Related papers: Max-Semi-Selfdecomposable Laws and Related Process…
This paper is devoted to the prediction problem in extreme value theory. Our main result is an explicit expression of the regular conditional distribution of a max-stable (or max-infinitely divisible) process $\{\eta(t)\}_{t\in T}$ given…
We consider the model reduction problem for linear time-invariant dynamical systems having nonzero (but otherwise indeterminate) initial conditions. Building upon the observation that the full system response is decomposable as a…
In this paper we propose a semiparametric spatial autoregressive model that combines a linear covariate component with a nonparametrically estimated spatial term, allowing flexible dependence modeling without restrictive covariance…
We prove that the class of discrete time stationary max-stable process satisfying the Markov property is equal, up to time reversal, to the class of stationary max-autoregressive processes of order $1$. A similar statement is also proved…
We introduce methods that allow to derive continuous-time versions of various discrete-time ergodic theorems. We then illustrate these methods by giving simple proofs and refinements of some known results as well as establishing new results…
We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…
The role of geometrically infinitely divisible laws in renewal equations and superposition of renewal processes are explored here. Some examples are also discussed.
We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost…
Microreversibility rules the fluctuations of the currents flowing across open systems in nonequilibrium (or equilibrium) steady states. As a consequence, the statistical cumulants of the currents and their response coefficients at arbitrary…
We give conditions to prove the existence of an Extremal Index for general stationary stochastic processes by detecting the presence of one or more underlying periodic phenomena. This theory, besides giving general useful tools to identify…
Extreme environmental phenomena such as major precipitation events manifestly exhibit spatial dependence. Max-stable processes are a class of asymptotically-justified models that are capable of representing spatial dependence among extreme…
Irreversible aggregation is revisited in view of recent work on renormalization of complex networks. Its scaling laws and phase transitions are related to percolation transitions seen in the latter. We illustrate our points by giving the…
The aim of this work is to design implicit and semi-implicit high-order well-balanced finite-volume numerical methods for 1D systems of balance laws. The strategy introduced by two of the authors in a previous paper for explicit schemes…
This article studies a hyperbolic conservation law that models a highly re-entrant manufacturing system as encountered in semi-conductor production. Characteristic features are the nonlocal character of the velocity and that the influx and…
An effective algorithmic method is presented for finding the local conservation laws for partial differential equations with any number of independent and dependent variables. The method does not require the use or existence of a…
Large language and music models are increasingly used for constrained generation: rhyming lines, fixed meter, inpainting or infilling, positional endings, and other global form requirements. These systems often perform strikingly well, but…
In this paper, we develop new optional stopping theorems for scenarios where the stopping rules are defined by bounded continuity regions. Moreover, we establish a wide variety of inequalities on the supremums and infimums of functions of…
Reversible computing is a new paradigm that has emerged recently and extends the traditional forwards-only computing mode with the ability to execute in backwards, so that computation can run in reverse as easily as in forward. Two…
A spatio-temporal evolution of chemicals appearing in a reversible enzyme reaction and modelled by a four component reaction-diffusion system with the reaction terms obtained by the law of mass action is considered. The large time behaviour…
Using the concept of self-decomposable subordinators introduced in Gardini et al. [11], we build a new bivariate Normal Inverse Gaussian process that can capture stochastic delays. In addition, we also develop a novel path simulation scheme…