Related papers: Measure-Valued CARMA Processes

We give a second look at stationary stable processes by interpreting the self-similar property at the level of the L\'evy measure as characteristic of a Maharam system. This allows us to derive structural results and their ergodic…

We show that bootstrap methods based on the positivity of probability measures provide a systematic framework for studying both synchronous and asynchronous nonequilibrium stochastic processes on infinite lattices. First, we formulate…

We investigate the connection between Gaussian processes and Gaussian random elements in reproducing kernel Banach spaces. We show that the covariance operator of a weak second-order Radon probability measure on such a space is uniquely…

In this article, using kernel convolution of order based dependent Dirichlet process (Griffin and Steel (2006)) we construct a nonstationary, nonseparable, nonparametric space-time process, which, as we show, satisfies desirable properties,…

Cylindrical probability measures are finitely additive measures on Banach spaces that have sigma-additive projections to Euclidean spaces of all dimensions. They are naturally associated to notions of weak (cylindrical) random variable and…

We will give an outline of the main results in our recent AMS Memoir, and include some new results, exposition and open problems. In that memoir we developed a general dilation theory for operator valued measures acting on Banach spaces…

Instrumental variable methods are often used for parameter estimation in the presence of confounding. They can also be applied in stochastic processes. Instrumental variable analysis exploits moment equations to obtain estimators for causal…

Quasi-invariant and pseudo-differentiable measures on a Banach space $X$ over a non-Archimedean locally compact infinite field with a non-trivial valuation are defined and constructed. Measures are considered with values in $\bf R$.…

We consider here kinematical quantization: a first and often overlooked step in quantization procedures. $\mathbb{R}$, $\mathbb{R}_+$ and the interval are considered, as well as direct (Cartesian) products thereof. Some simple…

We concentrate our study on a recent process algebra - PALOMA - intended to capture interactions between spatially distributed agents, for example in collective adaptive systems. New agent-based semantic rules for deriving the underlying…

This paper investigates a new class of equations called measure functional differential equations with state-dependent delays. We establish the existence and uniqueness of solutions and present a discussion concerning the appropriate phase…

Granger causality, a popular method for determining causal influence between stochastic processes, is most commonly estimated via linear autoregressive modeling. However, this approach has a serious drawback: if the process being modeled…

A self-exciting point process with a continuous-time autoregressive moving average intensity process, named CARMA(p,q)-Hawkes model, has recently been introduced. The model generalizes the Hawkes process by substituting the…

Functionals of a stochastic process Y(t) model many physical time-extensive observables, e.g. particle positions, local and occupation times or accumulated mechanical work. When Y(t) is a normal diffusive process, their statistics are…

Here we consider two notions of mappings of bounded variation (BV) from the metric measure space into the metric space; one based on relaxations of Newton-Sobolev functions, and the other based on a notion of AM-upper gradients. We show…

We analyse the structure of the quotient $\mathrm{A}_\sim(\Gamma,X,\mu)$ of the space of measure-preserving actions of a countable discrete group by the relation of weak equivalence. This space carries a natural operation of convex…

In this paper, we consider Lorentz--Karamata spaces with slowly varying functions and provide a comprehensive study of their properties. We consider Lorentz--Karamata functionals over an arbitrary sigma-finite measure space equipped with a…

We consider a mixed moving average (MMA) process X driven by a L\'evy basis and prove that it is weakly dependent with rates computable in terms of the moving average kernel and the characteristic quadruple of the L\'evy basis. Using this…

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

We study a particular class of moving average processes which possess a property called localisability. This means that, at any given point, they admit a ``tangent process'', in a suitable sense. We give general conditions on the kernel g…