Results 41 to 50 of about 5,384,650 (236)
Journal of Forecasting, EarlyView.ABSTRACT This paper presents a method for forecasting limit order book durations using a self‐exciting flexible residual point process. High‐frequency events in modern exchanges exhibit heavy‐tailed interarrival times, posing a significant challenge for accurate prediction.
Kyungsub Lee
wiley +1 more source
Oscillating mushrooms : adiabatic theory for a non-ergodic system [PDF]
, 2014 Can elliptic islands contribute to sustained energy growth as parameters of a Hamiltonian system slowly vary with time? In this paper we show that a mushroom billiard with a periodically oscillating boundary accelerates the particle inside it ...
Turaev, D +5 more
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The Analysis and Deinterleaving of Periodic Point Processes
MathematicsThis paper addresses the problem of determining the underlying structure of a given point process. The point process data is a finite set of event times, given by a set of real numbers.
Stephen D. Casey
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Periodic Problems of Difference Equations and Ergodic Theory
Abstract and Applied Analysis, 2011 The necessary and sufficient conditions for solvability of the family of difference equations with periodic boundary condition were obtained using the notion of relative spectrum of linear bounded operator in the Banach space and the ergodic theorem.
B. A. Biletskyi +2 more
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The Annals of Probability, 1973 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +3 more sources
Scaling turbulence drives the general circulation
Quarterly Journal of the Royal Meteorological Society, EarlyView.The NOAA Gulfstream SP4, which deployed the GPS dropsondes over the NE Pacific Ocean as part of the Winter Storms Project during the January–March periods of 2004, 2005 and 2006. Abstract Statistical multifractal analysis of airborne and dropsonde observations is used to show that persistence of velocity after molecular collisions breaks the continuous
Adrian F. Tuck
wiley +1 more source
Analytic nonlinearizable uniquely ergodic diffeomorphisms on T-2
, 2003 In this paper we study the behavior of diffeomorphisms, contained in the closure (A) over bar (alpha) (in the inductive limit topology) of the set A(alpha) of real-analytic diffeomorphisms of the torus T-2, which are conjugated to the rotation R-alpha : (
Saprykina, Maria,
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Ergodic theory over F2〚T〛 [PDF]
, 2012 In cryptography and coding theory, it is important to study the pseudo-random sequences and the ergodic transformations. We already have the ergodic 1-Lipschitz theory over Z2 established by V. Anashin and others.
Lin, Dongdai +5 more
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Nilpotent Structures in Ergodic Theory
, 2018 International audienceNilsystems play a key role in the structure theory of measure preserving systems, arising as the natural objects that describe the behavior of multiple ergodic averages.
Host, Bernard, Kra, Bryna
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Category Theory for Autonomous and Networked Dynamical Systems
Entropy, 2019 In this discussion paper we argue that category theory may play a useful role in formulating, and perhaps proving, results in ergodic theory, topogical dynamics and open systems theory (control theory). As examples, we show how to characterize Kolmogorov&
Jean-Charles Delvenne
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