相关论文: Thin times and random times' decomposition

Our financial setting consists of a market model with two flows of information. The smallest flow F is the "public" flow of information which is available to all agents, while the larger flow G has additional information about the…

Given a family F of subsets of a ground set V, its orthogonal is defined to be the family of subsets that do not overlap any element of F. Using this tool we revisit the problem of designing a simple linear time algorithm for undirected…

We present an algorithm that enumerates all the minimal triangulations of a graph in incremental polynomial time. Consequently, we get an algorithm for enumerating all the proper tree decompositions, in incremental polynomial time, where…

Let $\mathbb{F}\subset \mathbb{G}$ be two filtrations and $S$ be a $\mathbb{F}$ semimartingale possessing a $\mathbb{F}$ local martingale deflator. Consider $\tau$ a $\mathbb{G}$ stopping time. We study the problem whether $S^{\tau-}$ or…

Let $\tau$ and $\sigma$ be two polygonal curves in $\mathbb{R}^d$ for any fixed $d$. Suppose that $\tau$ and $\sigma$ have $n$ and $m$ vertices, respectively, and $m\le n$. While conditional lower bounds prevent approximating the Fr\'echet…

Let $U$ be a matrix chosen randomly, with respect to Haar measure, from the unitary group $U(d).$ We express the moments of the trace of any submatrix of $U$ as a sum over partitions whose terms count certain standard and semistandard Young…

The detailed behaviour of a system is often represented as a labelled transition system (LTS) and the abstract behaviour as a stuttering-insensitive semantic congruence. Numerous congruences have been presented in the literature. On the…

Given a set of well-formed terminal pairs on the external face of an undirected planar graph with unit edge weights, we give a linear-time algorithm for computing the union of non-crossing shortest paths joining each terminal pair, where…

Two concepts of random stopping times in continuous time have been defined in the literature, mixed stopping times and randomized stopping times. We show that under weak conditions these two concepts are equivalent, and, in fact, that all…

We consider a discrete-time process adapted to some filtration which lives on a (typically countable) subset of $\mathbb{R}^d$, $d\geq 2$. For this process, we assume that it has uniformly bounded jumps, is uniformly elliptic (can advance…

We introduce a variant of PCPs, that we refer to as rectangular PCPs, wherein proofs are thought of as square matrices, and the random coins used by the verifier can be partitioned into two disjoint sets, one determining the row of each…

A \emph{temporal graph} is, informally speaking, a graph that changes with time. When time is discrete and only the relationships between the participating entities may change and not the entities themselves, a temporal graph may be viewed…

In the digital world, signals are discrete and finite. The Fourier representation of discrete and finite signals is FT convolution of the finite sampling function and the continuous signal. Conventionally, finite sampling is treated as a…

Lower bounds on fluctuations of thermodynamic currents depend on the nature of time: discrete or continuous. To understand the physical reason, we compare current fluctuations in discrete-time Markov chains and continuous-time master…

Under very general conditions the hitting time of a set by a stochastic process is a stopping time. We give a new simple proof of this fact. The section theorems for optional and predictable sets are easy corollaries of the proof.

In a recent Phys. Rev. E Rapid Communication, the authors, Silvestrov and Beenakker, introduce a way to lengthen the Ehrenfest time, $\tau$, for fully chaotic systems. We disagree with several statements made in their paper, and address the…

In this paper, we propose several "measurements" of the "non-stopping timeness" of ends g of previsible sets, such that g avoids stopping times, in an ambiant filtration. We then study several explicit examples, involving last passage times…

Time-parallel algorithms, such as Parareal, are well-understood for linear problems, but their convergence analysis for nonlinear, chaotic systems remains limited. This paper introduces a new theoretical framework for analysing…

Sampled semantics of timed automata is a finite approximation of their dense time behavior. While the former is closer to the actual software or hardware systems with a fixed granularity of time, the abstract character of the latter makes…

We apply superstatistical techniques to an experimental time series of measured transient current through a thin Aluminium-PMMA-Aluminium film. We show that in good approximation the current can be approximated by local Gaussian processes…