相关论文: A note on the Berman condition

It is shown that as far as the linear diffusion equation meets both time- and space- translational invariance, the time dependence of a moment of degree $\alpha$ is a polynomial of degree at most equal to $\alpha$, while all connected…

In previous work of the authors, we investigated the Born and inverse Born series for a scalar wave equation with linear and nonlinear terms, the nonlinearity being cubic of Kerr type [8]. We reported conditions which guarantee convergence…

The present paper, characterizes the invertibility and causality conditions of a periodic ARFIMA (PARFIMA) models. We first, discuss the conditions in the multivariate case, by considering the corresponding p-variate stationary ARFIMA…

We prove an extension of M. Hata's theorem [4] for planar Markov Iterated Function Systems satisfying a strong version of the Open Set Condition. More precisely, if the attractor of such a system is connected, then it is locally connected.…

The Aharonov-Bergmann-Lebowitz rule assigns probabilities to quantum measurement results at time t on the condition that the system is prepared in a given way at t_1 < t and found in a given state at t_2 > t. The question whether the rule…

We present an analysis of the adiabatic approximation to understand when it applies, in view of the recent criticisms and studies for the validity of the adiabatic theorem. We point out that this approximation is just the leading order of a…

In the present paper we consider controllability and observability of second order linear time invariant systems in matrix form. Without reducing into first order systems we show how the classical conditions for first order linear systems…

We consider a bivariate time series $(X_t,Y_t)$ that is given by a simple linear autoregressive model. Assuming that the equations describing each variable as a linear combination of past values are considered structural equations, there is…

We derive some simple relations that demonstrate how the posterior convergence rate is related to two driving factors: a "penalized divergence" of the prior, which measures the ability of the prior distribution to propose a nonnegligible…

We study approximations of compact linear multivariate operators defined over Hilbert spaces. We provide necessary and sufficient conditions on various notions of tractability. These conditions are mainly given in terms of sums of certain…

We consider the problem of tracking an unstable stochastic process $X_t$ by using causal knowledge of another stochastic process $Y_t$. We obtain necessary conditions and sufficient conditions for maintaining a finite tracking error. We…

We offer a natural and extensible measure-theoretic treatment of missingness at random. Within the standard missing data framework, we give a novel characterisation of the observed data as a stopping-set sigma algebra. We demonstrate that…

Time series often reflect variation associated with other related variables. Controlling for the effect of these variables is useful when modeling or analysing the time series. We introduce a novel approach to normalize time series data…

We provide a simultaneous derivation of the Dirac bracket and of the equations of motion for second-class constrained systems when the constraints are time-dependent. The necessity of time-dependent gauge-fixing conditions is shown in the…

A novel approach is proposed to group redundant time series in the frame of causality. It assumes that (i) the dynamics of the system can be described using just a small number of characteristic modes, and that (ii) a pairwise measure of…

I explain how the Lax-Phillips theory can be applied to a purely innovating time series and compute the corresponding scattering function. I then associate such a time series to an algebraic curve (of genus at least 1) over a finite field…

This paper studies the model selection problem in a large class of causal time series models, which includes both the ARMA or AR($\infty$) processes, as well as the GARCH or ARCH($\infty$), APARCH, ARMA-GARCH and many others processes. To…

The spread of the time arrows from the environment to an observed subsystem is followed within a harmonic model. A similarity is pointed out between irreversibility and a phase with spontaneously broken symmetry. The causal structure of…

The underlying probabilistic theory for quantum mechanics is non-Kolmogorovian. The order in which physical observables will be important if they are incompatible (non-commuting). In particular, the notion of conditioning needs to be…

In this paper, we have obtained a necessary and suffcient condition for the series.