Related papers: Multi-point local time penalizations with various …
Separate constituents of extended systems measure proper-times on different world-lines. Relating and comparing proper-time measurements along any two such world-lines requires that common simultaneity be possible, which in turn implies…
We present a time change construction of affine processes with state-space $\mathbb{R}_+^m\times \mathbb{R}^n$. These processes were systematically studied in (Duffie, Filipovi\'c and Schachermayer, 2003) since they contain interesting…
In multiprocessor systems, various problems are treated with Lamport's logical clock and the resultant logical time orders between operations. However, one often needs to face the high complexities caused by the lack of logical time order…
In this paper, we consider the problem of controlling a dynamical system such that its trajectories satisfy a temporal logic property in a given amount of time. We focus on multi-affine systems and specifications given as syntactically…
We introduce a linear space of finitely additive measures to treat the problem of optimal expected utility from consumption under a stochastic clock and an unbounded random endowment process. In this way we establish existence and…
In this article we discuss the existence of local time for a class of Gaussian processes which appears as the solutions to some stochastic evolution equations. We show that on small intervals such processes are Gaussian integrators…
A new approach to linear programming duality is proposed which relies on quadratic penalization, so that the relation between solutions to the penalized primal and dual problems becomes affine. This yields a new proof of Levin's duality…
The Makespan Scheduling problem is an extensively studied NP-hard problem, and its simplest version looks for an allocation approach for a set of jobs with deterministic processing times to two identical machines such that the makespan is…
The uniqueness question of the multivariate moment problem is studied by different methods: Hilbert space operators, complex function theory, polynomial approximation, disintegration, integral geometry. Most of the known results in the…
In this paper we consider different model reduction techniques for systems with moving loads. Due to the time-dependency of the input and output matrices, the application of time-varying projection matrices for the reduction offers new…
We consider Markov decision processes where the state of the chain is only given at chosen observation times and of a cost. Optimal strategies involve the optimisation of observation times as well as the subsequent action values. We…
A careful study is made of the operational meaning of the time symbols appearing in the space-time Lorentz transformation. Four distinct symbols, with different physical meanings, are needed to describe reciprocal measurements involving…
We obtain the lower bounds for ergodic convergence rates, including spectral gaps and convergence rates in strong ergodicity for time-changed symmetric L\'{e}vy processes by using harmonic function and reversible measure. As direct…
We consider the problem of learning the inhomogeneous intensity of a counting process, under a sparse segmentation assumption. We introduce a weighted total-variation penalization, using data-driven weights that correctly scale the…
In this paper, we consider a continuous-time Markov process and prove a local limit theorem for the integral of a time-inhomogeneous function of the process. One application is in the study of the fast-oscillating perturbations of linear…
This work focuses on the estimation of multiple change-points in a time-varying Ising model that evolves piece-wise constantly. The aim is to identify both the moments at which significant changes occur in the Ising model, as well as the…
A time-varying empirical spectral process indexed by classes of functions is defined for locally stationary time series. We derive weak convergence in a function space, and prove a maximal exponential inequality and a…
We consider a queuing model with the workload evolving between consecutive i.i.d.\ exponential timers $\{e_q^{(i)}\}_{i=1,2,...}$ according to a spectrally positive L\'evy process $Y_i(t)$ that is reflected at zero, and where the…
This paper studies a class of optimal multiple stopping problems driven by L\'evy processes. Our model allows for a negative effective discount rate, which arises in a number of financial applications, including stock loans and real…
In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…