相关论文: Completely regular multivariate stationary process…
A multivariate, stationary time series is said to be jointly regularly varying if all its finite-dimensional distributions are multivariate regularly varying. This property is shown to be equivalent to weak convergence of the conditional…
We consider the piecewise-deterministic Markov process obtained by randomly switching between the flows generated by a finite set of smooth vector fields on a compact set. We obtain H\"ormander-type conditions on the vector fields…
We study the persistence probability of a centered stationary Gaussian process on $\mathbb{Z}$ or $\mathbb{R}$, that is, its probability to remain positive for a long time. We describe the delicate interplay between this probability and the…
We discuss conditions under which expectation values computed from a complex Langevin process $Z$ will converge to integral averages over a given complex valued weight function. The difficulties in proving a general result are pointed out.…
We find conditions for stationary measures of random dynamical systems on surfaces having dissipative diffeomorphisms to be absolutely continuous. These conditions involve a uniformly expanding on average property in the future (UEF) and…
In this paper we present the necessary and sufficient conditions of separability for multipartite pure states. These conditions are very simple, and they don't require Schmidt decomposition or tracing out operations. We also give a…
We study convergence in variation of probability solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary solutions. We obtain sufficient conditions for the exponential convergence of solutions to the stationary solution in…
We consider the spatially homogeneous Boltzmann equation for (true) hard and moderately soft potentials. We study the pathwise properties of the stochastic process $(V_t)_{t\geq 0}$, which describes the time evolution of the velocity of a…
We prove the almost sure invariance principle for stationary R^d--valued processes (with dimension-independent very precise error terms), solely under a strong assumption on the characteristic functions of these processes. This assumption…
We provide a sufficient condition for the continuity of real valued permanental processes. When applied to the subclass of permanental processes which consists of squares of Gaussian processes, we obtain the sufficient condition for…
In the first part of the note we prove that a sufficient condition (due to Simons) for the convexity of the closure of the domain/range of a monotone operator is also necessary when the operator has bounded domain and is maximal. Simons'…
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…
It was recently proved that any strictly stationary stochastic process can be viewed as an autoregressive process of order one with coloured noise. Furthermore, it was proved that, using this characterisation, one can define closed form…
The linear fractional stable motion generalizes two prominent classes of stochastic processes, namely stable L\'evy processes, and fractional Brownian motion. For this reason it may be regarded as a basic building block for continuous time…
We consider Lipschitz and H\"{o}lder continuous random dynamical systems defined by a distribution with a finite logarithmic moment. We prove that under suitable non-degeneracy conditions every stationary measure must be $\log$-H\"{o}lder…
We establish necessary and sufficient conditions for the existence of factorizable steady states of the Generalized Zero Range Process. This process allows transitions from a site $i$ to a site $i+q$ involving multiple particles with rates…
This paper is about the existence and regularity of the transition probability matrix of a nonhomogeneous continuous-time Markov process with a countable state space. A standard approach to prove the existence of such a transition matrix is…
In this paper we provide a sufficient condition for a Furstenberg measure generated by a finitely supported measure to be absolutely continuous. Using this, we give a very broad class of examples of absolutely continuous Furstenberg…
We consider smooth random dynamical systems defined by a distribution with a finite moment of the norm of the differential, and prove that under suitable non-degeneracy conditions any stationary measure must be H\"older continuous. The…
Multivariate $\operatorname {COGARCH}(1,1)$ processes are introduced as a continuous-time models for multidimensional heteroskedastic observations. Our model is driven by a single multivariate L\'{e}vy process and the latent time-varying…