相关论文: On the ergodicity of a three-factor CIR model
The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…
In this paper we obtain two criteria of stable ergodicity outside the partially hyperbolic scenario. In both criteria, we use a weak form of hyperbolicity called chain-hyperbolicity. It is obtained one criterion for diffeomorphisms with…
We study a variety of Wasserstein distributionally robust optimization (WDRO) problems where the distributions in the ambiguity set are chosen by constraining their Wasserstein discrepancies to the empirical distribution. Using the notion…
In this work, which is the first of a series to prepare a cosmological parameter analysis with third-order cosmic shear statistics, we model both the shear three-point correlation functions $\Gamma^{(i)}$ and the third-order aperture…
Distributionally robust control (DRC) aims to effectively manage distributional ambiguity in stochastic systems. While most existing works address inaccurate distributional information in fully observable settings, we consider a partially…
We study the Gauged Thirring Model (also known as Kondo Model) in thermodynamic equilibrium using the Matsubara-Fradkin-Nakanishi formalism. In this formulation, both the temperature and the chemical potential are kept to be nonvanishing.…
We introduce an statistical mechanical formalism for the study of discrete-time stochastic processes with which we prove: (i) General properties of extremal chains, including triviality on the tail $\sigma$-algebra, short-range…
In this work clustering schemes for uncertain and structured data are considered relying on the notion of Wasserstein barycenters, accompanied by appropriate clustering indices based on the intrinsic geometry of the Wasserstein space where…
It is of great current interest to establish toy models of ergodicity breaking transitions in quantum many-body systems. Here we study a model that is expected to exhibit an ergodic to nonergodic transition in the thermodynamic limit upon…
We show that the prediction of mode-coupling theory for a model of a network-forming strong glass-former correctly describes the wave-vector dependence of the Debye-Waller factor. To obtain a good description it is important to take into…
In this study, the reliability of identified risk factors associated with osteoporosis is investigated using a new clustering-based method on electronic medical records. This study proposes utilizing a new CLustering Iterations Framework…
In this work, we study ergodicity of continuous time Markov processes on state space $\mathbb{R}_{\geq 0} := [0,\infty)$ obtained as unique strong solutions to stochastic equations with jumps. Our first main result establishes exponential…
The generalized method of characteristics is used to obtain rank-2 solutions of the classical equations of hydrodynamics in (3+1) dimensions describing the motion of a fluid medium in the presence of gravitational and Coriolis forces. We…
For a class of partially observed diffusions, conditions are given for the map from the initial condition of the signal to filtering distribution to be contractive with respect to Wasserstein distances, with rate which does not necessarily…
A new phenomenological model of turbulent fluctuations is constructed by considering the Lagrangian dynamics of 4 points (the tetrad). The closure of the equations of motion is achieved by postulating an anisotropic, i.e. tetrad shape…
Based on the theory of M-matrix and Perron-Frobenius theorem, we provide some criteria to justify the convergence of the regime-switching diffusion processes in Wasserstein distances. The cost function we used to define the Wasserstein…
We develop a new method for bounding the relative entropy of a random vector in terms of its Stein factors. Our approach is based on a novel representation for the score function of smoothly perturbed random variables, as well as on the de…
The purpose of this paper is to examine the Lagrangian stochastic modeling of the fluid velocity seen by inertial particles in a nonhomogeneous turbulent flow. A new Langevin-type model, compatible with the transport equation of the drift…
Many scientific systems, such as cellular populations or economic cohorts, are naturally described by probability distributions that evolve over time. Predicting how such a system would have evolved under different forces or initial…
We derive a linearly causal and stable third-order relativistic fluid-dynamical theory from the Boltzmann equation using the method of moments. For this purpose, we demonstrate that such theory must include novel degrees of freedom,…