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In this paper a new dissimilarity measure to identify groups of assets dynamics is proposed. The underlying generating process is assumed to be a diffusion process solution of stochastic differential equations and observed at discrete time.…

统计金融 · 定量金融 2008-12-02 Alessandro De Gregorio , Stefano Maria Iacus

We prove that for certain actions of a discrete countable residually finite amenable group acting on a compact metric space with specification property, periodic measures are dense in the set of invariant measures.

动力系统 · 数学 2015-10-20 Xiankun Ren

Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…

机器学习 · 计算机科学 2023-12-18 Eddie Seabrook , Laurenz Wiskott

We investigate the statistical properties of a piecewise smooth dynamical system by studying directly the action of the transfer operator on appropriate spaces of distributions. We accomplish such a program in the case of two-dimensional…

动力系统 · 数学 2007-06-13 Mark F. Demers , Carlangelo Liverani

Parametrized topological complexity is a homotopy invariant that represents the degree of instability of motion planning problem that involves external constraints. We consider the parametrized topological complexity in the case of…

代数拓扑 · 数学 2024-06-26 Yuki Minowa

We study a compactification of the space of invariant probability measures for a transitive countable Markov shift. We prove that it is affine homeomorphic to the Poulsen simplex. Furthermore, we establish that, depending on a combinatorial…

动力系统 · 数学 2025-03-14 Godofredo Iommi , Anibal Velozo

Characterization and analysis of spin-orbit coupled (SOC) states, as a measurement problem, play a vital role in research on the modern optics and photonics based on structured light. Here, we demonstrate determination of photonic SOC…

The Delaunay metrics form a family of conformally flat, constant fractional Q-curvature metrics on a twice-punctured sphere. They are all (after a M\"obius transformation) rotationally symmetric and periodic, and admit several elegant…

We compare the predictions of two different statistical mechanics approaches, corresponding to different physical measurements, proposed to describe binary granular mixtures subjected to some external driving (continuous shaking or tap…

统计力学 · 物理学 2009-11-10 Marco Tarzia , Annalisa Fierro , Mario Nicodemi , Antonio Coniglio

We propose the entropy of random Markov trajectories originating and terminating at a state as a measure of the stability of a state of a Markov process. These entropies can be computed in terms of the entropy rates and stationary…

动力系统 · 数学 2020-02-11 Marc Harper , Dashiell Fryer

It is generally believed that dispersive polarimetric detection of collective angular momentum in large atomic spin systems gives rise to: squeezing in the measured observable, anti-squeezing in a conjugate observable, and collective spin…

量子物理 · 物理学 2009-10-21 Ben Q. Baragiola , Bradley A. Chase , JM Geremia

We prove the existence of common fixed points for commuting homeomorphisms of the plane R^2 or the sphere S^2, which preserve a probability measure. For example: some commuting C^1-diffeomorphisms of S^2, which are sufficiently close to the…

动力系统 · 数学 2011-07-06 Francois Beguin , Saponga Firmo , Patrice Le Calvez , Tomasz Miernowski

Discrete time random dynamical systems with countably many maps which admit countable Markov partitions on complete metric spaces such that the resulting Markov systems are uniform continuous and contractive are considered. A notion of a…

概率论 · 数学 2015-06-16 Ivan Werner

In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…

概率论 · 数学 2022-03-17 Balint Fárkas , Martin Friesen , Barbara Rüdiger , Dennis Schroers

Multivariate data sources with components of different information value seem to appear frequently in practice. Models in which the components change their homogeneity at different times are of significant importance. The fact whether any…

最优化与控制 · 数学 2020-11-04 Krzysztof Szajowski

We develop Markov categories as a framework for synthetic probability and statistics, following work of Golubtsov as well as Cho and Jacobs. This means that we treat the following concepts in purely abstract categorical terms: conditioning…

统计理论 · 数学 2020-06-02 Tobias Fritz

Matching theoretical predictions to experimental data remains a central challenge in hadron spectroscopy. In particular, the identification of new hadronic states is difficult, as exotic signals near threshold can arise from a variety of…

高能物理 - 唯象学 · 物理学 2026-03-26 Felix Frohnert , Denny Lane B. Sombillo , Evert van Nieuwenburg , Patrick Emonts

The spinor representation is developed and used to investigate minimal surfaces in ${\bfR}^3$ with embedded planar ends. The moduli spaces of planar-ended minimal spheres and real projective planes are determined, and new families of…

dg-ga · 数学 2008-02-03 Rob Kusner , Nick Schmitt

We consider orthogonally invariant probability measures on $\mathrm{GL}_n(\mathbb{R})$ and compare the mean of the logs of the moduli of eigenvalues of the matrices to the Lyapunov exponents of random matrix products independently drawn…

动力系统 · 数学 2022-08-23 Diego Armentano , Gautam Chinta , Siddhartha Sahi , Michael Shub

We revisit the classification of polarization observables of the cosmic microwave background. There exists a unified approach to the $3 \times 3$ density matrix by which intensity, linear and circular polarization are treated on an equal…

天体物理学 · 物理学 2007-05-23 John P. Ralston , Pankaj Jain
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