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We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…

统计理论 · 数学 2025-04-08 Jana Gauss , Thomas Nagler

We consider abstract evolution equations with on-off time delay feedback. Without the time delay term, the model is described by an exponentially stable semigroup. We show that, under appropriate conditions involving the delay term, the…

偏微分方程分析 · 数学 2017-02-12 Cristina Pignotti

We study the boundedness and convergence to equilibrium of weak solutions to reaction-diffusion systems with nonlinear diffusion. The nonlinear diffusion is of porous medium type and the nonlinear reaction terms are assumed to grow…

偏微分方程分析 · 数学 2017-11-09 Klemens Fellner , Evangelos Latos , Bao Quoc Tang

Scaling limits are analyzed for stochastic continuous opinion dynamics systems, also known as gossip models. In such models, agents update their vector-valued opinion to a convex combination (possibly agent- and opinion-dependent) of their…

概率论 · 数学 2011-09-23 Giacomo Como , Fabio Fagnani

We establish the asymptotic expansion in $\beta$ matrix models with a confining, off-critical potential, in the regime where the support of the equilibrium measure is a union of segments. We first address the case where the filling…

数学物理 · 物理学 2024-07-19 Gaëtan Borot , Alice Guionnet

We consider the herding to non-herding transition caused by idiosyncratic choices or imperfect imitation in the context of the Kirman Model for financial markets, or equivalently the Noisy Voter Model for opinion formation. In these…

物理与社会 · 物理学 2019-09-19 Oriol Artime , Adrián Carro , Antonio F. Peralta , José J. Ramasco , Maxi San Miguel , Raúl Toral

An important issue in survival analysis is the investigation and the modeling of hazard rates. Within a Bayesian nonparametric framework, a natural and popular approach is to model hazard rates as kernel mixtures with respect to a…

统计理论 · 数学 2009-08-14 Pierpaolo De Blasi , Giovanni Peccati , Igor Prünster

We consider a reaction-diffusion system including discontinuous hysteretic relay operators in reaction terms. This system is motivated by an epigenetic model that describes the evolution of a population of organisms which can switch their…

偏微分方程分析 · 数学 2015-08-12 Pavel Gurevich , Dmitrii Rachinskii

The filtering distribution is a time-evolving probability distribution on the state of a dynamical system, given noisy observations. We study the large-time asymptotics of this probability distribution for discrete-time, randomly…

动力系统 · 数学 2014-11-25 D. Sanz-Alonso , A. M. Stuart

A local culture denotes a commonly shared behaviour within a cluster of firms. Similar to social norms or conventions, it is an emergent feature resulting from the firms' interaction in an economic network. To model these dynamics, we…

物理与社会 · 物理学 2009-04-07 Patrick Groeber , Frank Schweitzer , Kerstin Press

When fitting a particular Economic model on a sample of data, the model may turn out to be heavily misspecified for some observations. This can happen because of unmodelled idiosyncratic events, such as an abrupt but short-lived change in…

计量经济学 · 经济学 2023-12-12 Jean-Jacques Forneron

We analyze a reaction-diffusion system describing the growth of microbial species in a model of flocculation type that arises in biology. Existence of global classical positive solutions is proved under general growth assumptions, with…

偏微分方程分析 · 数学 2023-01-19 Jeffrey Morgan , Samia Zermani

Autonomous sustained oscillations are ubiquitous in living and nonliving systems. As open systems, far from thermodynamic equilibrium, they defy entropic laws which mandate convergence to stationarity. We present structural conditions on…

动力系统 · 数学 2020-01-07 Bernold Fiedler

We consider open multi-agent systems, which are systems subject to frequent arrivals and departures of agents while the studied process takes place. We study the behavior of all-to-all pairwise gossip interactions in such open systems.…

多智能体系统 · 计算机科学 2022-03-17 Charles Monnoyer de Galland , Samuel Martin , Julien M. Hendrickx

Infinite-dimensional linear systems with unbounded input and output operators are considered. For the purpose of finite-dimensional observer-based state feedback, an observer approximation scheme will be developed which can be directly…

最优化与控制 · 数学 2022-11-28 Marcus Riesmeier , Frank Woittennek

Recently, an evolutionary game dynamics model taking into account the environmental feedback has been proposed to describe the co-evolution of strategic actions of a population of individuals and the state of the surrounding environment;…

系统与控制 · 电气工程与系统科学 2022-05-24 Lulu Gong , Weijia Yao , Jian Gao , Ming Cao

This paper considers the tail asymptotics for a cumulative process $\{B(t); t \ge 0\}$ sampled at a heavy-tailed random time $T$. The main contribution of this paper is to establish several sufficient conditions for the asymptotic equality…

概率论 · 数学 2013-12-30 Hiroyuki Masuyama

In this article, we derive the joint asymptotic distribution of empirical best linear unbiased predictors (EBLUPs) for individual and cell-level random effects in a crossed mixed effect model. Under mild conditions (which include moment…

统计方法学 · 统计学 2025-02-10 Ziyang Lyu , S. A. Sisson , A. H. Welsh

In this paper, we analyze the asymptotic performance of multiple antenna channels where the transmitter has either perfect or finite bit channel state information. Using the diversity-multiplexing tradeoff to characterize the system…

信息论 · 计算机科学 2007-07-13 Ahmad Khoshnevis , Ashutosh Sabharwal

Certain frustrated systems, including spin ice and dimer models, exhibit a Coulomb phase at low temperatures, with power-law correlations and fractionalized monopole excitations. Transitions out of this phase, at which the effective gauge…

统计力学 · 物理学 2012-08-09 Stephen Powell
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