相关论文: A note on Sarnak processes
M\"obius transformations of the extended complex plane are at the crossroads of many interesting topics, e.g., they form a group under composition, are the simplest form of rational function, and are a path to Lie theory. Quaternionic…
We study the persistence probability of a centered stationary Gaussian process on $\mathbb{Z}$ or $\mathbb{R}$, that is, its probability to remain positive for a long time. We describe the delicate interplay between this probability and the…
A thermodynamic formulation of jammed matter is reviewed. Experiments and simulations of compressed emulsions and granular materials are then used to provide a foundation for the thermodynamics.
We discuss the notion of the orbifold transform, and illustrate it on simple examples. The basic properties of the transform are presented, including transitivity and the exponential formula for symmetric products. The connection with the…
We prove several results concerning classifications, based on successive observations $(X_1,..., X_n)$ of an unknown stationary and ergodic process, for membership in a given class of processes, such as the class of all finite order Markov…
When submitted to gentle mechanical taps a granular packing slowly compacts until it reaches a stationary state that depends on the tap characteristics. The properties of such stationary states are experimentally investigated. The influence…
This paper presents two novel regularization methods motivated in part by the geometric significance of biorthogonal bases in signal processing applications. These methods, in particular, draw upon the structural relevance of orthogonality…
Given an orthogonal polynomial sequence on the real line, another sequence of polynomials can be found by composing these polynomials with a general M\"obius transformation. In this work, we study the properties of such M\"obius-transformed…
We use M\"obius inversion and the Bernoulli polynomials to prove inequalities between the logarithmic summatory function of the M\"obius function and weighted averages of its ordinary summatory function.
The so-called "supOU" processes, namely the superpositions of Ornstein-Uhlenbeck type processes are stationary processes for which one can specify separately the marginal distribution and the dependence structure. They can have finite or…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
We present Veech's proof of Sarnak's theorem on the M\"{o}bius flow which say that there is a unique admissible measure on the M\"{o}bius flow. As a consequence, we obtain that Sarnak's conjecture is equivalent to Chowla conjecture with the…
A slice regular analogue of the Malmquist-Takenaka system is investigated. It is proved that they form a complete orthonormal system in the quaternionic Hardy spaces of the unit ball. The properties of associated projection operator are…
This note is devotes to some remarks regarding the use of variational methods, of minimax type, to establish continuity type results
We obtain that Sarnak's M\"{o}bius Disjointness Conjecture holds for product flows between affine linear flows on compact abelian groups of zero topological entropy and a class of rigid dynamical systems. To prove this, we show an estimate…
We review the theory of martingales as applied to stochastic thermodynamics and stochastic processes in physics more generally.
In this paper we aim to generalize results obtained in the framework of fractional calculus by the way of reformulating them in terms of operator theory. In its own turn, the achieved generalization allows us to spread the obtained…
Conditions for the existence of strictly stationary multivariate GARCH processes in the so-called BEKK parametrisation, which is the most general form of multivariate GARCH processes typically used in applications, and for their geometric…
We generalize a previous result concerning free martingale polynomials for the stationary free Jacobi process of parameters $\lambda \in ]0.1], \theta = 1/2$. Hopelessly, apart from the case $\lambda = 1$, the polynomials we derive are no…
We study the problem of stationarity and ergodicity for autoregressive multinomial logistic time series models which possibly include a latent process and are defined by a GARCH-type recursive equation. We improve considerably upon the…