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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Ergodicity of non-stationary stochastic processes
非平稳 随机过程 遍历性
2023/4/13
I will discuss the ergodicity of two kinds of non-stationary processes: random periodic processes and random quasi-periodic processes. I will describe periodic measures, quasi-periodic measures and th...
The Seminar on Stochastic Processes 2018 (SSP2018), will be held from May 9 through May 12, 2018 at Brown University, Providence, Rhode Island. From May 9 - 11 the meeting will take place at the Inst...
A Lamperti type representation of Continuous-State Branching Processes with Immigration
Levy processes Continuous branching processes with immigration time-change
2011/1/20
Guided by the relationship between the breadth- rst walk of a rooted tree and its sequence of generation sizes, we extend the Lamperti representation of continuous-state branching processes to allow i...
Some aspects of the $m$-adic analysis and its applications to $m$-adic stochastic processes
$m$-adic analysis applications to $m$-adic stochastic processes
2011/1/18
In this paper we consider a generalization of analysis on p-adic numbers field to the m case of m-adic numbers ring. The basic statements, theorems and formulas of p-adic analysis can be used for the ...
Self-Similarity and Lamperti Convergence for Families of Stochastic Processes
fractional Hougaard motion Hougaard L´ evy process Lamperti Lamperti
2010/11/26
We define a new type of self-similarity for one-parameter families of stochastic processes,
which applies to a number of important families of processes that are not self-similar in the
conventional...
Left-Inverses of Fractional Laplacian and Sparse Stochastic Processes
Left-Inverses of Fractional Laplacian Sparse Stochastic Processes
2010/12/6
The fractional Laplacian (−△)/2 commutes with the primary coordination transformations in the Euclidean space Rd: dilation, translation and rotation.
Constructions of Coupling Processes for Lévy Processes
Coupling Lévy process subordinate Brownian motion Bernstein func-tion
2010/12/14
We construct optimal Markov couplings of Lévy processes, whose Lévy (jump) measure has an absolutely continuous component. The construction is based on properties of subordinate Brownian motions and t...
This paper is motivated by relations between association and in-dependence of random variables. It is well-known that for real ran-dom variables independence implies association in the sense of Esary,...