Related papers: Operator-stable-like Processes
We develop an Onsager-Machlup-type theory for nonequilibrium semi-Markov processes. Our main result is an exact large time asymptotics for the joint probability of the occupation times and the currents in the system, establishing some…
An operational time of arrival is introduced using a realistic position and momentum measurement scheme. The phase space measurement involves the dynamics of a quantum particle probed by a measuring device. For such a measurement an…
Stationary graph process models are commonly used in the analysis and inference of data sets collected on irregular network topologies. While most of the existing methods represent graph signals with a single stationary process model that…
We introduce a point process regression model that is applicable to price models and limit order book models. Hawkes type autoregression in the intensity process is generalized to a stochastic regression to covariate processes. We establish…
We consider a stochastic fluid queue served by a constant rate server and driven by a process which is the local time of a certain Markov process. Such a stochastic system can be used as a model in a priority service system, especially when…
Homogenization for non-local operators in periodic environments has been studied intensively. So far, these works are mainly devoted to the qualitative results, that is, to determine explicitly the operators in the limit. To the best of…
We propose a new summary statistic for inhomogeneous intensity-reweighted moment stationary spatio-temporal point processes. The statistic is defined through the n-point correlation functions of the point process and it generalises the…
We propose a general scenario to analyze social and economic changes in modern environments. We illustrate the ideas with a model that incorporating the main trends is simple enough to extract analytical results and, at the same time,…
This paper elucidates the connection between stationary symmetric alpha-stable processes with 0<alpha<2 and nonsingular flows on measure spaces by describing a new and unique decomposition of stationary stable processes into those…
Max-stable processes are the natural analogues of the generalized extreme-value distribution for the modelling of extreme events in space and time. Under suitable conditions, these processes are asymptotically justified models for maxima of…
In this paper, a proof of asymptotic stability for the combined system-optimizer dynamics associated with a class of real-time methods for equality constrained nonlinear model predictive control is presented. General Q-linearly convergent…
Scattering moments provide nonparametric models of random processes with stationary increments. They are expected values of random variables computed with a nonexpansive operator, obtained by iteratively applying wavelet transforms and…
In this paper we study pseudo-processes related to odd-order heat-type equations composed with L\'evy stable subordinators. The aim of the article is twofold. We first show that the pseudo-density of the subordinated pseudo-process can be…
In this paper, we study a class of convolution operators on the space of distributions that enlarge the well-studied class of passive operators. In this larger class, we are able to associate, to each operator, a holomorphic function in the…
The existence, uniqueness, and asymptotic stability of modulo periodic Poisson stable solutions of dynamic equations on a periodic time scale are investigated. The model under investigation involves a term which is constructed via a Poisson…
We consider a new family of $\R^d$-valued L\'{e}vy processes that we call Lamperti stable. One of the advantages of this class is that the law of many related functionals can be computed explicitely (see for instance \cite{cc}, \cite{ckp},…
We study some natural operators acting on configurations of points and lines in the plane and remark that many interesting configurations are fixed points for these operators. We review ancient and recent results on line or point…
We prove a weak maximum principle for nonlocal symmetric stable operators. This includes the fractional Laplacian. The main focus of this work is the regularity of the considered function.
Motivated by recent best case analyses for some sorting algorithms and based on the type of complexity we partition the algorithms into two classes: homogeneous and non homogeneous algorithms. Although both classes contain algorithms with…
Traditionally stationarity refers to shift invariance of the distribution of a stochastic process. In this paper, we rediscover stationarity as a path property instead of a distributional property. More precisely, we characterize a set of…