相关论文: Stationary random fields with linear regressions
This paper is the survey of some of our results related to $q$-deformations of the Fock spaces and related to $q$-convolutions for probability measures on the real line $\mathbb{R}$. The main idea is done by the combinatorics of moments of…
Hermite processes are self--similar processes with stationary increments which appear as limits of normalized sums of random variables with long range dependence. The Hermite process of order $1$ is fractional Brownian motion and the…
We develop a semi-parametric state-space model for time-series data with latent regime transitions. Classical Markov-switching models use fixed parametric transition functions, such as logistic or probit links, which restrict flexibility…
Motivated by the study of the time evolution of random dynamical systems arising in a vast variety of domains --- ranging from physics to ecology ---, we establish conditions for the occurrence of a non-trivial asymptotic behaviour for…
We investigate a family of permutation polynomials of finite fields of characteristic 2. Through a connection between permutation polynomials and quadratic forms, a general treatment is presented to characterize these permutation…
In this paper, we present a linear algebraic approach to the study of permutation polynomials that arise from linear maps over a finite field $\mathbb{F}_{q^2}$. We study a particular class of permutation polynomials over…
We explore two notions of stationary processes. The first is called a random-step Markov process in which the stationary process of states, $(X_i)_{i \in \mathbb{Z}}$ has a stationary coupling with an independent process on the positive…
A stationary random sequence admits under some assumptions a representation as the sum of two others: one of them is a martingale difference sequence, and another is a so-called coboundary. Such a representation can be used for proving some…
We study two families of QBD processes with linear rates: (A) the multiserver retrial queue and its easier relative; and (B) the multiserver M/M/infinity Markov modulated queue. The linear rates imply that the stationary probabilities…
We study a class of stationary Markov processes with marginal distributions identifiable by moments such that every conditional moment of degree say $m$ is a polynomial of degree at most $m\;\text{.}\;$ We show that then under some…
This paper presents a model of asymmetric bifurcating autoregressive process with random coefficients. We couple this model with a Galton Watson tree to take into account possibly missing observations. We propose least-squares estimators…
Markov chains for probability distributions related to matrix product states and 1D Hamiltonians are introduced. With appropriate 'inverse temperature' schedules, these chains can be combined into a random approximation scheme for ground…
We represent stationary descendant Gromov-Witten invariants of projective space, up to explicit combinatorial factors, by polynomials. One application gives the asymptotic behaviour of large degree behaviour of stationary descendant…
We introduce a two-dimensional, distribution-valued field which we call the quadratic field associated to the one-dimensional Ornstein-Uhlenbeck process. We show that the stationary quadratic fluctuations of the simple exclusion process,…
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…
We establish primitive recursive versions of some known facts about computable ordered fields of reals and computable reals, and then apply them to proving primitive recursiveness of some natural problems in linear algebra and analysis. In…
We exhibit a family of sequences of noncommutative variables, recursively defined using monic palindromic polynomials in $\mathbb Q[x]$, and show that each possesses the Laurent phenomenon. This generalizes a conjecture by Kontsevich.
For classical field theories with probabilistic initial conditions the classical field observables are an idealization. Their arbitrarily precise values poorly reflect the characteristic uncertainty in the presence of substantial…
We obtain smoothing estimates for certain nonlinear convolution operators on prime fields, leading to quantitative nonlinear Roth type theorems. Compared with the usual linear setting (i.e. arithmetic progressions), the nonlinear nature of…
We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…