相关论文: Stationary processes whose filtrations are standar…

Methods for the reduction of the complexity of computational problems are presented, as well as their connections to renormalization, scaling, and irreversible statistical mechanics. Several statistically stationary cases are analyzed; for…

Model checking is the process of deciding whether a system satisfies a given specification. Often, when the setting comprises multiple processes, the specifications are over sets of input and output signals that correspond to individual…

We compare the rate of convergence to the time average of a function over an integrable Hamiltonian flow with the one obtained by a stochastic perturbation of the same flow. Precisely, we provide detailed estimates in different Fourier…

Filter convergence of vector lattice-valued measures is considered, in order to deduce theorems of convergence for their decompositions. First the $\sigma$-additive case is studied, without particular assumptions on the filter; later the…

This paper deals with the comparison of several stationary processes with unequal sample sizes. We provide a detailed theoretical framework on the testing problem for equality of spectral densities in the bivariate case, after which the…

The aim of this paper is to give a simpler, more usable sufficient condition to the regularity of generic weakly stationary time series. Also, this condition is used to show how regular processes satisfying these sufficient conditions can…

We offer an umbrella type result which extends weak convergence of the classical empirical process on the line to that of more general processes indexed by functions of bounded variation. This extension is not contingent on the type of…

The stability of stationary solutions of first-order systems of PDE's are considered. They may include some singular geometric terms, leading to discontinuous flux and non-conservative products. Based on several examples in Fluid Mechanics,…

We investigate a stationary process's crypticity---a measure of the difference between its hidden state information and its observed information---using the causal states of computational mechanics. Here, we motivate crypticity and cryptic…

We develop classification results for max--stable processes, based on their spectral representations. The structure of max--linear isometries and minimal spectral representations play important roles. We propose a general classification…

In these proceedings, we first summarize some general properties of phase transitions in the presence of quenched disorder, with emphasis on the following points: the need to distinguish typical and averaged correlations, the possible…

For a given ergodic measure preserving transformation T of a standard measure space each finite labelled partition defines an ergodic stationary process. There is a complete metric on the space of partitions which is separable. Various…

In this paper, we develop the mathematical framework for filtering problems arising from biophysical applications where data is collected from confocal laser scanning microscopy recordings of the space-time evolution of intracellular wave…

The zero range process is of particular importance as a generic model for domain wall dynamics of one-dimensional systems far from equilibrium. We study this process in one dimension with rates which induce an effective attraction between…

Process tomography, the experimental characterization of physical processes, is a central task in science and engineering. Here we investigate the axiomatic requirements that guarantee the in-principle feasibility of process tomography in…

In this paper, a class of piecewise deterministic Markov processes with underlying fast dynamic is studied. Using a "penalty method" , an averaging result is obtained when the underlying dynamic is infinitely accelerated. The features of…

There has been significant progress recently in our understanding of the stationary measures of the exclusion process on $Z$. The corresponding situation in higher dimensions remains largely a mystery. In this paper we give necessary and…

In this paper, we propose a new comparison tool for spatial homogeneity of point processes, based on the joint examination of void probabilities and factorial moment measures. We prove that determinantal and permanental processes, as well…

We use Stein's method to provide non asymptotic $L^1$ bounds to the normal for functionals of associated point processes. As for supporting tools, we use the connection between association and $\alpha$-mixing properties that was recently…

Combinatorial Levy processes evolve on general state spaces of countable combinatorial structures. In this setting, the usual Levy process properties of stationary, independent increments are defined in an unconventional way in terms of the…