Related papers: Testing a string dilaton model with experimental a…
In this article we show how to analyze the covariation of bond prices nonparametrically and robustly, staying consistent with a general no-arbitrage setting. This is, in particular, motivated by the problem of identifying the number of…
We study the dilaton stabilization in models with anomalous U(1) symmetry by adding specific string-motivated, non-perturbative corrections to the tree-level dilaton K\"{a}hler potential. We find that the non-perturbative effects can…
We consider here together the inference questions and the change-point problem in Poisson autoregressions (see Tj{\o}stheim, 2012). The conditional mean (or intensity) of the process is involved as a non-linear function of it past values…
In this note we consider continuous-time systems x'(t) = A(t) x(t) + B(t) u(t), y(t) = C(t) x(t) + D(t) u(t), as well as discrete-time systems x(t+1) = A(t) x(t) + B(t) u(t), y(t) = C(t) x(t) + D(t) u(t) whose coefficient matrices A, B, C…
Classical strings coupled to a metric, a dilaton and an axion, as conceived by superstring theory, suffer from ultraviolet divergences due to self-interactions. Consequently, as in the case of radiating charged particles, the corresponding…
This work proposes a detectability condition for linear time-varying systems based on the exponential dichotomy spectrum. The condition guarantees the existence of an observer, whose gain is determined only by the unstable modes of the…
This paper is concerned with the stability analysis of continuous-time switched systems with a random switching signal. The switching signal manifests its characteristics with that the dwell time in each subsystem consists of a fixed part…
Randomly-assembled dynamical systems are theoretically predicted to be unstable upon crossing a critical threshold of complexity, as first shown by May. Yet, empirical complex systems exhibit remarkable stability, indicating the presence of…
This work focuses on a theoretical analysis of a well-known inertia demonstration, which uses a weight suspended by a string with an extra string that hangs below the weight. The point in question is which string, the upper or lower, will…
We introduce a generalization of the Kuramoto model by explicit consideration of time-dependent parameters. The oscillators' natural frequencies and/or couplings are supposed to be influenced by external, time-dependant fields, with…
Based on periodogram-ratios of two univariate time series at different frequency points, two tests are proposed for comparing their spectra. One is an Anderson-Darling-like statistic for testing the equality of two time-invariant spectra.…
The paper is devoted to the observability study of a dynamic system, which describes the vibrations of an elastic beam with an attached rigid body and distributed control actions. The mathematical model is derived using Hamilton's principle…
Stochastic contraction analysis is a recently developed tool for studying the global stability properties of nonlinear stochastic systems, based on a differential analysis of convergence in an appropriate metric. To date, stochastic…
`Old' String Theory is a theory of one-dimensional extended objects, whose vibrations correspond to excitations of various target-space field modes including gravity. In these lectures I will give an introduction to low-energy Effective…
We consider dilaton stabilization with R invariance, which insures a vanishing cosmological constant at the scale of stabilization. We construct a few models which accommodate weak gauge couplings with large or small gauge groups. Matter…
The output of a discrete Markov source is to be encoded instantaneously by a variable-rate encoder and decoded by a finite-state decoder. Our performance measure is a linear combination of the distortion and the instantaneous rate.…
This paper introduces a new framework for analyzing the stability of discrete-time model predictive controllers acting on continuous-time systems. The proposed framework introduces the distinction between discretization time (used to…
When building linear or nonlinear models one is faced with the problem of selecting the best set of variable with which to predict the future dynamics. In nonlinear time series analysis the problem is to select the correct time delays in…
Nonlinear systems of affine control inputs overarch many sensor fusion instances. Analyzing whether a state variable in such a nonlinear system can be estimated (i.e., observability) informs better estimator design. Among the research on…
This article develops a general detection theory for speech analysis based on time-varying autoregressive models, which themselves generalize the classical linear predictive speech analysis framework. This theory leads to a computationally…