相关论文: Phantom distribution functions for some stationary…

Let $\{\Lambda_n=\{\lambda_{1,n},\ldots,\lambda_{d_n,n}\}\}_n$ be a sequence of finite multisets of real numbers such that $d_n\to\infty$ as $n\to\infty$, and let $f:\Omega\subset\mathbb R^d\to\mathbb R$ be a Lebesgue measurable function…

New algorithms for computing of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes are presented. The algorithms are based on special techniques of sequential phase space reduction, which can…

We derive backward and forward fractional Schr\"odinger type of equations for the distribution of functionals of the path of a particle undergoing anomalous diffusion. Fractional substantial derivatives introduced by Friedrich and…

Few-shot anomaly detection (FSAD) plays a crucial role in industrial manufacturing. However, existing FSAD methods encounter difficulties leveraging a limited number of normal samples, frequently failing to detect and locate inconspicuous…

It is commonly acknowledged that V-functionals with an unbounded kernel are not Hadamard differentiable and that therefore the asymptotic distribution of U- and V-statistics with an unbounded kernel cannot be derived by the Functional Delta…

This paper investigates the asymptotic behavior of the extremes of a sequence of generalized Oppenheim random variables. Particularly, we establish conditions under which some normalized extremes of sequences arising from Oppenheim…

This article is the exploration of the viewpoint within which propelled particles in a steady-state are regarded as a system with quenched disorder. The analogy is exact when the rate of the drift orientation vanishes and the linear…

The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…

For a time-changed symmetric $\alpha$-stable process killed upon hitting zero, under the condition of entrance from infinity, we prove the existence and uniqueness of quasi-stationary distribution (QSD). The exponential convergence to the…

Conventional diffusion models typically relies on a fixed forward process, which implicitly defines complex marginal distributions over latent variables. This can often complicate the reverse process' task in learning generative…

A functional limit theorem is established for the partial-sum process of a class of stationary sequences which exhibit both heavy tails and long-range dependence. The stationary sequence is constructed using multiple stochastic integrals…

In this paper, we extend a result of Kesten and Spitzer (1979). Let us consider a stationary sequence $(\xi\_k:=f(T^k(.)))\_k$ given by an invertible probability dynamical system and some centered function $f$. Let $(S\_n)\_n$ be a simple…

Automatically detecting anomalies in event data can provide substantial value in domains such as healthcare, DevOps, and information security. In this paper, we frame the problem of detecting anomalous continuous-time event sequences as…

We investigate the convergence in distribution of sequential empirical processes of dependent data indexed by a class of functions F. Our technique is suitable for processes that satisfy a multiple mixing condition on a space of functions…

The linear fractional stable motion (LFSM) extends the fractional Brownian motion (fBm) by considering $\alpha$-stable increments. We propose a method to forecast future increments of the LFSM from past discrete-time observations, using the…

In the setting of stochastic dynamical systems that eventually go extinct, the quasi-stationary distributions are useful to understand the long-term behavior of a system before evanescence. For a broad class of applicable continuous-time…

Stationarity is a cornerstone property that facilitates the analysis and processing of random signals in the time domain. Although time-varying signals are abundant in nature, in many practical scenarios the information of interest resides…

Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…

We introduce a formalism of fractional diffusion on networks based on a fractional Laplacian matrix that can be constructed directly from the eigenvalues and eigenvectors of the Laplacian matrix. This fractional approach allows random walks…

The biologist Ren\'e Thomas conjectured, twenty years ago, that the presence of a negative feedback circuit in the interaction graph of a dynamical system is a necessary condition for this system to produce sustained oscillations. In this…