相关论文: Order 1 autoregressive process of finite length

The process of fluctuations of trajectory observables of stochastic systems is related to processes with independent increments from the risk theory. The first-passage times of variables of the thermodynamics of trajectories, in particular,…

How long does a trajectory take to reach a stable equilibrium point in the basin of attraction of a dynamical system? This is a question of quite general interest, and has stimulated a lot of activities in dynamical and stochastic systems…

We demonstrate that first-order phase transitions in 1+1-dimensional nonequilibrium systems with fluctuating ordered phases are impossible, provided that there are no additional conservation laws, long-range interactions, macroscopic…

Reversal of the time direction in stochastic systems driven by white noise has been central throughout the development of stochastic realization theory, filtering and smoothing. Similar ideas were developed in connection with certain…

We consider a very general class of theories, process theories, which capture the underlying structure common to most theories of physics as we understand them today (be they established, toy or speculative theories). Amongst these…

We present a general approach for studying autoregressive categorical time series models with dependence of infinite order and defined conditional on an exogenous covariate process. To this end, we adapt a coupling approach, developed in…

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

It has been recently discovered that some random processes may satisfy limit theorems even though they exhibit intermittency, namely an unusual growth of moments. In this paper we provide a deeper understanding of these intricate limiting…

Recently, the possible existence of quantum processes with indefinite causal order has been extensively discussed, in particular using the formalism of process matrices. Here we give a new perspective on this question, by establishing a…

This paper focuses on recursive estimation of time varying autoregressive processes in a nonparametric setting. The stability of the model is revisited and uniform results are provided when the time-varying autoregressive parameters belong…

We will investigate proof-theoretic and linguistic aspects of first-order linear logic. We will show that adding partial order constraints in such a way that each sequent defines a unique linear order on the antecedent formulas of a sequent…

A methodology for high dimensional causal inference in a time series context is introduced. It is assumed that there is a monotonic transformation of the data such that the dynamics of the transformed variables are described by a Gaussian…

First passage under restart with branching is proposed as a generalization of first passage under restart. Strong motivation to study this generalization comes from the observation that restart with branching can expedite the completion 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 deal here with the issue of determinism versus randomness in time series. One wishes to identify their relative importance in a given time series. To this end we extend i) the use of ordinal patterns-based probability distribution…

Many natural phenomena can be described by power-laws. A closer look at various experimental data reveals more or less significant deviations from a 1/f spectrum. We exemplify such cases with phenomena offered by molecular biology, cell…

The fluctuation relations, which characterize irreversible processes in Nature, are among the most important results in non-equilibrium physics. In short, these relations say that it is exponentially unlikely for us to observe a…

We propose a simple stochastic process for modeling improper or noncircular complex-valued signals. The process is a natural extension of a complex-valued autoregressive process, extended to include a widely linear autoregressive term. This…

First passage under restart has recently emerged as a conceptual framework to study various stochastic processes under restart mechanism. Emanating from the canonical diffusion problem by Evans and Majumdar, restart has been shown to…

Dependence of the transient process duration on the initial conditions is considered in one- and two-dimensional systems with discrete time, representing a logistic map and the Eno map, respectively.