Related papers: Testing a string dilaton model with experimental a…
We consider the dynamic linear regression problem, where the predictor vector may vary with time. This problem can be modeled as a linear dynamical system, with non-constant observation operator, where the parameters that need to be learned…
The discrete self-trapping equation (DST) represents an useful model for several properties of one-dimensional nonlinear molecular crystals. The modulational instability of DST equation is discussed from a statistical point of view,…
We construct a parametrization of deep-inelastic structure functions which retains information on experimental errors and correlations, and which does not introduce any theoretical bias while interpolating between existing data points. We…
We develop further a new geometrical model of a discretized string, proposed in [1] and establish its basic physical properties. The model can be considered as the natural extention of the usual Feynman amplitude of the random walks to…
Using a sensitive statistical test we determine whether or not one can detect the breakdown of linear response given observations of deterministic dynamical systems. A goodness-of-fit statistics is developed for a linear statistical model…
Discrete-time systems under aperiodic sampling may serve as a modeling abstraction for a multitude of problems arising in cyber-physical and networked control systems. Recently, model- and data-based stability conditions for such systems…
Assessment of voice signals has long been performed with the assumption of periodicity as this facilitates analysis. Near periodicity of normal voice signals makes short-time harmonic modeling an appealing choice to extract vocal feature…
Time series prediction is a widespread and well studied problem with applications in many domains (medical, geoscience, network analysis, finance, econometry etc.). In the case of multivariate time series, the key to good performances is to…
We study stability of interacting nonlinear systems with time-delayed communications, using contraction theory and a simplified wave variable design inspired by robotic teleoperation. We show that contraction is preserved through specific…
Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with…
I review various aspects of the pre-big-bang scenario and of its main open problems, with emphasis on the role played by the dilaton. Since the dilaton is a compelling consequence of string theory, tests of this scenario are direct tests of…
We decide the stability and compute the Lyapunov exponent of continuous-time linear switching systems with a guaranteed dwell time. The main result asserts that the discretization method with step size~$h$ approximates the Lyapunov exponent…
We study dilaton stabilization in heterotic string models. By utilizing the asymmetric orbifold construction, we construct an explicit three-generation model whose matter content in the visible sector is the supersymmetric standard model…
Study of time series data often involves measuring the strength of temporal dependence, on which statistical properties like consistency and central limit theorem are built. Historically, various dependence measures have been proposed. In…
We develop theory leading to testing procedures for the presence of a change point in the intraday volatility pattern. The new theory is developed in the framework of Functional Data Analysis. It is based on a model akin to the stochastic…
A folded type model is developed for analyzing compositional data. The proposed model involves an extension of the $\alpha$-transformation for compositional data and provides a new and flexible class of distributions for modeling data…
The analysis of data sometimes requires fitting many free parameters in a theory to a large number of data points. Questions naturally arise about the compatibility of specific subsets of the data, such as those from a particular experiment…
The paper investigates sufficient conditions on a differential inclusion which guarantee that the origin is a finite time stable equilibrium, namely a weak local one, a weak global one or a strong local one. The analysis relies on the…
We provide general methods for explicitly constructing strict Lyapunov functions for fully nonlinear slowly time-varying systems. Our results apply to cases where the given dynamics and corresponding frozen dynamics are not necessarily…
In this paper, the problem of non-fragile finite-time stabilization for linear discrete mean-field stochastic systems is studied. The uncertain characteristics in control parameters are assumed to be random satisfying the Bernoulli…