相关论文: Building a Stationary Stochastic Process From a Fi…
We study the persistence in a class of continuous stochastic processes that are stationary only under integer shifts of time. We show that under certain conditions, the persistence of such a continuous process reduces to the persistence of…
We investigate the limiting behaviour of the path of random bridges treated as random sets in $\mathbb{R}^{d}$ with the Euclidean metric and the dimension $d$ increasing to infinity. The main result states that, in the square integrable…
In lattice QCD and other field theories with a mass gap, the field variables in distant regions of a physically large lattice are only weakly correlated. Accurate stochastic estimates of the expectation values of local observables may…
We introduce computational methods that allow for effective estimation of a flexible, parametric non-stationary spatial model when the field size is too large to compute the multivariate normal likelihood directly. In this method, the field…
Static vortices close together are studied for two different models in 2-dimen- sional Euclidean space. In a simple model for one complex field an expansion in the parameters describing the relative position of two vortices can be given in…
I study dynamic random utility with finite choice sets and exogenous total menu variation, which I refer to as stochastic utility (SU). First, I characterize SU when each choice set has three elements. Next, I prove several mathematical…
We address the following decision problem. Given a numeration system $U$ and a $U$-recognizable set $X\subseteq\mathbb{N}$, i.e. the set of its greedy $U$-representations is recognized by a finite automaton, decide whether or not $X$ is…
Every language recognized by a non-deterministic finite automaton can be recognized by a deterministic automaton, at the cost of a potential increase of the number of states, which in the worst case can go from $n$ states to $2^n$ states.…
We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate additive fractional Brownian motion with arbitrary Hurst parameter $H\in(0,1)$. A general framework is constructed to make precise the notions of…
In this paper we address the statistical problem of testing if a stationary process is Gaussian. The observation consists in a finite sample path of the process. Using a random projection technique introduced and studied in Cuesta-Albertos…
Following V. I. Arnold, we define the stochasticity parameter $S(U)$ of a subset $U$ of $\mathbb{Z}/M\mathbb{Z}$ to be the sum of squares of the consecutive distances between elements of $U$. In this paper we study the stochasticity…
We review the formulation of the stochastic Burgers equation as a martingale problem. One way of understanding the difficulty in making sense of the equation is to note that it is a stochastic PDE with distributional drift, so we first…
We consider two basic problems of algebraic topology, the extension problem and the computation of higher homotopy groups, from the point of view of computability and computational complexity. The extension problem is the following: Given…
A marked lattice is a $d$-dimensional Euclidean lattice, where each lattice point is assigned a mark via a given random field on ${\mathbb Z}^d$. We prove that, if the field is strongly mixing with a faster-than-logarithmic rate, then for…
We analyze certain stationary fields with linear regressions and quadratic conditional variances. This classic probabilistic problem leads somewhat unexpectedly to stationary Markov processes closely tied to non-commutative probability…
In this paper we address the decision problem for a fragment of set theory with restricted quantification which extends the language studied in [4] with pair related quantifiers and constructs, in view of possible applications in the field…
Motivated by applications to probability and mathematical finance, we consider a parabolic partial differential equation on a half-space whose coefficients are suitably Holder continuous and allowed to grow linearly in the spatial variable…
If $\mathcal{A}$ is a finite set (alphabet), the shift dynamical system consists of the space $\mathcal{A}^{\mathbb{N}}$ of sequences with entries in $\mathcal{A}$, along with the left shift operator $S$. Closed $S$-invariant subsets are…
We study the autocovariance functions of moving average random fields over the integer lattice $\mathbb{Z}^d$ from an algebraic perspective. These autocovariances are parametrized polynomially by the moving average coefficients, hence…
This paper is inspired by the problem of understanding in a mathematical sense the Liouville quantum gravity on surfaces. Here we show how to define a stationary random metric on self-similar spaces which are the limit of nice finite…