transfer operator associated to a flow (continuous time dynamical system) is a one-parameter operator semigroup. We consider the operator-valued Laplace transform of this one-parameter semigroup. Estimates on the Laplace transform have…
In the present paper we introduce positive flows and processes, which generalize the ordinary dynamical systems and stochastic processes. We develop a branch of theory of positive operators based on the concepts of phase and positive…
Both Hawkes processes and autoregressive processes rely on linear functionals of their past, while modeling different types of data. Since datasets arising from observations of the same phenomenon may be heterogeneous and sampled at…
We introduce a new variational estimator for the intensity function of an inhomogeneous spatial point process with points in the $d$-dimensional Euclidean space and observed within a bounded region. The variational estimator applies in a…
We introduce the notion of intensity reweighted moment pseudostationary point processes on linear networks. Based on arbitrary general regular linear network distances, we propose geometrically corrected versions of different higher-order…
We describe a class of topological vector spaces admitting a mixing uniformly continuous operator group ${T_t}_{t\in\C^n}$ with holomorphic dependence on the parameter $t$. This result covers those existing in the literature. We also…
We develop an estimator for the high-dimensional covariance matrix of a locally stationary process with a smoothly varying trend and use this statistic to derive consistent predictors in non-stationary time series. In contrast to the…
We examine the fixed space of positive trace-preserving super-operators. We describe a specific structure that this space must have and what the projection onto it must look like. We show how these results, in turn, lead to an alternative…
We study algorithms for computing stable models of propositional logic programs and derive estimates on their worst-case performance that are asymptotically better than the trivial bound of O(m 2^n), where m is the size of an input program…
We consider second-order evolution equations in an abstract setting with intermittently delayed/ not-delayed damping. We give sufficient conditions for asymptotic and exponential stability, improving and generalising our previous results…
A nonequilibrium statistical operator method is developed for ensembles of particles obeying non-Hamiltonian equations of motion in classical phase space. The main consequences of non-zero compressibility of phase space are examined in…
The article contains an overview over locally stationary processes. At the beginning time varying autoregressive processes are discussed in detail - both as as a deep example and an important class of locally stationary processes. In the…
We consider a particle system with weights and the scaling limits derived from its occupation time. We let the particles perform independent recurrent L\'evy motions and we assume that their initial positions and weights are given by a…