Related papers: Some reflected autoregressive processes with depen…
In this paper we suggest two continuous-time models which exhibit an autoregressive structure. We obtain existence and uniqueness results and study the structure of the solution processes. One of the models, which corresponds to general…
In finance, economics and many other fields, observations in a matrix form are often generated over time. For example, a set of key economic indicators are regularly reported in different countries every quarter. The observations at each…
To predict the next token, autoregressive models ordinarily examine the past. Could they also benefit from also examining hypothetical futures? We consider a novel Transformer-based autoregressive architecture that estimates the next-token…
An extension of the RINAR(1) process for modelling discrete-time dependent counting processes is considered. The model RINAR(p) investigated here is a direct and natural extension of the real AR(p) model. Compared to classical INAR(p)…
Recurrence and ergodic properties are established for a single--server queueing system with variable intensities of arrivals and service. Convergence to stationarity is also interpreted in terms of reliability theory.
We consider a service system where agents (or, servers) are invited on-demand. Customers arrive as a Poisson process and join a customer queue. Customer service times are i.i.d. exponential. Agents' behavior is random in two respects.…
To refine formal methods for concurrent systems, there are several ways of enriching classical operational semantics of process calculi. One can enable the auditing and undoing of past synchronisations thanks to communication keys, thus…
Standard dynamics models for continuous control make use of feedforward computation to predict the conditional distribution of next state and reward given current state and action using a multivariate Gaussian with a diagonal covariance…
Generic quantum systems --as much as their classical counterparts-- pass arbitrarily close to their initial state after sufficiently long time. Here we provide an essentially exact computation of such recurrence times for generic…
Vector autoregressive models characterize a variety of time series in which linear combinations of current and past observations can be used to accurately predict future observations. For instance, each element of an observation vector…
In this paper we introduce a modified version of a gaussian standard first-order autoregressive process where we allow for a dependence structure between the state variable $Y_{t-1}$ and the next innovation $\xi_t$. We call this model…
Recent studies indicate that in many situations service times are affected by the experienced queueing delay of the particular customer. This effect has been detected in different areas, such as health care, call centers and…
This paper concerns the recurrence structure of the infinite server queue, as viewed through the prism of the maximum dater sequence, namely the time to drain the current work in the system as seen at arrival epochs. Despite the importance…
We consider stationary autoregressive processes with coefficients restricted to an ellipsoid, which includes autoregressive processes with absolutely summable coefficients. We provide consistency results under different norms for the…
Many hierarchically modular systems are structured in a way that resembles an hourglass. This "hourglass effect" means that the system generates many outputs from many inputs through a relatively small number of intermediate modules that…
We propose an Embedding Network Autoregressive Model for multivariate networked longitudinal data. We assume the network is generated from a latent variable model, and these unobserved variables are included in a structural peer effect…
In the present paper we consider general counting processes stopped at a random time $T$, independent of the process. Provided that $T$ has the decreasing failure rate (DFR) property, we give sufficient conditions on the arrival times so…
We consider a discrete-time system comprising a first-come-first-served queue, a non-preemptive server, and a stationary non-work-conserving scheduler. New tasks enter the queue according to a Bernoulli process with a pre-specified arrival…
A particle subject to a white noise external forcing moves like a Langevin process. Consider now that the particle is reflected at a boundary which restores a portion c of the incoming speed at each bounce. For c strictly smaller than the…
We derive factorization identities for a class of preemptive-resume queueing systems, with batch arrivals and catastrophes that, whenever they occur, eliminate multiple customers present in the system. These processes are quite general, as…