Related papers: Continuous-time locally stationary time series mod…
In this paper we study the problem of statistical inference for a continuous-time moving average L\'evy process of the form $$Z_{t} = \int_{\mathbb{R}}\mathcal{K}(t-s)\, dL_{s},\quad t\in\mathbb{R}$$ with a deterministic kernel (\K\) and a…
This article is devoted to some time-changed stochastic models based on multivariate stable processes. The considered models have several advantages in comparison with classical time-changed Brownian motions - for instance, it turns out…
We investigate the properties of a continuous time GARCH process as the solution to a L\'evy driven stochastic functional integral equation. This process occurs as a weak limit of a sequence of discrete time GARCH processes as the time…
We consider a collective quantum spin-$s$ in contact with Markovian spin-polarized baths. Using a conserved super-operator charge, a differential representation of the Liouvillian is constructed to find its exact spectrum and eigen-modes.…
This paper provide a comprehensive analysis of the finite and long time behavior of continuous-time non-Markovian dynamical systems, with a focus on the forward Stochastic Volterra Integral Equations(SVIEs).We investigate the properties of…
Time-averaged autocorrelation functions of a dichotomous random process switching between 1 and 0 and governed by wide power law sojourn time distribution are studied. Such a process, called a L\'evy walk, describes dynamical behaviors of…
Improving the efficiency of discrete time scale invariant (DSI) processes, we consider some flexible sampling of a continuous time DSI process ${X(t), t\in{R^+}}$ with scale $l>1$, which is in correspondence to some multi-dimensional…
In this paper the class of ARCH$(\infty)$ models is generalized to the nonstationary class of ARCH$(\infty)$ models with time-varying coefficients. For fixed time points, a stationary approximation is given leading to the notation ``locally…
We consider two type of systems, a linear singular discrete time system and a linear singular fractional discrete time system whose coefficients are square constant matrices. By assuming that the input vector changes only at equally space…
We develop methodology allowing to simulate a stationary functional time series defined by means of its spectral density operators. Our framework is general, in that it encompasses any such stationary functional time series, whether linear…
We introduce a new class of stochastic processes which are stationary, Markovian and characterized by an infinite range of time-scales. By transforming the Fokker-Planck equation of the process into a Schrodinger equation with an…
Imposing some flexible sampling scheme we provide some discretization of continuous time discrete scale invariant (DSI) processes which is a subsidiary discrete time DSI process. Then by introducing some simple random measure we provide a…
In this letter, we investigate the statistical properties of electromagnetic signals after different times of duration within one-dimensional local-disordered time-varying cavities, where both spatial and temporal disorders are added. Our…
We consider uniform moment convergence of lag-window spectral density estimates for univariate and multivariate stationary processes. Optimal rates of convergence are obtained under mild and easily verifiable conditions. Our theory…
Using a local analog of the Wiener-Levi theorem, we investigate the class of measures on Euclidean space with discrete support and spectrum. Also, we find a new sufficient conditions for a discrete set in Euclidean space to be a coherent…
Many astrophysical phenomena are time-varying, in the sense that their brightness change over time. In the case of periodic stars, previous approaches assumed that changes in period, amplitude, and phase are well described by either…
The thesis is devoted to the phase space representation of relativistic quantum mechanics. For a class of observables with matrix-valued Weyl symbols proportional to the identity matrix, the Weyl-Wigner-Moyal formalism is proposed. The…
Time crystals are classified as discrete or continuous depending on whether they spontaneously break discrete or continuous time translation symmetry. While discrete time crystals have been extensively studied in periodically driven systems…
Continuous-time stochastic systems have attracted a lot of attention recently, due to their wide-spread use in finance for modelling price-dynamics. More recently models taking into accounts shocks have been developed by assuming that the…
The Wigner-Weyl transform and phase space formulation of a density matrix approach are applied to a non-Hermitian model which is quadratic in positions and momenta. We show that in the presence of a quantum environment or reservoir, mean…