Related papers: Almost periodic stationary processes
We characterise all the quasi-stationary distributions and the Q-process associated with a continuous state branching process that explodes in finite time. We also provide a rescaling for the continuous state branching process conditioned…
We obtain strong invariance principles for normalized multiple iterated sums and integrals of the form $\bbS_N^{(\nu)}(t)=N^{-\nu/2}\sum_{0\leq k_1<...<k_\nu\leq Nt}\xi(k_1)\otimes\cdots\otimes\xi(k_\nu)$, $t\in[0,T]$ and…
We give conditions to prove the existence of an Extremal Index for general stationary stochastic processes by detecting the presence of one or more underlying periodic phenomena. This theory, besides giving general useful tools to identify…
We develop efficient methods for simulating processes of Ornstein-Uhlenbeck type related to the class of $p$-tempered $\alpha$-stable ($\ts$) distributions. Our results hold for both the univariate and multivariate cases and we consider…
We study the differential properties of higher-order statistical probabilistic programs with recursion and conditioning. Our starting point is an open problem posed by Hongseok Yang: what class of statistical probabilistic programs have…
In this paper we estimate the rest of the approximation of a stationary process by a martingale in terms of the projections of partial sums. Then, based on this estimate, we obtain almost sure approximation of partial sums by a martingale…
This article introduces the class of periodic trawl processes, which are continuous-time, infinitely divisible, stationary stochastic processes, that allow for periodicity and flexible forms of their serial correlation, including both…
We consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…
Empirical processes for stationary, causal sequences are considered. We establish empirical central limit theorems for classes of indicators of left half lines, absolutely continuous functions and piecewise differentiable functions. Sample…
We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…
We give a representation of the solution for a stochastic linear equation of the form $X_t=Y_t+\int_{(0,t]}X_{s-} \mathrm {d}{Z}_s$ where $Z$ is a c\'adl\'ag semimartingale and $Y$ is a c\'adl\'ag adapted process with bounded variation on…
We construct intrinsic on-and off-diagonal upper and lower estimates for the transition probability density of a L\'evy process in small time. By intrinsic we mean that such estimates reflect the structure of the characteristic exponent of…
In this paper, we study the asymptotic behavior of a supercritical $(\xi,\psi)$-superprocess $(X_t)_{t\geq 0}$ whose underlying spatial motion $\xi$ is an Ornstein-Uhlenbeck process on $\mathbb R^d$ with generator $L =…
In this paper, we study quasi-stationary distributions of nonlinearly perturbed semi-Markov processes in discrete time. This type of distributions is of interest for the analysis of stochastic systems which have finite lifetimes, but are…
The notion of almost periodicity nontrivially generalizes the notion of periodicity. Strongly almost periodic sequences (=uniformly recurrent infinite words) first appeared in the field of symbolic dynamics, but then turned out to be…
Introduced is the notion of minimality for spectral representations of sum- and max-infinitely divisible processes and it is shown that the minimal spectral representation on a Borel space exists and is unique. This fact is used to show…
In this document, some structured operator approximation theoretical methods for system identification of nearly eventually periodic systems, are presented. Let $\mathbb{C}^{n\times m}$ denote the algebra of $n\times m$ complex matrices.…
In this paper, we consider the asymptotic dynamics of the skew-product semiflow generated by the following time almost-periodically forced scalar reaction-diffusion equation \begin{equation}\label{eq0} u_{t}=u_{xx}+f(t,u,u_{x}),\,\,t>0,\,…
We investigate three types of averaging principles and the normal deviation for multi-scale stochastic differential equations (in short, SDEs) with polynomial nonlinearity. More specifically, we first demonstrate the strong convergence of…
In this article we introduce a class of discontinuous almost automorphic functions which appears naturally in the study of almost automorphic solutions of differential equations with piecewise constant argument. Their fundamental properties…