Related papers: Exact Simulation from Tempered Stable Distribution…
A space-discretization for the elastic flow of inextensible curves is devised and quasi-optimal convergence of the corresponding semi-discrete problem is proved for a suitable discretization of the nonlinear inextensibility constraint.…
What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals $\tau$ distributed as a power-law $\sim \tau^{-(1+\alpha)};\alpha>0$? Modeling the stochastic process by diffusion and the…
Recently the regular conditional distributions of max-infinitely divisible processes were derived by \citet{Dombry2011} and although these conditional distributions have complicated closed forms, \citet{Dombry2011b} introduce an algorithm…
In this paper we study time semi-discrete approximations of a class of polynomially stable infinite dimensional systems modeling the damped vibrations. We prove that adding a suitable numerical viscosity term in the numerical scheme, one…
We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems involve multiple phase transitions governed by how long the memory is. Apart from one…
Modelling incompressible ideal fluids as a finite collection of vortex filaments is important in physics (super-fluidity, models for the onset of turbulence) as well as for numerical algorithms used in computer graphics for the real time…
Stabilization of linear systems with unknown dynamics is a canonical problem in adaptive control. Since the lack of knowledge of system parameters can cause it to become destabilized, an adaptive stabilization procedure is needed prior to…
For a time-changed symmetric $\alpha$-stable process killed upon hitting zero, under the condition of entrance from infinity, we prove the existence and uniqueness of quasi-stationary distribution (QSD). The exponential convergence to the…
We investigate properties of tempered distributions with discrete or countable supports such that their Fourier transforms are distributions with discrete or countable supports as well. We find sufficient conditions for support of the…
Simulation results are presented to demonstrate electron temperature and electrical potential development in dilute and cold plasma development. The simulation method is a hybrid method which adopted fluid model for electrons due to their…
We derive computationally tractable methods to select a small subset of experiment settings from a large pool of given design points. The primary focus is on linear regression models, while the technique extends to generalized linear models…
We consider the first-hitting time of a tempered $\beta$-stable subordinator, also called inverse tempered stable (ITS) subordinator. The density function of the ITS subordinator is obtained, for the index of stability $\beta \in (0,1)$.…
This work develops a distributed optimization strategy with guaranteed exact convergence for a broad class of left-stochastic combination policies. The resulting exact diffusion strategy is shown in Part II to have a wider stability range…
The class of $\alpha$-stable distributions with a wide range of applications in economics, telecommunications, biology, applied, and theoretical physics. This is due to the fact that it possesses both the skewness and heavy tails. Since…
A novel method of an adaptive linear quadratic (LQ) regulation of uncertain continuous linear time-invariant systems is proposed. Such an approach is based on the direct self-tuning regulators design framework and the exponentially stable…
We here adapt an extended version of the adaptive cubic regularisation method with dynamic inexact Hessian information for nonconvex optimisation in [3] to the stochastic optimisation setting. While exact function evaluations are still…
In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…
We show that any application of the technique of unbiased simulation becomes perfect simulation when coalescence of the two coupled Markov chains can be practically assured in advance. This happens when a fixed number of iterations is high…
In this article we create a new algorithm for the perfect simulation of the infinite Potts model at a sufficiently small or at a sufficiently high temperature, in particular under the transition phase temperature. We study the model for…
In this paper we investigate two variants of $\alpha$-stable processes, namely tempered stable subordinators and modified tempered stable process as well as their renormalization. We study the weak convergence in the Skorohod space and…