Related papers: An Autoregressive Model with Semi-stable Marginals

The stability of stationary solutions of first-order systems of PDE's are considered. They may include some singular geometric terms, leading to discontinuous flux and non-conservative products. Based on several examples in Fluid Mechanics,…

Skew-symmetric families of distributions such as the skew-normal and skew-$t$ represent supersets of the normal and $t$ distributions, and they exhibit richer classes of extremal behaviour. By defining a non-stationary skew-normal process,…

In this work we want to explore the relationship between certain eigenvalue condition for the symbols of first order partial differential operators describing evolution processes and the linear and nonlinear stability of their stationary…

We define a new type of self-similarity for one-parameter families of stochastic processes, which applies to a number of important families of processes that are not self-similar in the conventional sense. This includes a new class of…

This paper studies some temporal dependence properties and addresses the issue of parametric estimation for a class of state-dependent autoregressive models for nonlinear time series in which we assume a stochastic autoregressive…

We prove some new results regarding the boundedness, stability and attractivity of the solutions of a class of initial-boundary-value problems characterized by a quasi-linear third order equation which may contain time-dependent…

Explicit solutions of the non-constant semi-dynamical reflection equation are constructed, together with suitable parametrizations of their structure matrices. Considering the semi-dynamical reflection equation with rational non-constant…

We introduce a notion of Gieseker stability for coherent sheaves on tame Deligne-Mumford stacks with projective moduli scheme and some chosen generating sheaf on the stack in the sense of Olsson and Starr \cite{MR2007396}. We prove that…

We consider a class of semi-Markov processes (SMP) such that the embedded discrete time Markov chain may be non-homogeneous. The corresponding augmented processes are represented as semi-martingales using stochastic integral equation…

Patterns on numerical semigroups are multivariate linear polynomials, and they are said to be admissible if there exists a numerical semigroup such that evaluated at any nonincreasing sequence of elements of the semigroup gives integers…

We formulate and study analytically and computationally two families of piecewise linear degree one circle maps. These families offer the rare advantage of being non-trivial but essentially solvable models for the phenomenon of mode-locking…

For a stationary sequence that is regularly varying and associated we give conditions which guarantee that partial sums of this sequence, under normalization related to the exponent of regular variation, converge in distribution to a…

We introduce Autoregressive Graphical Models (AGMs) as an Ansatz for modeling the ground states of stoquastic Hamiltonians. Exact learning of these models for smaller systems show the dominance of the pairwise terms in the autoregressive…

In a recent article Halpern-Leistner defines the notion of quasi--convergent path in the space of Bridgeland stability conditions. Such a path induces a semiorthogonal decomposition of the derived category. We investigate quasi-convergent…

The paper introduces a new class of random fields, supCAR fields, which are constructed as superpositions of continuous autoregressive random fields. These supCAR fields possess infinitely divisible marginal distributions. Their…

We investigate a stationary random coefficient autoregressive process. Using renewal type arguments tailor-made for such processes, we show that the stationary distribution has a power-law tail. When the model is normal, we show that the…

An exact semiclassical version of the classical KAM theorem about small perturbations of vector fields on the torus is given. Moreover, a renormalization theorem based on counterterms for some semiclassical systems that are close to being…

We introduce a new infinite class of superintegrable quantum systems in the plane. Their Hamiltonians involve reflection operators. The associated Schr\"odinger equations admit separation of variables in polar coordinates and are exactly…

We develop a new methodology for the fitting of nonstationary time series that exhibit nonlinearity, asymmetry, local persistence and changes in location scale and shape of the underlying distribution. In order to achieve this goal, we…

We find sufficient conditions for commutative non-autonomous systems on certain metric spaces to be topologically stable. In particular, we prove that (i) Every mean equicontinuous, mean expansive system with strong average shadowing…