相关论文: Building a Stationary Stochastic Process From a Fi…

Let $X$ be a compact complex surface. Consider a finitely supported probability measure $\mu$ on $\text{Aut}(X)$ such that $\Gamma_{\mu} = \langle \text{Supp}(\mu)\rangle<\text{Aut}(X)$ is non-elementary. We do not assume that…

Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…

Let \Lambda be a finite subset of Z^d. We study the following sandpile model on \Lambda. The height at any given vertex x of \Lambda is a positive real number, and additions are uniformly distributed on some interval [a,b], which is a…

In this paper, we construct an infinite stationary Diffusion Limited Aggregation (SDLA) on the upper half planar lattice, growing from an infinite line, with local growth rate proportional to the stationary harmonic measure. We prove that…

We observe a length-$n$ sample generated by an unknown,stationary ergodic Markov process (\emph{model}) over a finite alphabet $\mathcal{A}$. Given any string $\bf{w}$ of symbols from $\mathcal{A}$ we want estimates of the conditional…

It is shown by constructing Rohlins canonical measures that for a strictly stationary, d-dimensional vector-valued process X there exists another strictly stationary d-dimensional process U with uniform one-dimensional marginals and with…

Let $\{X_n\}$ be a stationary and ergodic time series taking values from a finite or countably infinite set ${\cal X}$. Assume that the distribution of the process is otherwise unknown. We propose a sequence of stopping times $\lambda_n$…

We consider random perturbations of a topologically transitive local diffeomorphism of a Riemannian manifold. We show that if an absolutely continuous ergodic stationary measures is expanding (all Lyapunov exponents positive), then there is…

We investigate the following questions: Given a measure $\mu_\Lambda$ on configurations on a subset $\Lambda$ of a lattice $\mathbb{L}$, where a configuration is an element of $\Omega^\Lambda$ for some fixed set $\Omega$, does there exist a…

Let $[\mathcal{P}]$ be the points of a Poisson process on $\mathbb{R}^d$ and $F$ a probability distribution with support on the non-negative integers. Models are formulated for generating translation invariant random graphs with vertex set…

We show that Zhang's sandpile model (N,[a,b]) on N sites and with uniform additions on [a,b] has a unique stationary measure for all 0 <= a < b <= 1. This generalizes earlier results where this was shown in some special cases. We define the…

We study the stationary measures for variants of the Porous Medium Model in dimension 1. These are exclusion processes that belong to the class of kinetically constrained models, in which an exchange can occur between $x$ and $x+1$ only if…

In this manuscript, we consider a finite multivariate nonparametric mixture model where the dependence between the marginal densities is modeled using the copula device. Pseudo EM stochastic algorithms were recently proposed to estimate all…

We study a stable partial matching $\tau$ of the (possibly randomized) $d$-dimensional lattice with a stationary determinantal point process $\Psi$ on $\mathbb{R}^d$ with intensity $\alpha>1$. For instance, $\Psi$ might be a Poisson…

In a previous article, given a finite-dimensional real vector space $V$ and a probability measure $\mu$ on $\operatorname{PGL}(V)$ with finite first moment, we gave a description of all $\mu$-stationary probability measures on the…

We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…

For a given pair of positive integers $d$ and $N$ with $N \geq 2$, for strictly stationary random fields that are indexed by the $d$-dimensional integer lattice and satisfy $N$-tuplewise independence, the dependence coefficients associated…

We study the Abelian sandpile model on Z^d. In dimensions at least 3 we prove existence of the infinite volume addition operator, almost surely with respect to the infinite volume limit mu of the uniform measures on recurrent…

Monotonic surfaces spanning finite regions of $Z^d$ arise in many contexts, including DNA-based self-assembly, card-shuffling and lozenge tilings. One method that has been used to uniformly generate these surfaces is a Markov chain that…

This paper introduces stationary and multi-self-similar random fields which account for stochastic volatility and have type G marginal law. The stationary random fields are constructed using volatility modulated mixed moving average fields…