相关论文: A structure theorem for stochastic processes index…
We prove several reflection theorems on $D$-spaces, which are Hausdorff topological spaces $X$ in which for every open neighbourhood assignment $U$ there is a closed discrete subspace $D$ such that \[ \bigcup\{U(x): x\in D\}=X. \] The…
To each discrete product system E of finite-dimensional Hilbert spaces we associate a C*-algebra O_E. When E is the n-dimensional product system over N, O_E is the Cuntz algebra O_n, and the irrational rotation algebras appear as O_E for…
High dimensional random dynamical systems are ubiquitous, including -- but not limited to -- cyber-physical systems, daily return on different stocks of S&P 1500 and velocity profile of interacting particle systems around McKeanVlasov…
Structure-forming systems are ubiquitous in nature, ranging from atoms building molecules to self-assembly of colloidal amphibolic particles. The understanding of the underlying thermodynamics of such systems remains an important problem.…
We study the persistence in a class of continuous stochastic processes that are stationary only under integer shifts of time. We show that under certain conditions, the persistence of such a continuous process reduces to the persistence of…
In this manuscript, we analytically and numerically study statistical properties of an heteroskedastic process based on the celebrated ARCH generator of random variables whose variance is defined by a memory of $q_{m}$-exponencial, form…
In this paper we show that the existence of a primarily discrete space-time may be a fruitful assumption from which we may develop a new approach of statistical thermodynamics in pre-relativistic conditions. The discreetness of space-time…
One of the most well known random fractals is the so-called Fractal percolation set. This is defined as follows: we divide the unique cube in $\mathbb{R}^d$ into $M^d$ congruent sub-cubes. For each of these cubes a certain retention…
Recent work in dynamical systems theory has shown that many properties that are associated with irreversible processes in fluids can be understood in terms of the dynamical properties of reversible, Hamiltonian systems. That is,…
The universal dynamic uncertainty, discovered in Parts I and II of this series of papers for the case of Hamiltonian quantum systems, is further specified to reveal the hierarchical structure of levels of dynamically redundant…
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.
The definition of a quantum system requires a Hilbert space, a way to define the dynamics, and an algebra of observables. The structure of the observable algebra is related to a tensor product decomposition of the Hilbert space and…
Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical…
The community structure of complex networks reveals both their organization and hidden relationships among their constituents. Most community detection methods currently available are not deterministic, and their results typically depend on…
We develop theory and applications of forward characteristic processes in discrete time following a seminal paper of Jan Kallsen and Paul Kr\"uhner. Particular emphasis is placed on the dynamics of volatility surfaces which can be easily…
While statistical learning methods have proved powerful tools for predictive modeling, the black-box nature of the models they produce can severely limit their interpretability and the ability to conduct formal inference. However, the…
Driven suspensions, where energy is input at a particle scale, are a framework for understanding general principles of out-of-equilibrium organization. A large number of simple interacting units can give rise to non-trivial structure and…
Recent research has provided a wealth of evidence highlighting the pivotal role of high-order interdependencies in supporting the information-processing capabilities of distributed complex systems. These findings may suggest that high-order…
Consider $D$ random systems that are modeled by independent $N\times N$ complex Hermitian Wigner matrices. Suppose they are lying on a circle and the neighboring systems interact with each other through a deterministic matrix $A$. We prove…
Well-structured systems, aka WSTSs, are computational models where the set of possible configurations is equipped with a well-quasi-ordering which is compatible with the transition relation between configurations. This structure supports…