相关论文: Piecewise Constant Martingales and Lazy Clocks

Here I describe a view of the evolution of cellular automata that allows to operate on larger structures. Instead of calculating the next state of all cells in one step, the method here developed uses a time slice that can proceed at…

We propose a two-dimensional time-reversal invariant system of essentially non-interacting electrons on a square lattice that exhibits configurations with fractional charges e/2. These are vortex-like topological defects in the dimerization…

The aim of this paper is to present the application of an approach to study contraction theory recently developed for piecewise smooth and switched systems. The approach that can be used to analyze incremental stability properties of…

This paper introduces a discrete-time fractional Poisson process defined as a renewal process, where the waiting times follow a discrete Mittag-Leffler distribution. We investigate its fundamental properties by explicitly deriving the…

Our main result is the martingale representations for Markov additive processes where the modulator is a Levy process. These processes have three parts: the modulator, the jumps of the ordinate triggered by the modulator, and the…

We consider learning a causal ordering of variables in a linear non-Gaussian acyclic model called LiNGAM. Several existing methods have been shown to consistently estimate a causal ordering assuming that all the model assumptions are…

Control synthesis from temporal logic specifications has gained popularity in recent years. In this paper, we use a model predictive approach to control discrete time linear systems with additive bounded disturbances subject to constraints…

We present a data-driven framework for strategy synthesis for partially-known switched stochastic systems. The properties of the system are specified using linear temporal logic (LTL) over finite traces (LTLf), which is as expressive as LTL…

We discuss a systematic way in which a relational dynamics can be established relative to periodic clocks both in the classical and quantum theories, emphasising the parallels between them. We show that: (1) classical and quantum relational…

In this paper we show that standard implementations of fluctuating Lattice Boltzmann methods do not obey Galilean invariance at a fundamental level. In trying to remedy this we are led to a novel kind of multi-relaxation time lattice…

We consider the problem of finding a real valued martingale fitting specified marginal distributions. For this to be possible, the marginals must be increasing in the convex order and have constant mean. We show that, under the extra…

The roundoff errors in computer simulations of continuous dynamical systems, caused by finiteness of machine arithmetic, can lead to qualitative discrepancies between phase portraits of the resulting spatially discretized systems and the…

Monte Carlo (MC) simulations of transport in random porous networks indicate that for high variances of the log-normal permeability distribution, the transport of a passive tracer is non-Fickian. Here we model this non-Fickian dispersion in…

Studying sample path behaviour of stochastic fields/processes is a classical research topic in probability theory and related areas such as fractal geometry. To this end, many methods have been developed since a long time in Gaussian…

The global weak martingale solution is built through a four-level approximation scheme to stochastic compressible active liquid crystal system driven by multiplicative noise in a smooth bounded domain in $\mathbb{R}^{3}$ with large initial…

In applied time-to-event analysis, a flexible parametric approach is to model the hazard rate as a piecewise constant function of time. However, the change points and values of the piecewise constant hazard are usually unknown and need to…

A predicate linear temporal logic LTL_{\lambda,=} without quantifiers but with predicate abstraction mechanism and equality is considered. The models of LTL_{\lambda,=} can be naturally seen as the systems of pebbles (flexible constants)…

In this article, we develop a semigroup-theoretic framework for the analytic characterisation of martingales with path-dependent terminal conditions. Our main result establishes that a measurable adapted process of the form \[ V(t) -…

We establish weak well-posedness for critical symmetric stable driven SDEs in R d with additive noise Z, d $\ge$ 1. Namely, we study the case where the stable index of the driving process Z is $\alpha$ = 1 which exactly corresponds to the…

We analyze the collective behavior of a lattice model of pulse-coupled oscillators. By studying the intrinsic dynamics of each member of the population and their mutual interactions we observe the emergence of either spatio-temporal…