Related papers: An Autoregressive Model with Semi-stable Marginals
We develop a framework relating semiorthogonal decompositions of a triangulated category $\mathcal{C}$ to paths in its space of stability conditions. We prove that when $\mathcal{C}$ is the homotopy category of a smooth and proper…
We characterize all possible independent symmetric alpha-stable (SaS) components of an SaS process, 0<alpha<2. In particular, we focus on stationary SaS processes and their independent stationary SaS components. We also develop a parallel…
A general condition for the self-consistency of a semiclassical approximation to a given system is suggested. It is based on the eigenvalue distribution of the relevant Hessian evaluated at the streamline configurations (configurations that…
Multivariate process satisfying affine stochastic recurrence equation with generic diagonal matrices is considered. We prove that the stationary solution is regularly varying. The results are applicable to diagonal autoregressive models.
We investigate a family of discrete-time stationary processes defined by multiple stable integrals and renewal processes with infinite means. The model may exhibit behaviors of short-range or long-range dependence, respectively, depending…
Extremal clusters of stationary processes with long memory can be quite intricate. For certain stationary infinitely divisible processes with subexponential tails, including both power-like tails and certain lighter tails, e.g.…
In this paper, we introduce the concept of stable automorphic forms for semisimple algebraic groups and use the stability of automorphic forms to study the geometry of infinite dimensional arithmetic quotients.
In this paper we define a family of nonlinear, stationary, interpolatory subdivision schemes with the capability of reproducing conic shapes including polynomials upto second order. Linear, non-stationary, subdivision schemes do also…
We discuss some of the experimental motivation for the need for semigroup decay laws, and the quantum Lax-Phillips theory of scattering and unstable systems. In this framework, the decay of an unstable system is described by a semigroup.…
We show cocycle stability for linear maps with a weak irreducibility condition and their jointly integrable perturbations.
We extend classical results about the convergence of nearly unstable AR(p) processes to the infinite order case. To do so, we proceed as in recent works about Hawkes processes by using limit theorems for some well chosen geometric sums. We…
{\abstract{\textwidth=4,5 in} A discrete time process, with law $\mu$, is quasi-exchangeable if for any finite permutation $\sigma$ of time indices, the law $\mu_\sigma$ of the resulting process is equivalent to $\mu$. For a…
Hamiltonian systems with long-range interactions give rise to long lived out of equilibrium macroscopic states, so-called quasi-stationary states. We show here that, in a suitably generalized form, this result remains valid for many such…
Let $\mathcal{X}$ be a smooth Deligne-Mumford stack which is generically a scheme and has quasi-projective coarse moduli. If $\mathcal{X}$ has elementary Abelian 2-group stabilizers and the coarse moduli of the inertia stack is smooth, we…
We analyze families of non-autonomous systems of first-order ordinary differential equations admitting a common time-dependent superposition rule, i.e., a time-dependent map expressing any solution of each of these systems in terms of a…
We give a systematic construction of semiorthogonal decompositions of derived categories of coherent sheaves on quasi-smooth derived algebraic stacks over $\mathbb{C}$, where the summands are subcategories defined by weight conditions, and…
Semiuniform semigroups provide a natural setting for the convolution of generalized finite measures on semigroups. A semiuniform semigroup is said to be ambitable if each uniformly bounded uniformly equicontinuous set of functions on the…
Stationarity is a very common assumption in time series analysis. A vector autoregressive process is stationary if and only if the roots of its characteristic equation lie outside the unit circle, constraining the autoregressive coefficient…
The important application of semi-static hedging in financial markets naturally leads to the notion of quasi self-dual processes which is, for continuous semimartingales, related to symmetry properties of both their ordinary as well as…
We consider semi-continuity of certain dimensions on group schemes.