Results 11 to 20 of about 6,699 (113)
SUBGEOMETRIC ERGODICITY AND beta-MIXING [PDF]
, 2021 It is well known that stationary geometrically ergodic Markov chains are beta-mixing (absolutely regular) with geometrically decaying mixing coefficients.
Meitz, Mika, Saikkonen, Pentti
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Ergodicity and mixing bounds for the Fisher-Snedecor diffusion [PDF]
, 2013 We consider the Fisher-Snedecor diffusion; that is, the Kolmogorov-Pearson diffusion with the Fisher-Snedecor invariant distribution. In the nonstationary setting, we give explicit quantitative rates for the convergence rate of respective finite ...
Kulik, A. M., Leonenko, N. N.
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Recent advances in open billiards with some open problems [PDF]
, 2010 Much recent interest has focused on "open" dynamical systems, in which a classical map or flow is considered only until the trajectory reaches a "hole", at which the dynamics is no longer considered.
Dettmann, Carl P.
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Correlation decay and large deviations for mixed systems
, 2016 We consider low--dimensional dynamical systems with a mixed phase space and discuss the typical appearance of slow, polynomial decay of correlations: in particular we emphasize how this mixing rate is related to large deviations properties.Comment: 6 ...
Artuso, Roberto +2 more
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Chaos and Elliptical Galaxies [PDF]
, 1995 Recent results on chaos in triaxial galaxy models are reviewed. Central mass concentrations like those observed in early-type galaxies -- either stellar cusps, or massive black holes -- render most of the box orbits in a triaxial potential stochastic ...
CFF Karney +24 more
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Ensemble Kalman filter in latent space using a variational autoencoder pair
Quarterly Journal of the Royal Meteorological Society, EarlyView.The use of the ensemble Kalman filter (EnKF) in strongly nonlinear or constrained atmospheric, oceanographic, or sea‐ice models can be challenging. Applying the EnKF in the latent space of a variational autoencoder (VAE) ensures that the ensemble members satisfy the balances and constraints present in the model.
Ivo Pasmans +4 more
wiley +1 more source
The flow of two falling balls mixes rapidly [PDF]
, 2015 In this paper we study the system of two falling balls in continuous time. We modell the system by a suspension flow over a two dimensional, hyperbolic base map.
Bálint, Péter, Varga, András Némedy
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British Journal of Mathematical and Statistical Psychology, EarlyView.Abstract Generalizability theory (G‐theory) defines a statistical framework for assessing measurement reliability by decomposing observed variance into meaningful components attributable to persons, facets, and error. Classic G‐theory assumes homoscedastic residual variances across measurement conditions, an assumption that is often violated in ...
Philippe Rast, Peter E. Clayson
wiley +1 more source
Conditional ergodicity in infinite dimension
, 2014 The goal of this paper is to develop a general method to establish conditional ergodicity of infinite-dimensional Markov chains. Given a Markov chain in a product space, we aim to understand the ergodic properties of its conditional distributions given ...
Tong, Xin Thomson, van Handel, Ramon
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A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, EarlyView.Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source