Related papers: Max-Semi-Selfdecomposable Laws and Related Process…
We develop estimation and inference methods for a stylized macroeconomic model with potentially multiple behavioural equilibria, where agents form expectations using a constant-gain learning rule. We first show geometric ergodicity of the…
Classical results for exchangeable systems of random variables are extended to multi-class systems satisfying a natural partial exchangeability assumption. It is proved that the conditional law of a finite multi-class system, given the…
Many applications involve partial differential equations which admits nontrivial steady state solutions. The design of schemes which are able to describe correctly these equilibrium states may be challenging for numerical methods, in…
While many physical processes are non-equilibrium in nature, the theory and modeling of such phenomena lag behind theoretical treatments of equilibrium systems. The diversity of powerful theoretical tools available to describe equilibrium…
Mixed finite element methods are considered for a ferrofluid flow model with magnetization paralleled to the magnetic field. The ferrofluid model is a coupled system of the Maxwell equations and the incompressible Navier-Stokes equations.…
We discuss the concepts of quasi-renewal and quasi-regenerative processes. We also propose a method for obtaining the upper bounds for the convergence rate of the distribution of a regenerative and quasi-regenerative process to a stationary…
In this paper we define contractive and nonexpansive properties for adapted stochastic processes $X_1, X_2, \ldots $ which can be used to deduce limiting properties. In general, nonexpansive processes possess finite limits while contractive…
We analyze almost sure asymptotic behavior of extreme values of a regenerative process. We show that under certain conditions a properly centered and normalized running maximum of a regenerative process satisfies a law of the iterated…
A method is suggested for treating those complicated physical problems for which exact solutions are not known but a few approximation terms of a calculational algorithm can be derived. The method permits one to answer the following rather…
We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…
The maxima and the minima of a randomly stopped sample of a random variable, $X$, together with two newly defined random variables that make $X$ into the maxima or minima of a randomly stopped sample of them, can be used to define…
A micropolar cohesive damage model for delamination of composites is proposed. The main idea is to embed micropolarity, which brings an additional layer of kinematics through the micro-rotation degrees of freedom within a continuum model to…
We proposed a semi-parametric estimation procedure in order to estimate the parameters of a max-mixture model and also of a max-stable model (inverse max-stable model) as an alternative to composite likelihood. A good estimation by the…
Maximum-likelihood exponent maps have been studied as a technique to increase the understanding and improve the fit of power-law exponents to experimental and numerical simulation data, especially when they exhibit both upper and lower…
We consider exchangeable Markov multi-state survival processes -- temporal processes taking values over a state-space$\mathcal{S}$ with at least one absorbing failure state $\flat \in \mathcal{S}$ that satisfy natural invariance properties…
Path decomposition is performed to characterize the law of the pre/post-supremum, post-infimum and the intermediate processes of a spectrally negative Levy process taken up to an independent exponential time T: As a result, mainly the…
Designing control policies for large, distributed systems is challenging, especially in the context of critical, temporal logic based specifications (e.g., safety) that must be met with high probability. Compositional methods for such…
Consensus is a well-studied problem in distributed sensing, computation and control, yet deriving useful and easily computable bounds on the rate of convergence to consensus remains a challenge. This paper discusses the use of seminorms for…
Several techniques for deriving semianalytical bounds on the energy eigenvalues of the spinless Salpeter equation and for estimating the quality of the corresponding approximate eigenstates are reviewed.
Given a matrix of distribution functions and a quasi-stochastic matrix, i.e. an irreducible nonnegative matrix with maximal eigenvalue one and associated unique positive left and right eigenvectors, the article studies the properties of an…