Related papers: Multivariate Max-Stable Processes and Homogeneous …
For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal…
This paper presents a consistent computational framework for multiscale 1st order finite strain homogenization and stability analyses of rate-independent solids with periodic microstructures. Based on the principle of multiscale virtual…
We consider regression in which one predicts a response $Y$ with a set of predictors $X$ across different experiments or environments. This is a common setup in many data-driven scientific fields and we argue that statistical inference can…
We describe a new class of self-similar symmetric $\alpha$-stable processes with stationary increments arising as a large time scale limit in a situation where many users are earning random rewards or incurring random costs. The resulting…
We propose solution of the problem of the mean square optimal estimation of linear functionals which depend on the unobserved values of a continuous time stochastic process with periodically correlated increments based on observations of…
Maxima of moving maxima of continuous functions (CM3) are max-stable processes aimed at modeling extremes of continuous phenomena over time. They are defined as Smith and Weissman's M4 processes with continuous functions rather than…
For many environmental processes, recent studies have shown that the dependence strength is decreasing when quantile levels increase. This implies that the popular max-stable models are inadequate to capture the rate of joint tail decay,…
For a stationary sequence that is regularly varying and associated we give conditions which guarantee that partial sums of this sequence, under normalization related to the exponent of regular variation, converge in distribution to a…
In this article, we consider additive functionals $\zeta_t = \int_0^t f(X_s)\mathrm{d} s$ of a c\`adl\`ag Markov process $(X_t)_{t\geq 0}$ on $\mathbb{R}$. Under some general conditions on the process $(X_t)_{t\geq 0}$ and on the function…
A multivariable version of the strong maximal function is introduced and a sharp distributional estimate for this operator in the spirit of the Jessen, Marcinkiewicz, and Zygmund theorem is obtained. Conditions that characterize the…
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…
We introduce and study a natural multispecies variant of the inhomogeneous PushTASEP with site-dependent rates on the finite ring. We show that the stationary distribution of this process is proportional to the ASEP polynomials at $q = 1$…
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…
In many applications, the common assumption that a driving noise process affecting a system is independent or Markovian may not be realistic, but the noise process may be assumed to be stationary. To study such problems, this paper…
Brown-Resnick processes are max-stable processes that are associated to Gaussian processes. Their simulation is often based on the corresponding spectral representation which is not unique. We study to what extent simulation accuracy and…
Extreme values are considered in samples with random size that has a mixed Poisson distribution being generated by a doubly stochastic Poisson process. We prove some inequalities providing bounds on the rate of convergence in limit theorems…
Spatio-temporal processes in environmental applications are often assumed to follow a Gaussian model, possibly after some transformation. However, heterogeneity in space and time might have a pattern that will not be accommodated by…
The non-consensus problems of high order linear time-invariant dynamical homogeneous multi-agent systems are concerned. Based on the conditions of consensus achievement, the mechanisms that lead to non-consensus motions are analyzed.…
All interesting and fascinating collective properties of a complex system arise from the intricate way in which its components interact. Various systems in physics, biology, social sciences and engineering have been successfully modelled as…
The large time dynamics of a periodically driven Fokker-Planck process possessing several metastable states is investigated. At weak noise transitions between the metastable states are rare. Their dynamics then represent a discrete…