相关论文: Ergodic properties of subcritical multitype Galton…
We propose a novel class of count time series models alternative to the classic Galton-Watson process with immigration (GWI) and Bernoulli offspring. A new offspring mechanism is developed and its properties are explored. This novel…
We consider a supercritical Galton-Watson process $Z_n$ whose offspring distribution has mean $m>1$ and is bounded by some $d\in \{2,3,\ldots\}$. As well-known, the associated martingale $W_n=Z_n/m^n$ converges a.s. to some nonnegative…
We examine multiple ergodic averages of commuting transformations with polynomial iterates in which the polynomials may be pairwise dependent. In particular, we show that such averages are controlled by the Gowers-Host-Kra seminorms…
We discuss the ergodic properties of quasi-Markovian stochastic differential equations, providing general conditions that ensure existence and uniqueness of a smooth invariant distribution and exponential convergence of the evolution…
Certain extremum estimators have asymptotic distributions that are non-Gaussian, yet characterizable as the distribution of the $\argmax$ of a Gaussian process. This paper presents high-level sufficient conditions under which such…
We give a criterion for unlimited growth with positive probability for a large class of multidimensional stochastic models. As a by-product, we recover the necessary and sufficient conditions for recurrence and transience for critical…
Conditions for the existence of strictly stationary multivariate GARCH processes in the so-called BEKK parametrisation, which is the most general form of multivariate GARCH processes typically used in applications, and for their geometric…
The asymptotic analysis of covariance parameter estimation of Gaussian processes has been subject to intensive investigation. However, this asymptotic analysis is very scarce for non-Gaussian processes. In this paper, we study a class of…
This is a continuation of the earlier work \cite{SSS} to characterize stationary unitary increment Gaussian processes. The earlier assumption of uniform continuity is replaced by weak continuity and with a technical assumption on the domain…
This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…
Unbalanced probability circulation, which yields cyclic motions in phase space, is the defining characteristics of a stationary diffusion process without detailed balance. In over-damped soft matter systems, such behavior is a hallmark of…
We consider the problem of approximating the stationary distribution of an ergodic Markov chain given a set of sampled transitions. Classical simulation-based approaches assume access to the underlying process so that trajectories of…
The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…
We consider a multitype Galton-Watson process that allows for the mutation and reversion of individual types in discrete and continuous time. In this setting, we explicitly compute the time evolution of quantities such as the mean and…
This paper is concerned with ergodic properties of inhomogeneous Markov processes. Since the transition probabilities depend on initial times, the existing methods to obtain invariant measures for homogeneous Markov processes are not…
We consider two problems of constructing of goodness of fit tests for ergodic diffusion processes. The first one is concerned with a composite basic hypothesis for a parametric class of diffusion processes, which includes the…
In this article we present some results on the existence of positive and ground state solutions for the nonlinear Klein-Gordon-Maxwell equations. We introduce a general nonlinearity with subcritical and supercritical growth which does not…
We provide a criterion for establishing lower bounds on the rate of convergence in $f$-variation of a continuous-time ergodic Markov process to its invariant measure. The criterion consists of novel super- and submartingale conditions for…
We define a model of Galton Watson processes in dynamical environments where the environment evolves according to a dynamical system (X, T). Three behaviours are possible: uniformly subcritical, critical, and uniformly supercritical. We…
We derive a complete left-tail asymptotic series for the density of the {\it martingale limit} of a supercritical multitype Galton-Watson process in the Schr\"oder case. We show that the series converges everywhere, not only for small…