相关论文: Correlations of multiplicative functions along det…

We provide a framework for empirical process theory of locally stationary processes using the functional dependence measure. Our results extend known results for stationary Markov chains and mixing sequences by another common possibility to…

We know that the marginals in a multinomial distribution are binomial variates exhibiting a negative correlation. But we can construct two linear combinations of such marginals in such a way to obtain a positive correlation. We discuss the…

We deal here with the issue of determinism versus randomness in time series. One wishes to identify their relative importance in a given time series. To this end we extend i) the use of ordinal patterns-based probability distribution…

We consider an $n$-tuple of independent ergodic Markov processes, each of which converges (in the sense of separation distance) at an exponential rate, and obtain a necessary and sufficient condition for the $n$-tuple to exhibit a…

The extent of parallelization of a loop is largely determined by the dependences between its statements. While dependence free loops are fully parallelizable, those with loop carried dependences are not. Dependence distance is a measure of…

Exact results are derived relating quantities computable by the so-called damage spreading method and thermodynamic functions for the N-color Ashkin-Teller model. The results are valid for any ergodic dynamics. Since we restrict our…

Owing to their versatility, graph structures admit representations of intricate relationships between the separate entities comprising the data. We formalise the notion of connection between two vertex sets in terms of edge and vertex…

We test recent claims that causal (driver/response) relationships can be deduced from interdependencies between simultaneously measured time series. We apply two recently proposed interdependence measures which should give similar results…

We investigate interaction networks that we derive from multivariate time series with methods frequently employed in diverse scientific fields such as biology, quantitative finance, physics, earth and climate sciences, and the…

Much recent research in decision theoretic planning has adopted Markov decision processes (MDPs) as the model of choice, and has attempted to make their solution more tractable by exploiting problem structure. One particular algorithm,…

Empirical research in economics often examines the behavior of agents located in a geographic space. In such cases, statistical inference is complicated by the interdependence of economic outcomes across locations. A common approach to…

Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that…

We consider dynamics of scalar semilinear parabolic equations on bounded intervals with periodic boundary conditions, and on the entire real line, with a general nonlinearity $g(t,x,u,u_x)$ either not depending on $t$, or periodic in $t$.…

Determinantal point processes have arisen in diverse settings in recent years and have been investigated intensively. We study basic combinatorial and probabilistic aspects in the discrete case. Our main results concern relationships with…

In random cellular systems, both observation and maximum entropy inference give a specific form to the topological pair correlation: it is bi-affine in the cells number of edges with coefficients depending on the distance between the two…

Ordinal pattern dependence is a multivariate dependence measure based on the co-movement of two time series. In strong connection to ordinal time series analysis, the ordinal information is taken into account to derive robust results on the…

We study deviation of ergodic averages for dynamical systems given by self-similar tilings on the plane and in higher dimensions. The main object of our paper is a special family of finitely-additive measures for our systems. An asymptotic…

We present a simple randomized procedure for the prediction of a binary sequence. The algorithm uses ideas from recent developments of the theory of the prediction of individual sequences. We show that if the sequence is a realization of a…

We study small perturbations of diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of hypersurfaces. Each surface is assumed to be repelling for the unperturbed process, and the unperturbed motion on each of the…

Testing the independence between random vectors is a fundamental problem in statistics. Distance correlation, a recently popular dependence measure, is universally consistent for testing independence against all distributions with finite…