相关论文: Stationary processes whose filtrations are standar…

We consider an Asymmetric Exclusion Process evolving on parallel mutually interacting lanes with neighbouring nearest hoppings of hardcore particles. Number of particles on each lane is conserved. We find a choice of the hopping rates, for…

Particle suspensions, present in many natural and industrial settings, typically contain aggregates or other microstructures that can complicate macroscopic flow behaviors and damage processing equipment. Recent work found that applying…

For additive actuator and sensor faults, we propose a systematic method to design a state-space fault estimation filter directly from Markov parameters identified from fault-free data. We address this problem by parameterizing a…

It is shown that a well-known theory of random stationary processes contain contradictions. Integral representations of correlation functions and random stationary processes are investigated further. The new method of struggle with…

We consider continuous-state branching processes (CB processes) which become extinct almost surely. First, we tackle the problem of describing the stationary measures on $(0,+\infty)$ for such CB processes. We give a representation of the…

The process of dynamic state estimation (filtering) based on point process observations is in general intractable. Numerical sampling techniques are often practically useful, but lead to limited conceptual insight about optimal…

We establish conditions for an exponential rate of forgetting of the initial distribution of nonlinear filters in $V$-norm, path-wise along almost all observation sequences. In contrast to previous works, our results allow for unbounded…

We consider a new type of lookdown processes where spatial motion of each individual is influenced by an individual noise and a common noise, which could be regarded as an environment. Then a class of probability measure-valued processes on…

We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…

Point processes are stochastic models generating interacting points or events in time, space, etc. Among characteristics of these models, first-order intensity and conditional intensity functions are often considered. We focus on…

This paper deals with feature selection procedures for spatial point processes intensity estimation. We consider regularized versions of estimating equations based on Campbell theorem derived from two classical functions: Poisson likelihood…

We consider the problem of estimating unknown parameters in stochastic differential equations driven by colored noise, which we model as a sequence of Gaussian stationary processes with decreasing correlation time. We aim to infer…

We consider a dependent thinning of a regular point process with the aim of obtaining aggregation on the large scale and regularity on the small scale in the resulting target point process of retained points. Various parametric models for…

We consider consistent particle systems, which include independent random walkers, the symmetric exclusion and inclusion processes, as well as the dual of the KMP model. Consistent systems are such that the distribution obtained by first…

We consider regenerative processes with values in some Polish space. We define their \epsilon-big excursions as excursions e such that f(e)>\epsilon, where f is some given functional on the space of excursions which can be thought of as,…

For a stationary sequence that is regularly varying and associated we give conditions which guarantee that partial sums of this sequence, under normalization related to the exponent of regular variation, converge in distribution to a…

Comparison results for Markov processes w.r.t. function class induced (integral) stochastic orders have a long history. The most general results so far for this problem have been obtained based on the theory of evolution systems on Banach…

We obtain the exact large deviation functions of the density profile and of the current, in the non-equilibrium steady state of a one dimensional symmetric simple exclusion process coupled to boundary reservoirs with slow rates. Compared to…

Standardization, a common approach for controlling confounding in population-studies or data from disease registries, is defined to be a weighted average of stratum specific rates. Typically, discussions on the construction of a particular…

We introduce an statistical mechanical formalism for the study of discrete-time stochastic processes with which we prove: (i) General properties of extremal chains, including triviality on the tail $\sigma$-algebra, short-range…