相关论文: Bryc's random fields: the existence and distributi…
We perform a qualitative analysis of the critical equation associated with a stationary ergodic Hamiltonian through a stochastic version of the metric method, where the notion of closed random stationary set, issued from stochastic…
We present analytical expressions for the time-dependent and stationary probability distributions corresponding to a stochastically perturbed one-dimensional flow with critical points, in two physically relevant situations: delayed…
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…
The Ising model in the presence of a random field is investigated within the mean field approximation based on Landau expansion. The random field is drawn from the trimodal probability distribution $P(h_{i})=p \delta(h_{i}-h_{0}) + q \delta…
We introduce a generic class of dynamic nonlinear heterogeneous parameter models that incorporate individual and time fixed effects in both the intercept and slope. These models are subject to the incidental parameter problem, in that the…
Since the times of Holtsmark (1911), statistics of fields in random environments have been widely studied, for example in astrophysics, active matter, and line-shape broadening. The power-law decay of the two-body interaction, of the form…
One of the most widely used properties of the multivariate Gaussian distribution, besides its tail behavior, is the fact that conditional means are linear and that conditional variances are constant. We here show that this property is also…
We investigate the periodic and stationary solutions of distribution-dependent stochastic differential equations. While generally, the semigroups associated with the equations are nonlinear, we show that the methods of weak convergence and…
We propose a novel approach to parameter estimation for simulator-based statistical models with intractable likelihood. Our proposed method involves recursive application of kernel ABC and kernel herding to the same observed data. We…
We study existence of random elements with partially specified distributions. The technique relies on the existence of a positive extension for linear functionals accompanied by additional conditions that ensure the regularity of the…
Max-stable random fields play a central role in modeling extreme value phenomena. We obtain an explicit formula for the conditional probability in general max-linear models, which include a large class of max-stable random fields. As a…
Gibbs-type random probability measures and the exchangeable random partitions they induce represent the subject of a rich and active literature. They provide a probabilistic framework for a wide range of theoretical and applied problems…
Gibbs-type random probability measures and the exchangeable random partitions they induce represent an important framework both from a theoretical and applied point of view. In the present paper, motivated by species sampling problems, we…
We prove a martingale-coboundary representation for random fields with a completely commuting filtration. For random variables in L2 we present a necessary and sufficient condition which is a generalization of Heyde's condition for one…
In this paper, we establish a local limit theorem for linear fields of random variables constructed from independent and identically distributed innovations each with finite second moment. When the coefficients are absolutely summable we do…
We establish an invariance principle for a general class of stationary random fields indexed by $\mathbb Z^d$, under Hannan's condition generalized to $\mathbb Z^d$. To do so we first establish a uniform integrability result for stationary…
We prove identifiability of parameters for a broad class of random graph mixture models. These models are characterized by a partition of the set of graph nodes into latent (unobservable) groups. The connectivities between nodes are…
In this article we characterise discrete time stationary fields by difference equations involving stationary increment fields and self-similar fields. This gives connections between stationary fields, stationary increment fields and,…
We study the stationary reflected Brownian motion in a non-convex wedge, which, compared to its convex analogue model, has been much rarely analyzed in the probabilistic literature. We prove that its stationary distribution can be found by…
The existence theory for solutions of the linearized field equations for causal variational principles is developed. We begin by studying the Cauchy problem locally in lens-shaped regions, defined as subsets of space-time which admit…