相关论文: Max-Semi-Selfdecomposable Laws and Related Process…
We consider stationary stochastic processes arising from dynamical systems by evaluating a given observable along the orbits of the system. We focus on the extremal behaviour of the process, which is related to the entrance in certain…
A joint conditional autoregressive expectile and Expected Shortfall framework is proposed. The framework is extended through incorporating a measurement equation which models the contemporaneous dependence between the realized measures and…
In this paper, we investigate in a unified way the structural properties of solutions to inverse problems. These solutions are regularized by the generic class of semi-norms defined as a decomposable norm composed with a linear operator,…
For a quasi-projective demi-normal pair (X, \Delta), we prove that there exists a semi-canonical modification and semi-terminal modification of (X, \Delta).
The extremal characteristics of random structures, including trees, graphs, and networks, are discussed. A statistical physics approach is employed in which extremal properties are obtained through suitably defined rate equations. A variety…
In this note we correct an omission in our paper (Satheesh and Sandhya, 2005) in defining semi-selfdecomposable laws and also show with examples that the marginal distributions of a stationary AR(1) process need not even be infinitely…
We study linear inhomogeneous kinetic equations with an external confining potential and a collision operator admitting several local conservation laws (local density, momentum and energy). We classify all special macroscopic modes…
We show that the semiclassical approach to chaotic quantum transport in the presence of time-reversal symmetry can be described by a matrix model, i.e. a matrix integral whose perturbative expansion satisfies the semiclassical diagrammatic…
Recently the regular conditional distributions of max-infinitely divisible processes were derived by \citet{Dombry2011} and although these conditional distributions have complicated closed forms, \citet{Dombry2011b} introduce an algorithm…
Using the method of equivariant moving frames, we present a procedure for constructing symmetry-preserving finite element methods for second-order ordinary differential equations. Using the method of lines, we then indicate how our…
We define strongly continuous max-additive and max-plus linear operator semigroups and study their main properties. We present some important examples of such semigroups coming from non-linear evolution equations.
A simple model of the new notion of "Markov up" processes is proposed; its positive recurrence and ergodic properties are shown under the appropriate conditions.
Conditional Equi-concentration of Types on I-projections is presented. It provides an extension of Conditional Weak Law of Large Numbers to the case of several I-projections. Also a multiple I-projections extension of Gibbs Conditioning…
This paper reviews recent advances in Bayesian nonparametric techniques for constructing and performing inference in infinite hidden Markov models. We focus on variants of Bayesian nonparametric hidden Markov models that enhance a…
In this paper we introduce the notion of m-irreducibility that extends the standard concept of irreducibility of a numerical semigroup when the multiplicity is fixed. We analyze the structure of the set of m-irreducible numerical…
We investigate invertible matrices over finite additively idempotent semirings. The main result provides a criterion for the invertibility of such matrices. We also give a construction of the inverse matrix and a formula for the number of…
A new method of deriving comparative statics information using generalized compensated derivatives is presented which yields constraint-free semidefiniteness results for any differentiable, constrained optimization problem. More generally,…
We study non-stationary stochastic processes arising from sequential dynamical systems built on maps with a neutral fixed points and prove the existence of Extreme Value Laws for such processes. We use an approach developed in \cite{FFV16},…
We discuss matching control laws for underactuated systems. We previously showed that this class of matching control laws is completely charactarized by a linear system of first order partial differential equations for one set of variables…
We consider the construction of semi-implicit linear multistep methods which can be applied to time dependent PDEs where the separation of scales in additive form, typically used in implicit-explicit (IMEX) methods, is not possible. As…