Results 111 to 120 of about 5,443 (259)

Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic

Communications on Pure and Applied Mathematics, Volume 79, Issue 8, Page 1973-2102, August 2026.
ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
wiley   +1 more source

Martingales on von Neumann algebras

, 1971
We consider L1 bounded martingales on a von Neumann algebra with respect to a given ascending sequence of von Neumann subalgebras as functionals on the C∗-algebra which is the uniform closure of the union of those subalgebras.
Cuculescu, I.
core   +1 more source

Inference on the Attractor Space via Functional Approximation

Oxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 643-657, August 2026.
ABSTRACT This paper discusses semiparametric inference on hypotheses on the cointegration and the attractor spaces for I(1) linear processes with moderately large cross‐sectional dimension. The approach is based on sample canonical correlations and functional approximation of Brownian motions, and it can be applied both to the whole system and or to ...
Massimo Franchi, Paolo Paruolo
wiley   +1 more source

Confidence Intervals for Price Discovery

Oxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 742-764, August 2026.
ABSTRACT This paper discusses asymptotic and bootstrap confidence intervals for multivariate permanent‐transitory decompositions of cointegrated vector autoregressive I(1) systems, with a focus on price discovery. Alternative estimators of the permanent components are compared in terms of efficiency also under separable linear restrictions on the ...
Heino Bohn Nielsen, Paolo Paruolo, Anders Rahbek   +2 more
wiley   +1 more source

ON THE GENERALIZATION OF N-PLE MARKOV PROCESSES [PDF]

Journal of Sciences, Islamic Republic of Iran, 1996
The notion of N-ple Markov process is defined in a quite general framework and it is shown that N-ple Markov processes-arel inear combinationso f some ...
doaj  

Methods and conversations in (post)modern thermodynamics

SciPost Physics Lecture Notes
Lecture notes after the doctoral school (Post)Modern Thermodynamics held at the University of Luxembourg, December 2022, 5-7, covering and advancing continuous-time Markov chains, network theory, stochastic thermodynamics, large deviations, deterministic
Francesco Avanzini, Massimo Bilancioni, Vasco Cavina, Sara Dal Cengio, Massimiliano Esposito, Gianmaria Falasco, Danilo Forastiere, Nahuel Freitas, Alberto Garilli, Pedro E. Harunari, Vivien Lecomte, Alexandre Lazarescu, Shesha G. Marehalli Srinivas, Charles Moslonka, Izaak Neri, Emanuele Penocchio, William D. Piñeros, Matteo Polettini, Adarsh Raghu, Paul Raux, Ken Sekimoto, Ariane Soret
doaj   +1 more source

Least Trimmed Squares: Cointegration and Outliers

Oxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 690-711, August 2026.
ABSTRACT When applying the cointegrated autoregressive distributed lag model it is common to include indicator variables for outliers. This is often done in a somewhat ad hoc way. Least Trimmed Squares estimation provides a more systematic approach. This estimator is robust to a large number of outliers of many types.
Vanessa Berenguer‐Rico, Bent Nielsen
wiley   +1 more source

Martingales, Detrending Data, and the Efficient Market Hypothesis

We discuss martingales, detrending data, and the efficient market hypothesis for stochastic processes x(t) with arbitrary diffusion coefficients D(x,t).
Gunaratne, Gemunu H., McCauley, Joseph L., Bassler, Kevin E.   +2 more
core   +1 more source

Single jump processes and strict local martingales

, 2016
Many results in stochastic analysis and mathematical finance involve local martingales. However, specific examples of strict local martingales are rare and analytically often rather unhandy.
Herdegen, Martin, Herrmann, Sebastian
core   +1 more source

Fasys: Visible-Light-Based Communication and Positioning Services towards Smart Cities. [PDF]

Sensors (Basel), 2023
Yu B, Liu X, Guo L, Wei X, Song S.
europepmc   +1 more source