相关论文: Completely regular multivariate stationary process…

Studying sample path behaviour of stochastic fields/processes is a classical research topic in probability theory and related areas such as fractal geometry. To this end, many methods have been developed since a long time in Gaussian…

The aim of this paper it to establish sufficient conditions for consistency of moving block bootstrap for non-stationary time series with periodic and almost periodic structure. The parameter of the study is the mean value of the…

The continuity of Gaussian processes is extensively studied topic and it culminates in the Talagrand's notion of majorizing measures that gives complicated necessary and sufficient conditions. In this note we study the H\"older continuity…

Conditioning stable L\'evy processes on zero probability events recently became a tractable subject since several explicit formulas emerged from a deep analysis using the Lamperti transformations for self-similar Markov processes. In this…

We apply tools from real algebraic geometry to the problem of multistationarity of chemical reaction networks. A particular focus is on the case of reaction networks whose steady states admit a monomial parametrization. For such systems we…

We propose a natural generalization of bipartite Werner and isotropic states to multipartite systems consisting of an arbitrary even number of d-dimensional subsystems (qudits). These generalized states are invariant under the action of…

We establish partial regularity for vector-valued solutions to parabolic systems where the coefficients are possibly discontinuous with respect to (x,t). More precisely, we assume a VMO-condition with respect to the (x,t) and continuity…

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…

This paper constructs a solvability theory for a system of stochastic partial differential equations. On account of the Kolmogorov continuity theorem, solutions are looked for in certain H\"older-type classes in which a random field is…

We consider a stochastic delay differential equation driven by a Holder continuous process and a Wiener process. Under fairly general assumptions on its coefficients, we prove that this equation is uniquely solvable. We also give sufficient…

In this paper, we establish three criteria for the asymptotic behavior of Markov-Feller semigroups. First, we present a criterion for convergence in total variation to a unique invariant measure, requiring only $TV$-eventual continuity of…

We obtain the existence, uniqueness and regularity results for solutions to kinetic Fokker-Planck equations with bounded measurable coefficients in the presence of boundary conditions, including the inflow, diffuse reflection and specular…

Stability of spatially inhomogeneous solutions to the Vlasov equation is investigated for the Hamiltonian mean-field model to provide the spectral stability criterion and the formal stability criterion in the form of necessary and…

The author establishes a new mathematical expression for the Frequency Polygon. He uses it to prove the strong uniform consistency of the Frequency Polygon marginal density estimator for non-anticipative stationary stochastic processes…

We consider the homogeneous stochastic differential equation with unknown parameter to be estimated. We prove that the standard maximum likelihood estimate is strongly consistent under very mild conditions. There are also established the…

We study homogenization problem for the stationary Maxwell system. It is supposed that the magnetic permeability and the dielectric permittivity locally close to fast-oscillating (with respect to some small parameter) periodic functions…

Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $V\subseteq H \subseteq V^*$: \begin{align*} \left\{ \begin{aligned} dX(t) & = A(t,X(t))dt + B(t,X(t))dW(t), \quad t\in…

This article presents a homogeneity test for testing the equality of several high-dimensional covariance matrices for stationary processes with ignoring the assumption of normality. We give the asymptotic distribution of the proposed test.…

Stationary stochastic processes with independent increments, of which the Poisson process is a prominent example, are widely used to describe real world events. With the basic assumption that a counting process is stationary and has…

Smooth transition autoregressive models are widely used to capture nonlinearities in univariate and multivariate time series. Existence of stationary solution is typically assumed, implicitly or explicitly. In this paper we describe…