相关论文: Spectral Analysis of Multi-dimensional Self-simila…

The large deviations at various levels that are explicit for Markov jump processes satisfying detailed-balance are revisited in terms of the supersymmetric quantum Hamiltonian $H$ that can be obtained from the Markov generator via a…

We extend our recently developed sparse-stochastic fragmented exchange formalism for ground-state hybrid DFT (ngH-DFT) to calculate absorption spectra within linear-response time-dependent Generalized Kohn-Sham DFT (LR-GKS-TDDFT), for…

Introduced is the notion of minimality for spectral representations of sum- and max-infinitely divisible processes and it is shown that the minimal spectral representation on a Borel space exists and is unique. This fact is used to show…

A system of $N$ particles in a chemical medium in $\mathbb{R}^{d}$ is studied in a discrete time setting. Underlying interacting particle system in continuous time can be expressed as \begin{eqnarray} dX_{i}(t) &=&[-(I-A)X_{i}(t) +…

We consider the moving particle process in Rd which is defined in the following way. There are two independent sequences (Tk) and (dk) of random variables. The variables Tk are non negative and form an increasing sequence, while variables…

This paper addresses the problem of protecting network information from privacy system identification (SI) attacks when sharing cyber-physical system simulations. We model analyst observations of networked states as time-series outputs of a…

A time-domain analytic expression for chromatographic peak shapes is derived within a stochastic-diffusive framework that incorporates axial diffusion (molecular and multipath/Eddy), finite initial spatial variance, a retention mechanism…

We study the convergence of a Douglas-Rachford type splitting algorithm for the infinite dimensional stochastic differential equation $$dX+A(t)(X)dt=X\,dW\mbox{ in }(0,T);\ X(0)=x,$$ where $A(t):V\to V'$ is a nonlinear, monotone, coercive…

In this article we study a class of stochastic functional differential equations driven by L\'{e}vy processes (in particular, $\alpha$-stable processes), and obtain the existence and uniqueness of Markov solutions in small time intervals.…

We prove the existence of solutions for the stochastic differential equation $dX_t=b(t,X_{t-})dZ_t+a(t,X_t)dt, X_0\in\R, t\ge 0,$ with only measurable coefficients $a$ and $b$ satisfying the condition $0<\mu\le |b(t,x)|\le \nu$ and…

In this paper, we investigate a nonparametric approach to provide a recursive estimator of the transition density of a non-stationary piecewise-deterministic Markov process, from only one observation of the path within a long time. In this…

Consider the empirical autocovariance matrix at a given non-zero time lag based on observations from a multivariate complex Gaussian stationary time series. The spectral analysis of these autocovariance matrices can be useful in certain…

We consider a multidimensional It\^o process $Y=(Y_t)_{t\in[0,T]}$ with some unknown drift coefficient process $b_t$ and volatility coefficient $\sigma(X_t,\theta)$ with covariate process $X=(X_t)_{t\in[0,T]}$, the function…

Second-order characteristics including covariance and spectral density functions are fundamentally important for both statistical applications and theoretical analysis in functional time series. In the high-dimensional setting where the…

We present a general approach for computing the dynamic partition function of a continuous-time Markov process. The Ruelle topological pressure is identified with the large deviation function of a physical observable. We construct for the…

Discrete diffusion models have emerged as powerful tools for high-quality data generation. Despite their success in discrete spaces, such as text generation tasks, the acceleration of discrete diffusion models remains under-explored. In…

In this paper, we consider a class of multi-dimensional stochastic delay differential equations with jump reflection. Based on existence and uniqueness of the strong solution to the equation, we prove that the Markov semigroup generated by…

We generalize to the time-dependent case the stationary Internal DFT / Kohn-Sham formalism presented in Ref. [14]. We prove that, in the time-dependent case, the internal properties of a self-bound system (as an atomic nuclei) are all…

This paper investigates the Gaussian quasi-likelihood estimation of an exponentially ergodic multidimensional Markov process, which is expressed as a solution to a L\'{e}vy driven stochastic differential equation whose coefficients are…

In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…