Related papers: Oscillations of empirical distribution functions u…
The fluctuation-dissipation relation for the classical definition of work is extended to thermally isolated systems, in classical and quantum realms. From this, the optimal work variance is calculated, showing it achieves its minimum…
We show that the simplest stochastic epidemiological models with spatial correlations exhibit two types of oscillatory behaviour in the endemic phase. In a large parameter range, the oscillations are due to resonant amplification of…
Approximate $p$-point Leibniz derivation formulas as well as interpolatory Simpson quadrature sums adapted to oscillatory functions are discussed. Both theoretical considerations and numerical evidence concerning the dependence of the…
In this paper we study the asymptotic behaviour of empirical processes when parameters are estimated, assuming that the underlying sequence of random variables is long-range dependent. We show completely different phenomena compared to…
Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable…
We study the asymptotic behavior of empirical processes generated by measurable bounded functions of an infinite source Poisson transmission process when the session length have infinite variance. In spite of the boundedness of the…
We obtain the posterior distribution of a random process conditioned on observing the empirical frequencies of a finite sample path. We find under a rather broad assumption on the "dependence structure" of the process, {\em c.f.}…
Ordinal pattern dependence is a multivariate dependence measure based on the co-movement of two time series. In strong connection to ordinal time series analysis, the ordinal information is taken into account to derive robust results on the…
We consider countable system of harmonic oscillators on the real line with quadratic interaction potential with finite support and local external force (stationary stochastic process) acting only on one fixed particle. In the case of…
Complex systems are characterized by a huge number of degrees of freedom often interacting in a non-linear manner. In many cases macroscopic states, however, can be characterized by a small number of order parameters that obey stochastic…
We study the weak convergence of conditional empirical copula processes, when the conditioning event has a nonzero probability. The validity of several bootstrap schemes is stated, including the exchangeable bootstrap. We define general -…
Rapidly oscillating potentials with a vanishing time average have been used for a long time to trap charged particles in source-free regions. It has been argued that the motion of a particle in such a potential can be approximately…
We consider the problem of the estimation of the invariant distribution function of an ergodic diffusion process when the drift coefficient is unknown. The empirical distribution function is a natural estimator which is unbiased, uniformly…
Exchangeability -- in which the distribution of an infinite sequence is invariant to reorderings of its elements -- implies the existence of a simple conditional independence structure that may be leveraged in the design of statistical…
We obtain an optimal bound for a Gaussian approximation of a large class of vector-valued random processes. Our results provide a substantial generalization of earlier results that assume independence and/or stationarity. Based on the decay…
Weighted empirical risk minimization is a common approach to prediction under distribution drift. This article studies its out-of-sample prediction error under nonstationarity. We provide a general decomposition of the excess risk into a…
Motivated by applications to goodness of fit testing, the empirical likelihood approach is generalized to allow for the number of constraints to grow with the sample size and for the constraints to use estimated criteria functions. The…
Let $\{X_{n}(t), t\in[0,\infty)\}, n\in\mathbb{N}$ be a sequence of centered dependent stationary Gaussian processes. The limit distribution of $\sup_{t\in[0,T(n)]}|X_{n}(t)|$ is established as $r_{n}(t)$, the correlation function of…
We propose a coefficient of conditional dependence between two random variables $Y$ and $Z$ given a set of other variables $X_1,\ldots,X_p$, based on an i.i.d. sample. The coefficient has a long list of desirable properties, the most…
Oscillating population model realistic situations in different contexts.We examine this situation with reasonable mathematical models and come to interesting conclusions,such as for example,that the population at most points of the cycle…