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This paper considers optimization over multiple renewal systems coupled by time average constraints. These systems act asynchronously over variable length frames. For each system, at the beginning of each renewal frame, it chooses an action…

We adapt the classical definition of locally stationary processes in discrete-time to the continuous-time setting and obtain equivalent representations in the time and frequency domain. From this, a unique time-varying spectral density is…

We construct the analogue of the local time -- at a fixed point $x$ -- for Markov processes indexed by Levy trees. We start by proving that Markov processes indexed by Levy trees satisfy a special Markov property which can be thought as a…

When analysing time series an important issue is to decide whether the time series is stationary or a random walk. Relaxing these notions, we consider the problem to decide in favor of the I(0)- or I(1)-property. Fixed-sample statistical…

We propose an optimizing transformation which reduces program runtime at the expense of program size by eliminating conditional jumps.

We establish a replacement lemma for a variational problem, which is not based on a local argument. We then apply it to a phase transition problem and obtain pointwise estimates.

The aim of this work is to make a survey on recent sufficient optimality conditions for optimal control problems with time delays in both state and control variables. The results are obtained by transforming delayed optimal control problems…

This article introduces estimators of trend and seasonality for time series of point processes. We assume the point processes follow a temporal or spatial doubly-stochastic Poisson model with log-Gaussian intensity functions. The proposed…

We create a new online reduction of multiclass classification to binary classification for which training and prediction time scale logarithmically with the number of classes. Compared to previous approaches, we obtain substantially better…

This paper studies a class of approach-evasion differential games, in which one player aims to steer the state of a dynamic system to the given target set in minimum time, while avoiding some set of disallowed states, and the other player…

We provide a sufficient condition for the continuity of real valued permanental processes. When applied to the subclass of permanental processes which consists of squares of Gaussian processes, we obtain the sufficient condition for…

We study more general variational problems on time scales. Previous results are generalized by proving necessary optimality conditions for (i) variational problems involving delta derivatives of more than the first order, and (ii) problems…

In this paper, we consider a wide class of time-varying multivariate causal processes which nests many classic and new examples as special cases. We first prove the existence of a weakly dependent stationary approximation for our model…

A temporal logic is presented for reasoning about the correctness of timed concurrent constraint programs. The logic is based on modalities which allow one to specify what a process produces as a reaction to what its environment inputs.…

A two-lane exclusion process is studied where particles move in the two lanes in opposite directions and are able to change lanes. The focus is on the steady state behavior in situations where a positive current is constrained to an…

Time series data are often obtained only within a limited time range due to interruptions during observation process. To classify such partial time series, we need to account for 1) the variable-length data drawn from 2) different…

We establish two results about local times of spectrally positive stable processes. The first is a general approximation result, uniform in space and on compact time intervals, in a model where each jump of the stable process may be marked…

We show that moment inequalities in a wide variety of economic applications have a particular linear conditional structure. We use this structure to construct uniformly valid confidence sets that remain computationally tractable even in…

We study a class of second order variational inequalities with bilateral constraints. Under certain conditions we show the existence of a unique viscosity solution of these variational inequalities and give a stochastic representation to…

The problem of finding a necessary and sufficient condition for the continuity of the local times for a general Markov process is still open. Barlow and Hawkes have completely treated the case of the L\'{e}vy processes, and Marcus and Rosen…