Related papers: Generalized Stable Multivariate Distribution and A…
A lower bound for the interleaving distance on persistence vector spaces is given in terms of rank invariants. This offers an alternative proof of the stability of rank invariants.
In this letter we introduce the concept of stabilized vector solitons as nonlinear waves constructed by addition of mutually incoherent Townes solitons that are stabilized under the effect of a periodic modulation of the nonlinearity. We…
Existing results for the estimation of the L\'evy measure are mostly limited to the onedimensional setting. We apply the spectral method to multidimensional L\'evy processes in order to construct a nonparametric estimator for the…
We first extend the result of Ali and Silvey [Journal of the Royal Statistical Society: Series B, 28.1 (1966), 131-142] who first reported that any $f$-divergence between two isotropic multivariate Gaussian distributions amounts to a…
For given non-consistent initial conditions, we study the stability of a class of generalised linear systems of difference equations with constant coefficients and taking into account that the leading coefficient can be a singular matrix.…
Cross-validation (CV) is known to provide asymptotically exact tests and confidence intervals for model improvement but only when the model comparison is relatively stable. Surprisingly, we prove that even simple, individually stable models…
This article deals with different generalizations of the discrete stability property. Three possible definitions of discrete stability are introduced, followed by a study of some particular cases of discrete stable distributions and their…
Financial time series typically exhibit strong fluctuations that cannot be described by a Gaussian distribution. In recent empirical studies of stock market indices it was examined whether the distribution P(r) of returns r(tau) after some…
Dilative stability generalizes the property of selfsimilarity for infinitely divisible stochastic processes by introducing an additional scaling in the convolution exponent. Inspired by results of Igl\'oi, we will show how dilatively stable…
In this paper we introduce a new parametric distribution, the Mixed Tempered Stable. It has the same structure of the Normal Variance Mean Mixtures but the normality assumption leaves place to a semi-heavy tailed distribution. We show that,…
When testing for the mean vector in a high dimensional setting, it is generally assumed that the observations are independently and identically distributed. However if the data are dependent, the existing test procedures fail to preserve…
The theory of linear dispersive equations predicts that waves should spread out and disperse over time. However, it is a remarkable phenomenon, observed both in theory and practice, that once nonlinear effects are taken into account,…
We consider a functional semilinear Rayleigh-Stokes equation involving fractional derivative. Our aim is to analyze some circumstances, in those the global solvability and some results on asymptotic behavior of solutions take place. By…
A system is called positive if the set of non-negative states is left invariant by the dynamics. Stability analysis and controller optimization are greatly simplified for such systems. For example, linear Lyapunov functions and storage…
Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a…
New methods are developed for the stabilization of a linear system with general time-varying distributed delays existing at the system's states, inputs and outputs. In contrast to most existing literature where the function of time-varying…
Structures with heavy-tailed distributions of disorder occur widely in nature. The evolution of such systems, as in foraging for food or the occurrence of earthquakes is generally analyzed in terms of an incoherent series of events. But the…
We consider the problem of embedding a dynamic network, to obtain time-evolving vector representations of each node, which can then be used to describe changes in behaviour of individual nodes, communities, or the entire graph. Given this…
An extension of the notion of solvable structure for involutive distributions of vector fields is introduced. The new structures are based on a generalization of the concept of symmetry of a distribution of vector fields, inspired in the…
Super-stability and strong stability are properties of a matching in the stable matching problem with ties. In this paper, we introduce a common generalization of super-stability and strong stability, which we call non-uniform stability.…