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We describe classes of ergodic dynamical systems for which some statistical properties are known exactly. These systems have integer dimension, are not globally dissipative, and are defined by a probability density and a two-form. This…

混沌动力学 · 物理学 2014-06-09 Zachary Guralnik , Cengiz Pehlevan , Gerald Guralnik

A determinantal point process (DPP) is an ensemble of random nonnegative-integer-valued Radon measures, whose correlation functions are all given by determinants specified by an integral kernel called the correlation kernel. First we show…

概率论 · 数学 2020-03-11 Makoto Katori

We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…

偏微分方程分析 · 数学 2020-01-22 Davit Martirosyan , Vahagn Nersesyan

We study stochastic motion planning problems which involve a controlled process, with possibly discontinuous sample paths, visiting certain subsets of the state-space while avoiding others in a sequential fashion. For this purpose, we first…

最优化与控制 · 数学 2017-11-27 Peyman Mohajerin Esfahani , Debasish Chatterjee , John Lygeros

Many stochastic systems in physics and biology are investigated by recording the two-dimensional (2D) positions of a moving test particle in regular time intervals. The resulting sample trajectories are then used to induce the properties of…

定量方法 · 定量生物学 2012-08-27 Claus Metzner

Dynamical phase transitions (DPTs) in the space of trajectories are one of the most intriguing phenomena of nonequilibrium physics, but their nature in realistic high-dimensional systems remains puzzling. Here we observe for the first time…

统计力学 · 物理学 2017-09-07 N. Tizón-Escamilla , C. Pérez-Espigares , P. L. Garrido , P. I. Hurtado

Statistical models and methods for determinantal point processes (DPPs) seem largely unexplored. We demonstrate that DPPs provide useful models for the description of spatial point pattern datasets where nearby points repel each other. Such…

统计理论 · 数学 2016-04-28 Frédéric Lavancier , Jesper Møller , Ege Rubak

A successful method to describe the asymptotic behavior of various deterministic and stochastic processes such as asymptotically autonomous differential equations or stochastic approximation processes is to relate it to an appropriately…

动力系统 · 数学 2011-08-03 Mathieu Faure , Gregory Roth

We show that a stationary IDp process (i.e., an infinitely divisible stationary process without Gaussian part) can be written as the independent sum of four stationary IDp processes, each of them belonging to a different class characterized…

概率论 · 数学 2011-11-10 Emmanuel Roy

We study deterministic discrete time exclusion type spatially heterogeneous particle processes in continuum. A typical example of this sort is a traffic flow model with obstacles: traffic lights, speed bumps, spatially varying local…

动力系统 · 数学 2015-05-28 Michael Blank

Given two distinct subsets $A,B$ in the state space of some dynamical system, Transition Path Theory (TPT) was successfully used to describe the statistical behavior of transitions from $A$ to $B$ in the ergodic limit of the stationary…

动力系统 · 数学 2020-11-03 Luzie Helfmann , Enric Ribera Borrell , Christof Schütte , Péter Koltai

Transport properties of disordered electron system can be characterized by the conductance, Lyapunov exponent, or level spacing. Two additional parameters, $K_{11}$ and $\gamma $ were introduced recently which measure the non-homogeneity of…

无序系统与神经网络 · 物理学 2015-03-17 P. Markos

Although the Poisson point process (PPP) has been widely used to model base station (BS) locations in cellular networks, it is an idealized model that neglects the spatial correlation among BSs. The present paper proposes the use of…

信息论 · 计算机科学 2014-12-08 Yingzhe Li , François Baccelli , Harpreet S. Dhillon , Jeffrey G. Andrews

Dynamical processes can be classified in various ways as deterministic or stochastic, and continuous or discrete time. All these types can be studied by the path-spaces they generate, and stationary measures on that path-space. Such…

动力系统 · 数学 2026-03-19 Suddhasattwa Das

Determinantal Point Processes (DPPs) are popular models for point processes with repulsion. They appear in numerous contexts, from physics to graph theory, and display appealing theoretical properties. On the more practical side of things,…

统计理论 · 数学 2018-08-22 Simon Barthelmé , Pierre-Olivier Amblard , Nicolas Tremblay

The Gibbs point processes (GPP) constitute a large class of point processes with interaction between the points. The interaction can be attractive, repulsive, depending on geometrical features whereas the null interaction is associated to…

概率论 · 数学 2018-04-09 David Dereudre

We derive consistency and asymptotic normality results for quasi-maximum likelihood methods for drift parameters of ergodic stochastic processes observed in discrete time in an underlying continuous-time setting. The special feature of our…

统计理论 · 数学 2021-09-20 Teppei Ogihara , Mitja Stadje

The homogeneous poisson point process (PPP) is widely used to model temporal, spatial or both topologies of base stations (BSs) and mobile terminals (MTs). However, negative spatial correlation in BSs, due to strategical deployments, and…

Dynamical phase transitions (DPTs), characterized by non-analytic behaviors in time domain, extend the equilibrium phase transitions to far-from-equilibrium situations. It has been predicted that DPTs can be precisely identified by the…

量子物理 · 物理学 2019-07-30 Tian Tian , Yongguan Ke , Liang Zhang , Shaochun Lin , Zhifu Shi , Pu Huang , Chaohong Lee , Jiangfeng Du

Determinantal Point Processes (DPPs) are a family of probabilistic models that have a repulsive behavior, and lend themselves naturally to many tasks in machine learning where returning a diverse set of objects is important. While there are…

统计理论 · 数学 2017-03-03 John Urschel , Victor-Emmanuel Brunel , Ankur Moitra , Philippe Rigollet
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