相关论文: Constructing processes with prescribed mixing coef…
Let $X$ be a continuous-time strongly mixing or weakly dependent process and $T$ a renewal process independent of $X$ with inter-arrival times $\tau$. We show general conditions under which the sampled process $(X_{T_i},T_i-T_{i-1})^{\top}$…
In this paper we study the problem of estimating the alpha-, beta- and phi-mixing coefficients between two random variables, that can either assume values in a finite set or the set of real numbers. In either case, explicit closed-form…
A phenomenological analysis on various decay processes is performed using an energy-dependent $\eta-\eta'$ mixing angle scheme. Special attention is given to the radiative couplings between lowest-lying vector and pseudoscalar mesons. The…
The literature on statistical learning for time series often assumes asymptotic independence or "mixing" of the data-generating process. These mixing assumptions are never tested, nor are there methods for estimating mixing coefficients…
We prove an invariance principle for non-stationary random processes and establish a rate of convergence under a new type of mixing condition. The dependence is exponentially decaying in the gap between the past and the future and is…
Mixtures of product distributions are a powerful device for learning about heterogeneity within data populations. In this class of latent structure models, de Finetti's mixing measure plays the central role for describing the uncertainty…
When observations are organized into groups where commonalties exist amongst them, the dependent random measures can be an ideal choice for modeling. One of the propositions of the dependent random measures is that the atoms of the…
We consider Markov chains on general state spaces in stationary random environment which are defined by a random mapping that is contractive up to a bounded perturbation. We prove their convergence to a limiting law, providing convergence…
Suppose we observe a trajectory of length $n$ from an exponentially $\alpha$-mixing stochastic process over a finite but potentially large state space. We consider the problem of estimating the probability mass placed by the stationary…
We derive strong mixing conditions for many existing discrete-valued time series models that include exogenous covariates in the dynamic. Our main contribution is to study how a mixing condition on the covariate process transfers to a…
In this paper, we study dependence coefficients for copula-based Markov chains. We provide new tools to check the convergence rates of mixing coefficients of copula-based Markov chains. We study Markov chains generated by the…
By using high molecular weight fluorescent passive tracers with different diffusion coefficients and by changing the fluid velocity we study dependence of a characteristic mixing length on the Peclet number, $Pe$, which controls the mixing…
Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to…
The $\eta -\eta^{\prime}$ mixing mass term due to the derivative coupling $SU(3)\times SU(3)$ symmetry breaking term, produces an additional momentum-dependent pole term for processes with $\eta^{\prime}$, but is suppressed in the $\eta$…
This paper provides a bound for the supremum of sample averages over a class of functions for a general class of mixing stochastic processes with arbitrary mixing rates. Regardless of the speed of mixing, the bound is comprised of a…
Assuming that $(X_t)_{t\in\Z}$ is a vector valued time series with a common marginal distribution admitting a density $f$, our aim is to provide a wide range of consistent estimators of $f$. We consider different methods of estimation of…
We describe the statistics of repetition times of a string of symbols in a stochastic process. Denote by T(A) the time elapsed until the process spells the finite string A and by S(A) the number of consecutive repetitions of A. We prove…
We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…
We claim that looking at probability distributions of \emph{finite time} largest Lyapunov exponents, and more precisely studying their large deviation properties, yields an extremely powerful technique to get quantitative estimates of…
What fundamental constraints characterize the relationship between a mixture $\rho = \sum_i p_i \rho_i$ of quantum states, the states $\rho_i$ being mixed, and the probabilities $p_i$? What fundamental constraints characterize the…