Related papers: Conditionings to avoid points with various clocks …
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…
Autonomous control systems use various sensors to decrease the amount of uncertainty under which they operate. While providing partial observation of the current state of the system, sensors require resources such as energy, time and…
Our aim is to unify and extend the large deviation upper and lower bounds for the occupation times of a Markov process with $L_2$ semigroups under minimal conditions on the state space and the process trajectories; for example, no strong…
We use Levy processes to generate joint prior distributions, and therefore penalty functions, for a location parameter as p grows large. This generalizes the class of local-global shrinkage rules based on scale mixtures of normals,…
We have used different methods to obtain the bound states of a Hamiltonian of a relativistic two scalar particle system in a local potential. The potentials we are interested in are binding and confining potentials, that are associated with…
We describe how geometrical methods can be applied to a system with explicitly time-dependent second-class constraints so as to cast it in Hamiltonian form on its physical phase space. Examples of particular interest are systems which…
Infinite horizon optimal stopping problems for a L\'evy processes with a two-sided reward function are considered. A two-sided verification theorem is presented in terms of the overall supremum and the overall infimum of the process. A…
Inspired by recent work of P.-L. Lions on conditional optimal control, we introduce a problem of optimal stopping under bounded rationality: the objective is the expected payoff at the time of stopping, conditioned on another event. For…
The usable limits of the customary and relaxational filtrational theories are considered. The questions of applicable the locality and local thermodynamical equilibrium principles to depict the nonstationary flows are discussed. The…
For the first time, using a modified Ikeda model it is demonstrated analytically that anticipating synchronization can be obtained in chaotic time-delay systems governed by two characteristic delay times. We derive existence and stability…
In [4], we examined the use of coupling to obtain bounds on the mixing time of statistics on Markov chains. In the present paper, we consider the same general problem, but using strong stationary times rather than coupling. We discuss…
Carr and Wu (2004), henceforth CW, developed a framework that encompasses almost all of the continuous-time models proposed in the option pricing literature. Their main result hinges on the stopping time property of the time changes, but…
For an arbitrary L\'evy process $X$ which is not a compound Poisson process, we are interested in its occupation times. We use a quite novel and useful approach to derive formulas for the Laplace transform of the joint distribution of $X$…
In this paper, we study the law of the local time processes $(L_T^x(X),x\in \mathbb{R})$ associated to a spectrally negative L\'evy process $X$, in the cases $T=\tau_a^+$, the first passage time of $X$ above $a>0$ and $T=\tau(c)$, the first…
We present a procedure to build a single time model for the equations of motion of relativistic retarded systems composed of several particles; at any desired level of accuracy. We treat the especial case of a binary system. We apply this…
We show that it is possible to significantly reduce quadrupole and tensor polarizability shifts of a clock transition by operating at a judiciously chosen field-insensitive point. In some cases shifts are almost completely eliminated making…
This paper compares convex and non-convex penalized likelihood methods in high-dimensional statistical modeling, focusing on their strengths and limitations. Convex penalties, like LASSO, offer computational efficiency and strong…
Several aspects of the laws of first hitting times of points are investigated for one-dimensional symmetric stable L\'evy processes. It\^o's excursion theory plays a key role in this study.
This paper provides examples of various synchronous and asynchronous signal processing systems for performing optimization, utilizing the framework and elements developed in a preceding paper. The general strategy in that paper was to…
We present a collection of results about the clock in Feynman's computer construction and Kitaev's Local Hamiltonian problem. First, by analyzing the spectra of quantum walks on a line with varying endpoint terms, we find a better lower…