Related papers: Stochastic monotonicity and the Markov product for…
The equivalence of the characteristic function approach and the probabilistic approach to monotone and boolean convolutions is proven for non-compactly supported probability measures. A probabilistically motivated definition of the…
We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…
The effect of multiplicative stochastic perturbations on Hamiltonian systems on the plane is investigated. It is assumed that perturbations fade with time and preserve a stable equilibrium of the limiting system. The paper investigates…
In this paper, we obtain monotonicity of Steklov eigenvalues on graphs which as a special case on trees extends the results of He-Hua [Calc. Var. Partial Differential Equations 61 (2022), no. 3, Paper No. 101, arXiv: 2103.07696] to higher…
Consider a continuous random pair $(X,Y)$ whose dependence is characterized by an extreme-value copula with Pickands dependence function $A$. When the marginal distributions of $X$ and $Y$ are known, several consistent estimators of $A$ are…
Several methods are available in the literature to stochastically compare random variables and random vectors. We introduce the notion of asymptotic stochastic order for random processes and define four such orders. Various properties and…
We present a general approach for computing the dynamic partition function of a continuous-time Markov process. The Ruelle topological pressure is identified with the large deviation function of a physical observable. We construct for the…
A fundamental issue in nonlinear dynamics and statistical physics is how to distinguish chaotic from stochastic fluctuations in short experimental recordings. This dilemma underlies many complex systems models from stochastic gene…
We study the asymptotic behavior of a Markov chain on $\mathbb{Z}^2$ that corresponds to the two-dimensional marginals of a reinforcement process on $\mathbb{Z}^{\mathbb{N}}$. Three distinct asymptotic regimes are identified, depending on…
For an attracting periodic orbit (limit cycle) of a deterministic dynamical system, one defines the isochron for each point of the orbit as the cross-section with fixed return time under the flow. Equivalently, isochrons can be…
When it comes to structural estimation of risk preferences from data on choices, random utility models have long been one of the standard research tools in economics. A recent literature has challenged these models, pointing out some…
Markov combination is an operation that takes two statistical models and produces a third whose marginal distributions include those of the original models. Building upon and extending existing work in the Gaussian case, we develop Markov…
In statistical modeling of computer experiments sometimes prior information is available about the underlying function. For example, the physical system simulated by the computer code may be known to be monotone with respect to some or all…
Symmetry properties of stochastic dynamical systems described by stochastic differential equation of Stratonovich type and related conserved quantities are discussed, extending previous results by Misawa. New conserved quantities are given…
The relationships between port-Hamiltonian systems modeling and the notion of monotonicity are explored. The earlier introduced notion of incrementally port-Hamiltonian systems is extended to maximal cyclically monotone relations, together…
Continuation refers to the operation by which the cumulative distribution function of a discontinuous random vector is made continuous through multilinear interpolation. The copula that results from the application of this technique to the…
In some inferential statistical methods, such as tests and confidence intervals, it is important to describe the stochastic behavior of statistical functionals, aside from their large sample properties. We study such behavior in terms of…
The paper is devoted to a systematic study of the duality of processes in the sense that $E f(X_t^x,y)=E f (x, Y_t^y)$ for a certain $f$. This classical topic has well known applications in interacting particles, intertwining,…
We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…
The full family of discrete logistic maps has been widely studied both as a canonical example of the period-doubling route to chaos, and as a model of natural processes. In this paper we present a study of the stochastic process described…