Results 51 to 60 of about 41,266 (173)
Mean sensitive, mean equicontinuous and almost periodic functions for dynamical systems
, 2019 We show that an $R^d$-topological dynamical system equipped with an invariant ergodic measure has discrete spectrum if and only it is $\mu$-mean equicontinuous (proven for $Z^d$ before).
García-Ramos, Felipe, Marcus, Brian
core +1 more source
Markov Determinantal Point Process for Dynamic Random Sets
Journal of Time Series Analysis, EarlyView.ABSTRACT The Law of Determinantal Point Process (LDPP) is a flexible parametric family of distributions over random sets defined on a finite state space, or equivalently over multivariate binary variables. The aim of this paper is to introduce Markov processes of random sets within the LDPP framework. We show that, when the pairwise distribution of two
Christian Gouriéroux, Yang Lu
wiley +1 more source
Robust CDF‐Filtering of a Location Parameter
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania +2 more
wiley +1 more source
Strict weak mixing of some C*-dynamical systems based on free shifts
, 2006 We define a stronger property than unique ergodicity with respect to the fixed-point subalgebra previously investigated by Abadie and Dykema. Such a property is denoted as F-strict weak mixing (F stands for the Markov projection onto the fixed-point ...
Abadie +18 more
core +2 more sources
Testing Distributional Granger Causality With Entropic Optimal Transport
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley +1 more source
Tackling nonlinear price impact with linear strategies
Mathematical Finance, Volume 35, Issue 2, Page 422-440, April 2025.Abstract Empirical studies in various contexts find that the price impact of large trades approximately follows a power law with exponent between 0.4 and 0.7. Yet, tractable formulas for the portfolios that trade off predictive trading signals, risk, and trading costs in an optimal manner are only available for quadratic costs corresponding to linear ...
Xavier Brokmann +3 more
wiley +1 more source
Hilbert problems for the geosciences in the 21st century [PDF]
Nonlinear Processes in Geophysics, 2001 The scientific problems posed by the Earth's fluid envelope, and its atmosphere, oceans, and the land surface that interacts with them are central to major socio-economic and political concerns as we move into the 21st century.
M. Ghil
doaj
JAWRA Journal of the American Water Resources Association, Volume 62, Issue 2, April 2026.ABSTRACT Previous studies of teleconnection (TC) impacts on Terrestrial Water Storage Anomalies (TWSA) rarely focus on Vietnam or on the nonstationary nature of TC–TWSA relationships. This study addresses these gaps by examining both stationary and nonstationary TC influences on TWSA using correlation analysis (Pearson and cross‐spectral methods) and ...
Hoa Thi Pham +2 more
wiley +1 more source
IEEE AccessThis paper addresses the problem of designing nonlinear discrete-time dynamical systems for prospective use in low-complexity random signal generators.
Andre Martin McDonald +2 more
doaj +1 more source
Hausdorff dimension of double‐base expansions and binary shifts with a hole
Bulletin of the London Mathematical Society, Volume 58, Issue 4, April 2026.Abstract For two real bases q0,q1>1$q_0, q_1 > 1$, a binary sequence i1i2⋯∈{0,1}∞$i_1 i_2 \cdots \in \lbrace 0,1\rbrace ^\infty$ is the (q0,q1)$(q_0,q_1)$‐expansion of the number πq0,q1(i1i2⋯)=∑k=1∞ikqi1⋯qik.$$\begin{equation*} \pi _{q_0,q_1}(i_1 i_2 \cdots) = \sum _{k=1}^\infty \frac{i_k}{q_{i_1} \cdots q_{i_k}}.
Jian Lu, Wolfgang Steiner, Yuru Zou
wiley +1 more source