Results 81 to 90 of about 24,077 (241)
Ergodic properties of continuous-time random walks: finite-size effects and ensemble dependences
, 2013 The effects of spatial confinements and smooth cutoffs of the waiting time distribution in continuous-time random walks (CTRWs) are studied analytically.
Akimoto, Takuma, Miyaguchi, Tomoshige
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Average Behaviour in Discrete-Time Imprecise Markov Chains: A Study of\n Weak Ergodicity [PDF]
, 2021 Natan T’Joens, Jasper De Bock
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A Note on Local Polynomial Regression for Time Series in Banach Spaces
Journal of Time Series Analysis, EarlyView.ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley +1 more source
Outage-based ergodic link adaptation for fading channels with delayed CSIT
, 2012 Link adaptation in which the transmission data rate is dynamically adjusted according to channel variation is often used to deal with time-varying nature of wireless channel.
Bae, Jung Hyun +2 more
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Methodology and Computing in Applied ProbabilityAbstractIn the present we provide the definition of the new concept of the General Non-Homogeneous Markov System (G-NHMS) and establish the expected population structure of a NHMS in the various states. These results will be the basis to build on the new concepts and the basic theorems of what follows.We then establish the set of all possible expected ...
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Weak Chaos, Infinite Ergodic Theory, and Anomalous Dynamics [PDF]
, 2013 This book chapter introduces to the concept of weak chaos, aspects of its ergodic theory description, and properties of the anomalous dynamics associated with it. In the first half of the chapter we study simple one-dimensional deterministic maps, in the second half basic stochastic models and eventually an experiment.
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Weak KAM Theory topics in the stationary ergodic setting [PDF]
Calculus of Variations and Partial Differential Equations, 2011 We perform a qualitative analysis of the critical equation associated with a stationary ergodic Hamiltonian through a stochastic version of the metric method, where the notion of closed random stationary set, issued from stochastic geometry, plays a major role.
DAVINI, ANDREA, SICONOLFI, Antonio
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Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models
Journal of Time Series Analysis, EarlyView.ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley +1 more source
Analytical Solution of the Off-Equilibrium Dynamics of a Long Range Spin-Glass Model
, 1993 We study the non-equilibrium relaxation of the spherical spin-glass model with p-spin interactions in the $N \rightarrow \infty$ limit. We analytically solve the asymptotics of the magnetization and the correlation and response functions for long but ...
A. Crisanti +13 more
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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