相关论文: Stationary random fields with linear regressions
It has been well known for some time that for strictly stationary Markov chains that are ``reversible'', that special symmetry provides special extra features in the mathematical theory. This paper here is primarily a purely expository…
This paper considers the asymptotic behaviour of volumes of excursion sets of subordinated Gaussian random fields with (possibly) infinite variance. Actually, we consider integral functionals of such fields and obtain their limiting…
We show that representations of the Thompson group $F$ in the automorphisms of a noncommutative probability space yield a large class of bilateral stationary noncommutative Markov processes. As a partial converse, bilateral stationary…
We use techniques from finite free probability to analyze matrix processes related to eigenvalues, singular values, and generalized singular values of random matrices. The models we use are quite basic and the analysis consists entirely of…
We consider a general honest homogeneous continuous-time Markov process with restarts. The process is forced to restart from a given distribution at time moments generated by an independent Poisson process. The motivation to study such…
Discrete Markov random fields form a natural class of models to represent images and spatial data sets. The use of such models is, however, hampered by a computationally intractable normalising constant. This makes parameter estimation and…
A form of stochastic perturbation theory is described, where the representative stochastic fields are generated instantaneously rather than through a Markov process. The correctness of the procedure is established to all orders of the…
Introducing constant background fields into the noncommutative gauge theory, we first obtain a Hermitian fermion Lagrangian which involves a Lorentz violation term, then we generalize it to a new deformed canonical noncommutation relations…
The invertable map of spin state density operator onto quasiprobability distribution of three continuous variables is constructed. The connection with two-mode electromagnetic field oscillators is discussed. The inversion formula for…
We study how quantum field theory models are modified under the reparametrizations of the space-time coordinates and some simultaneous transformations of the field function. The transformations that turn the action of the massive field in…
We construct bosonic and fermionic locally covariant quantum field theories on curved backgrounds for large classes of fields. We investigate the quantum field and n-point functions induced by suitable states.
We consider Markov processes of cubic stochastic (in a fixed sense) matrices which are also called quadratic stochastic process (QSPs). A QSP is a particular case of a continuous-time dynamical system whose states are stochastic cubic…
The linearized field equations for causal fermion systems in Minkowski space are analyzed systematically using methods of functional analysis and Fourier analysis. Taking into account a direction-dependent local phase freedom, we find a…
We study a time-non-homogeneous Markov process which arose from free probability, and which also appeared in the study of stochastic processes with linear regressions and quadratic conditional variances. Our main result is the explicit…
It is shown that the combinatorics of commutation relations is well suited for analyzing the convergence rate of certain Markov chains. Examples studied include random walk on irreducible representations, a local random walk on partitions…
We consider expected performances based on max-stable random fields and we are interested in their derivatives with respect to the spatial dependence parameters of those fields. Max-stable fields, such as the Brown--Resnick and Smith…
The article contains an overview over locally stationary processes. At the beginning time varying autoregressive processes are discussed in detail - both as as a deep example and an important class of locally stationary processes. In the…
The paper deals with a new class of random walks strictly connected with the Pareto distribution. We consider stochastic processes in the sense of generalized convolution or weak generalized convolution following the idea given in [1]. The…
We study general properties for the family of stochastic processes with polynomial regression property, that is that every conditional moment of the process is a polynomial. It turns out that then there exists a family of polynomial…
For a class of stationary Markov-dependent sequences $(A_n,B_n)\in\mathbb{R}^2,$ we consider the random linear recursion $S_n=A_n+B_nS_{n-1},$ $n\in\mathbb{Z},$ and show that the distribution tail of its stationary solution has a power law…