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This paper develops asymptotic theory for estimation of parameters in regression models for binomial response time series where serial dependence is present through a latent process. Use of generalized linear model (GLM) estimating…
This note studies the robust output feedback stabilization problem of multi-input multi-output invertible nonlinear systems with output-dependent multipliers. An "ideal" state feedback is first designed under certain mild assumptions. Then,…
Sampling arises simultaneously with input and output delays in networked control systems. When the delay is left uncompensated, the sampling period is generally required to be sufficiently small, the delay sufficiently short, and, for…
Existing models of network growth typically have one or two parameters or strategies which are fixed for all times. We introduce a general framework where feedback on the current state of a network is used to dynamically alter the values of…
We consider a network of interacting agents and we model the process of choice on the adoption of a given innovative product by means of statistical-mechanics tools. The modelization allows us to focus on the effects of direct interactions…
A foundational assumption in complex-system collapse studies is that critical transitions are second-order, preceded by early-warning signals like rising autocorrelation, variance, and critical slowing down (Scheffer, 2009). We show this…
We study incentive design when multiple principals simultaneously design mechanisms for their respective teams in environments with strategic spillovers. In this environment, each principal's set of incentive-compatible mechanisms--those…
We propose a simple model that describes the dynamics of efficiencies of competing agents. Agents communicate leading to increase of efficiencies of underachievers, and an efficiency of each agent can increase or decrease irrespectively of…
We give two prediction intervals (PI) for Generalized Linear Models that take model selection uncertainty into account. The first is a straightforward extension of asymptotic normality results and the second includes an extra optimization…
We describe innovation in terms of a generalized branching process. Each new invention pairs with any existing one to produce a number of offspring, which is Poisson distributed with mean p. Existing inventions die with probability p/\tau…
We consider a model of dynamics of the immune system. The model is based on three factors: occasional boosting and continuous waning of immunity and a general description of the period between subsequent boosting events. The antibody…
Ensemble of initial conditions for nonlinear maps can be described in terms of entropy. This ensemble entropy shows an asymptotic linear growth with rate K. The rate K matches the logarithm of the corresponding asymptotic sensitivity to…
We study the mean-field limit of a generic class of dynamic co-evolving latent space networks motivated by the social and opinion dynamics literature. Such models include $n$ agents, whose opinions are given by latent stochastic processes,…
The present work generalizes the analytical results of Petrikaite (2016) to a market where more than two firms interact. As a consequence, for a generic number of firms in the oligopoly model described by Janssen et al (2005), the…
This brief addresses the distributed consensus problem of nonlinear multi-agent systems under a general directed communication topology. Each agent is governed by higher-order dynamics with mismatched uncertainties, multiple completely…
Market Mill is a complex dependence pattern leading to nonlinear correlations and predictability in intraday dynamics of stock prices. The present paper puts together previous efforts to build a dynamical model reflecting the market mill…
This paper is motivated by the problem of asymptotically stabilizing invariant sets in the state space of control systems by means of output feedback. The sets considered are smooth embedded in submanifolds and the class of system is…
This paper develops the asymptotic theory for parametric and nonparametric regression models when the errors have a fractional local to unity root (FLUR) model structure. FLUR models are stationary time series with semi-long range…
Feedback loops between population dynamics of individuals and their ecological environment are ubiquitously found in nature, and have shown profound effects on the resulting eco-evolutionary dynamics. Incorporating linear environmental…
We investigate the outcome of generalised Lotka-Volterra dynamics of ecological communities with random interaction coefficients and non-linear feedback. We show in simulations that the saturation of non-linear feedback stabilises the…