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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...
Uniform moment bounds of multi-dimensional functions of discrete-time stochastic processes
stochastic stability Markov chains uniform moment bounds invariant distributions stochastic control
2011/9/20
Abstract: We establish conditions for uniform $r$-th moment bound of certain $\R^d$-valued functions of a discrete-time stochastic process taking values in a general metric space. The conditions inclu...
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.