中文
相关论文

相关论文: Filtrations at the threshold of standardness

200 篇论文

In literature, many important combinatorial properties of subsets of N have been studied both with nonstandard techniques and from the point of view of N. In this thesis we mix these two different approaches in a technique that, at the same…

逻辑 · 数学 2012-12-11 Lorenzo Luperi Baglini

We derive a practical standardness criterion for the filtration generated by a monotonic Markov process. This criterion is applied to show standardness of some adic filtrations.

概率论 · 数学 2015-01-12 Elise Janvresse , Stéphane Laurent , Thierry De La Rue

In the definition of the stochastic integral, apart from the integrand and the integrator, there is an underlying filtration that plays a role. Thus, it is natural to ask: {\it Does the stochastic integral depend upon the filtration?} In…

概率论 · 数学 2020-09-28 Rajeeva L. Karandikar , B. V. Rao

Let $X$ be a stationary process with finite state-space $A$. Bressaud et al. recently provided a sufficient condition for the natural filtration of $X$ to be standard when $A$ has size 2. Their condition involves the conditional laws…

概率论 · 数学 2015-03-17 Gaël Ceillier

By using nonstandard analysis, we prove embeddability properties of difference sets $A-B$ of sets of integers. (A set $A$ is "embeddable" into $B$ if every finite configuration of $A$ has shifted copies in $B$.) As corollaries of our main…

逻辑 · 数学 2013-12-25 Mauro Di Nasso

Sequences diverge either because they head off to infinity or because they oscillate. Part 1 constructs a non-Archimedean framework of infinite numbers that is large enough to contain asymptotic limit points for non-oscillating sequences…

综合数学 · 数学 2011-08-26 David Alan Paterson

Channel polarization, originally proposed for binary-input channels, is generalized to arbitrary discrete memoryless channels. Specifically, it is shown that when the input alphabet size is a prime number, a similar construction to that for…

信息论 · 计算机科学 2009-08-04 Eren Sasoglu , Emre Telatar , Erdal Arikan

We introduce a notion of integration defined from filters over families of finite sets. This procedure corresponds to determining the average value of functions whose range lies in any algebraic structure in which finite averages make…

逻辑 · 数学 2021-08-27 Emanuele Bottazzi , Monroe Eskew

This paper studies the asymptotic behaviour of the solution of a differential equation perturbed by a fast flow preserving an infinite measure. This question is related with limit theorems for non-stationary Birkhoff integrals. We…

动力系统 · 数学 2024-08-07 Maxence Phalempin

This article develops a comprehensive framework for stability analysis of a broad class of commonly used continuous and discrete time-filters for stochastic dynamic systems with non-linear state dynamics and linear measurements under…

统计方法学 · 统计学 2020-06-11 Toni Karvonen , Silvère Bonnabel , Eric Moulines , Simo Särkkä

This note has several aims. Firstly, it portrays a non-standard analysis as a functor, namely a functor * that maps any set A to the set *A of its non-standard elements. That functor, from the category of sets to itself, is postulated to be…

逻辑 · 数学 2016-01-05 Eliahu Levy

A filtration of a formal language L by a sequence s maps L to the set of words formed by taking the letters of words of L indexed only by s. We consider the languages resulting from filtering by all arithmetic progressions. If L is regular,…

形式语言与自动机理论 · 计算机科学 2012-04-02 Hamoon Mousavi , Jeffrey Shallit

We explore how the asymptotic structure of a random permutation of $[n]$ with $m$ inversions evolves, as $m$ increases, establishing thresholds for the appearance and disappearance of any classical, consecutive or vincular pattern. The…

组合数学 · 数学 2024-08-13 David Bevan , Dan Threlfall

We consider Kalman filtering problems when the observations are intermittently erased or lost. It was known that the estimates are mean-square unstable when the erasure probability is larger than a certain critical value, and stable…

最优化与控制 · 数学 2013-08-29 Se Yong Park , Anant Sahai

Motivated by the recent proof of the Stanley-Wilf conjecture, we study the asymptotic behavior of the number of permutations avoiding a generalized pattern. Generalized patterns allow the requirement that some pairs of letters must be…

组合数学 · 数学 2007-05-23 Sergi Elizalde

The problem of nonlinear filtering has engendered a surprising number of mathematical techniques for its treatment. A notable example is the change-of--probability-measure method originally introduced by Kallianpur and Striebel to derive…

概率论 · 数学 2014-09-09 Thomas Cass , Martin Clark , Dan Crisan

Let $X$ be a stationary process with values in some $\sigma$-finite measured state space $(E,\mathcal{E},\pi)$, indexed by ${\mathbb Z}$. Call ${\mathcal F}^X$ its natural filtration. In \cite{ceillierstationary}, sufficient conditions were…

概率论 · 数学 2016-03-17 Ceillier Gaël , Leuridan Christophe

Filtered probability spaces (called "filtrations" for short) are shown to satisfy such a topological zero-one law: for every property of filtrations, either the property holds for almost all filtrations, or its negation does. In particular,…

概率论 · 数学 2016-09-07 Boris Tsirelson

We consider the point indentation of a pressurized, spherical elastic shell. Previously it was shown that such shells wrinkle once the indentation reaches a threshold value. Here, we study the behaviour of this system beyond the onset of…

软凝聚态物质 · 物理学 2015-11-25 Dominic Vella , Hamid Ebrahimi , Ashkan Vaziri , Benny Davidovitch

A long-standing shortcoming of statically typed functional languages is that type checking does not rule out pattern-matching failures (run-time match exceptions). Refinement types distinguish different values of datatypes; if a program…

编程语言 · 计算机科学 2020-09-22 Khurram A. Jafery , Jana Dunfield