Related papers: Functional-integral based perturbation theory for …
The Verhulst model is probably the best known macroscopic rate equation in population ecology. It depends on two parameters, the intrinsic growth rate and the carrying capacity. These parameters can be estimated for different populations…
This paper presents a novel generic asymptotic expansion formula of expectations of multidimensional Wiener functionals through a Malliavin calculus technique. The uniform estimate of the asymptotic expansion is shown under a weaker…
In this paper, we present the asymptotic distribution of M-estimators for parameters in non-stationary AR(p) processes. The innovations are assumed to be in the domain of attraction of a stable law with index $0<\alpha\le2$. In particular,…
We consider population models in which the individuals reproduce, die and also migrate in space. The population size scales according to some parameter $N$, which can have different interpretations depending on the context. Each individual…
We develop a technique based on Malliavin-Bismut calculus ideas, for asymptotic expansion of dual control problems arising in connection with exponential indifference valuation of claims, and with minimisation of relative entropy, in…
We consider a tandem queue with coupled processors, which is subject to global breakdowns. When the network is in the operating mode and both queues are non empty, the total service capacity is shared among the stations according to fixed…
This paper presents some asymptotic results for statistics of Brownian semi-stationary (BSS) processes. More precisely, we consider power variations of BSS processes, which are based on high frequency (possibly higher order) differences of…
We establish the asymptotic validity of frequency-domain inference for stationary multivariate Hawkes processes under mild conditions, bridging the gap between theory and application. By developing upper-bounds on the reduced cumulant…
Multiconfiguration pair-density functional theory (MC-PFDT) has previously been applied successfully to carry out ground-state and excited-state calculations. However, because it includes no interaction between electronic states, MC-PDFT…
The asymmetric simple exclusion process with random-force disorder is studied within the mean field approximation. The stationary current through a domain with reversed bias is analyzed and the results are found to be in accordance with…
We consider the problem of predicting a real random variable from a functional explanatory variable. The problem is attacked by mean of nonparametric kernel approach which has been recently adapted to this functional context. We derive…
\noindent \textbf{Abstract}: We consider the parameter estimation problem for the Ornstein-Uhlenbeck process $X$ driven by a fractional Ornstein-Uhlenbeck process $V$, i.e. the pair of processes defined by the non-Markovian continuous-time…
Large deviation functions are an essential tool in the statistics of rare events. Often they can be obtained by contraction from a so-called level 2 large deviation {\em functional} characterizing the empirical density of the underlying…
Classical age-structured mass-action models such as the McKendrick-von Foerster equation have been extensively studied but they are structurally unable to describe stochastic fluctuations or population-size-dependent birth and death rates.…
We formulate a statistical flight-pause model for human mobility, represented by a collection of random objects, called motions, appropriate for mobile phone tracking (MPT) data. We develop the statistical machinery for parameter inference…
The bike sharing systems are fast increasing as a public transport mode in urban short trips, and have been developed in many major cities around the world. A major challenge in the study of bike sharing systems is that large-scale and…
It is known that all the proportional reversed hazard (PRH) processes can be de?rived by a marginal transformation applied to a power function distribution (PFD) process. Kundu [8] investigated PRH processes that can be viewed as being…
In a growth-fragmentation system, cells grow in size slowly and split apart at random. Typically, the number of cells in the system grows exponentially and the distribution of the sizes of cells settles into an equilibrium 'asymptotic…
As the quantification of metabolism, nonequilibrium steady states play a central role in living matter, but are beyond the purview of equilibrium statistical mechanics. Here we develop a fermionic theory of nonequilibrium steady states in…
In this article, variational state estimation is examined from the dynamic programming perspective. This leads to two different value functional recursions depending on whether backward or forward dynamic programming is employed. The result…