Related papers: Measure-Valued CARMA Processes

Long memory processes driven by L\'evy noise with finite second-order moments have been well studied in the literature. They form a very rich class of processes presenting an autocovariance function which decays like a power function. Here,…

Spatiotemporal imaging has applications in e.g. cardiac diagnostics, surgical guidance, and radiotherapy monitoring, In this paper, we explain the temporal motion by identifying the underlying dynamics, only based on the sequential images.…

Quantum trajectories are Markov processes describing the evolution of a quantum system subject to indirect measurements. They can be viewed as place dependent iterated function systems or the result of products of dependent and non…

The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…

Modulated accelerating mirrors provide a concrete dynamical origin for the $\kappa\gamma$ vacuum-a thermal, single-mode squeezed state with a tunable angle. The Carlitz-Willey trajectory fixes the Planckian weights (set by $\kappa$), while…

Let $C$ be a closed convex cone in a Banach ideal space $X$ on a measurable space with a $\sigma$-finite measure. We prove that conditions $C\cap X_+=\{0\}$ and $C\supset -X_+$ imply the existence of a strictly positive continuous…

We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…

We introduce Banach spaces of vector-valued random variables motivated from mathematical finance. So-called risk functionals are defined in a natural way on these Banach spaces and it is shown that these functionals are Lipschitz…

We estimate model parameters of L\'evy-driven causal CARMA random fields by fitting the empirical variogram to the theoretical counterpart using a weighted least squares (WLS) approach. Subsequent to deriving asymptotic results for the…

This paper presents a generalization of quantum mechanics from conventional Hilbert space formalism to Banach space one. We construct quantum theory starting with any complex Banach space beyond a complex Hilbert space, through using a…

We consider decoupling inequalities for random variables taking values in a Banach space $X$. We restrict the class of distributions that appear as conditional distributions while decoupling and show that each adapted process can be…

This paper studies continuous-time Markov decision processes under the risk-sensitive average cost criterion. The state space is a finite set, the action space is a Borel space, the cost and transition rates are bounded, and the…

We provide a concise proof of existence for nonlinear operator equations in separable Banach spaces. Notably, the operator is not assumed to be monotone. Instead, our main hypotheses consist of a continuity assumption and a generalized…

In this paper, we investigate estimators for symmetric $\alpha$-stable CARMA processes sampled equidistantly. Simulation studies suggest that the Whittle estimator and the estimator presented in Garc\'{\i}a et al. (2011) are consistent…

We study a class of Piecewise Deterministic Markov Processes with state space Rd x E where E is a finite set. The continuous component evolves according to a smooth vector field that is switched at the jump times of the discrete coordinate.…

We discuss the Gamma Levy process, including path properties, the inverse process, integrability, and its spin-offs obtained by compounding, exponentiation, and other operations; further extendable to arbitrary sigma-finite continuous Borel…

In this work, we present sufficient conditions for the existence of a stationary solution of an abstract stochastic Cauchy problem driven by an arbitrary cylindrical L\'evy process, and show that these conditions are also necessary if the…

We present a general class of spatio-temporal stochastic processes describing the causal evolution of a positive-valued field in space and time. The field construction is based on independently scattered random measures of Levy type whose…

We present a novel characterization of slow variables for continuous Markov processes that provably preserve the slow timescales. These slow variables are known as reaction coordinates in molecular dynamical applications, where they play a…

In this work we study the long-time behavior for subcritical measure-valued branching processes with immigration on the space of tempered measures. Under some reasonable assumptions on the spatial motion, the branching and immigration…