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We consider an interacting particle system on $\Z^d$ with finite state space and interactions of infinite range in a high-noise regime. Assuming that the rate of change is continuous and that a Dobrushin-like condition holds, we show that…

Probability · Mathematics 2011-03-01 Eva Loecherbach

Markov decision processes are typically used for sequential decision making under uncertainty. For many aspects however, ranging from constrained or safe specifications to various kinds of temporal (non-Markovian) dependencies in task and…

Artificial Intelligence · Computer Science 2021-11-10 Nicky Lenaers , Martijn van Otterlo

A discrete-time stochastic process derived from a model of basketball is used to generalize any discrete distribution. The generalized distributions can have one or two more parameters than the parent distribution. Those derived from…

Applications · Statistics 2020-06-25 Rose Baker

Markov random fields are used to model high dimensional distributions in a number of applied areas. Much recent interest has been devoted to the reconstruction of the dependency structure from independent samples from the Markov random…

Computational Complexity · Computer Science 2010-03-09 Guy Bresler , Elchanan Mossel , Allan Sly

The Initial Algebra Theorem by Trnkov\'a et al.~states, under mild assumptions, that an endofunctor has an initial algebra provided it has a pre-fixed point. The proof crucially depends on transfinitely iterating the functor and in fact…

Logic in Computer Science · Computer Science 2022-02-15 Jiří Adámek , Stefan Milius , Lawrence S. Moss

We introduce the notions of weakly *-concave and weakly naturally quasi-concave correspondence and prove fixed point theorems and continuous selection theorems for these kind of correspondences. As applications in the game theory, by using…

Optimization and Control · Mathematics 2013-03-29 Monica Patriche

Serfozo (2009, Theorem 2.65) gives a useful central limit theorem for processes with regenerative increments. Unfortunately, there is a gap in the proof. We fill this gap, and at the same time we weaken the assumptions. Furthermore, we give…

Probability · Mathematics 2023-05-23 Svante Janson

In this note we explain two transitions known for moment generating functions of local times by means of properties of the renewal measure of a related renewal equation. The arguments simplify and strengthen results on the asymptotic…

Probability · Mathematics 2011-06-29 Leif Doering , Mladen Savov

We introduce a version of discrete Morse theory specific for manifolds with boundary. The idea is to consider Morse functions for which all boundary cells are critical. We obtain "Relative Morse Inequalities" relating the homology of the…

Algebraic Topology · Mathematics 2010-10-05 Bruno Benedetti

We show that the number of renewals up to time $t$ exhibits distributional fluctuations as $t\to\infty$ if the underlying lifetimes increase at an exponential rate in a distributional sense. This provides a probabilistic explanation for the…

Probability · Mathematics 2016-08-14 Florian Dennert , Rudolf Grübel

We present a method that allows to distinguish between nearly periodic and strictly periodic time series. To this purpose, we employ a conservative criterion for periodicity, namely that the time series can be interpolated by a periodic…

Data Analysis, Statistics and Probability · Physics 2015-11-11 Gerrit Ansmann

We present an elementary combinatorial proof of the celebrated Friendship theorem. The proof involves looking at independent sets and constructing a bound on their size which forces a contradiction.

Combinatorics · Mathematics 2024-02-13 Vineeth Chintala

In this paper we propose a time discretization of a system of two parabolic equations describing diffusion-driven atom rearrangement in crystalline matter. The equations express the balances of microforces and microenergy; the two phase…

Analysis of PDEs · Mathematics 2019-02-20 Pierluigi Colli , Gianni Gilardi , Pavel Krejčí , Paolo Podio-Guidugli , Jürgen Sprekels

We introduce a class of discrete time stationary trawl processes taking real or integer values and written as sums of past values of independent `seed' processes on shrinking intervals (`trawl heights'). Related trawl processes in…

Probability · Mathematics 2016-10-18 Paul Doukhan , Silvia Lopes , Adam Jakubowski , Donatas Surgailis

We consider arbitrary bounded discrete time series originating from dynamical system with recursivity. More precisely, we provide an explicit construction of recurrent neural networks which effectively approximate the corresponding discrete…

Machine Learning · Computer Science 2024-10-01 Chikara Nakayama , Tsuyoshi Yoneda

The purposes of this note are the following two; we first generalize Okada-Takeuti's well quasi ordinal diagram theory, utilizing the recent result of Dershowitz-Tzameret's version of tree embedding theorem with gap conditions. Second, we…

Logic in Computer Science · Computer Science 2019-02-07 Mitsuhiro Okada , Yuta Takahashi

This paper studies a discrete-time mean-variance model based on reinforcement learning. Compared with its continuous-time counterpart in \cite{zhou2020mv}, the discrete-time model makes more general assumptions about the asset's return…

Mathematical Finance · Quantitative Finance 2023-12-27 Xiangyu Cui , Xun Li , Yun Shi , Si Zhao

Inference for partially observed Markov process models has been a longstanding methodological challenge with many scientific and engineering applications. Iterated filtering algorithms maximize the likelihood function for partially observed…

Statistics Theory · Mathematics 2012-11-26 Edward L. Ionides , Anindya Bhadra , Yves Atchadé , Aaron King

After sketching the basic principles of renewal theory we discuss the classical Poisson process and offer two other processes, namely the renewal process of Mittag-Leffler type and the renewal process of Wright type, so named by us because…

Probability · Mathematics 2007-05-23 Francesco Mainardi , Rudolf Gorenflo , Alessandro Vivoli

This paper first establishes a strong law of large numbers and a strong invariance principle for forward and backward sums of near-epoch dependent sequences. Using these limiting theorems, we develop a general asymptotic theory on the Wald…

Statistics Theory · Mathematics 2007-08-22 Shiqing Ling