Related papers: A Generalization of Stationary AR(1) Schemes
Convergence to stationary solutions in fully nonlinear parabolic systems with general nonlinear boundary conditions is shown in situations where the set of stationary solutions creates a $C^2$-manifold of finite dimension which is normally…
We develop a general theory of local stability up to belonging to an ideal (e.g. having measure zero). From a model-theoretic perspective, we prove a stationarity principle for almost stable formulas in this sense, and build a topological…
Conditional stability estimates allow us to characterize the degree of ill-posedness of many inverse problems, but without further assumptions they are not sufficient for the stable solution in the presence of data perturbations. We here…
We show that Sarnak's conjecture on M\"obius disjointness holds in every uniquely ergodic modelof a quasi-discrete spectrum automorphism. A consequence of this result is that, for each non constant polynomial $P\in\R[x]$ with irrational…
Vector autoregressions (VARs) are a widely used tool for modelling multivariate time-series. It is common to assume a VAR is stationary; this can be enforced by imposing the stationarity condition which restricts the parameter space of the…
The higher dimensional autoregressive models would describe some of the econometric processes relatively generically if they incorporate the heterogeneity in dependence on times. This paper analyzes the stationarity of an autoregressive…
In this article, we consider three important classes of $n$-variate fields indexed by the set of $N$ dimensional integers, namely stationary, stationary increment and self-similar fields. These classes are connected through bijective…
We introduce a general class of autoregressive models for studying the dynamic of multivariate binary time series with stationary exogenous covariates. Using a high-level set of assumptions, we show that existence of a stationary path for…
Let $X_{i,n},n\in \mathbb{N},1\leq i\leq n$, be a triangular array of independent $\mathbb{R}^d$-valued Gaussian random vectors with correlation matrices $\Sigma_{i,n}$. We give necessary conditions under which the row-wise maxima converge…
We give a recursive construction of the stationary distribution of multi-type asymmetric simple exclusion processes on a finite ring or on the infinite line $Z$. The construction can be interpreted in terms of "multi-line diagrams" or…
High-order ARX models can be used to approximate a quite general class of linear systems in a parametric model structure, and well-established methods can then be used to retrieve the true plant and noise models from the ARX polynomials.…
We study the basic computational problem of detecting approximate stationary points for continuous piecewise affine (PA) functions. Our contributions span multiple aspects, including complexity, regularity, and algorithms. Specifically, we…
We study random exponential sums of the form $\sum_{k=1}^nX_k\times\ex p\{i(\lambda_k^{(1)}t_1+...+\lambda_k^{(s)}t_s)\}$, where $\{X_n\}$ is a sequence of random variables and $\{\lambda_n^{(i)}:1\leq i\leq s\}$ are sequences of real…
Let $(X_{n,t})_{t=1}^{\infty}$ be a stationary absolutely regular sequence of real random variables with the distribution dependent on the number~$n$. The paper presents sufficient conditions for the asymptotic normality (for $n\to\infty$…
In this thesis we study the relationship between the existence of canonical metrics on a complex manifold and stability in the sense of geometric invariant theory. We introduce a modification of K-stability of a polarised variety which we…
We study properties of stationary determinantal point processes $\X$ on $\Z$ from different points of views. It is proved that $\X\cap \N$ is almost surely Bohr-dense and good universal for almost everywhere convergence in $L^1$, and that…
We prove the existence of stationary random fields with linear regressions for $q>1$ and thus close an open question posed by W. Bryc et al.. We prove this result by describing a discrete 1 dimensional conditional distribution and then…
This paper studies the existence of multiple non-trivial stationary solutions of a partial differential equation (PDE) model introduced in [3], motivated by collective ant behavior. Previous work suggested the presence of two types of…
In this paper we study the long time behavior for a semilinear wave equation with space-dependent and nonlinear damping term. After rewriting the equation as a first order system, we define a class of approximate solutions that employ…
Hierarchical renormalization group transformations are related to non-associative algebras. Non-trivial infrared fixed points are shown to be solutions of polynomial equations. At the example of a scalar model in $d(\ge2)$ dimensions some…