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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
2023/4/7
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...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：SOME PROPERTIES OF STATIONARY CONTINUOUS STATE BRANCHING PROCESSES
稳态 连续状态 分支过程 性质
2023/3/22
We consider the genealogical tree of a stationary continuous state branching process with immigration. For a sub-critical stable branching mechanism, we consider the genealogical tree of the extant po...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：A Sparse Expansion of (Deep) Gaussian Processes
深层 高斯过程 稀疏展开
2023/3/9
Conventional inferential methods for (deep) Gaussian Processes models can suffer from high computational complexity as they require large-scale operations with kernel matrices for training and inferen...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Multitype branching processes in random environments
随机环境 多类型 分支进程
2023/3/8
We consider a branching process with a random environment, in which the reproduction law of generation $n$ depends on the random environment at time n, unlike a constant distribution assumed in the cl...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Functional-Input Gaussian Processes
泛函 输入 高斯过程
2022/12/26
Surrogate modeling based on Gaussian processes (GPs) has received increasing attention in the analysis of complex problems in science and engineering. Despite extensive studies on GP modeling, the dev...
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 Strong Law of Large Numbers for Super-stable Processes
Super-stable process Super-Brownian motion Strong law of large Preprint submitted to Annals of Probability
2016/1/25
A Strong Law of Large Numbers for Super-stable Processes.
Law of large numbers for branching symmetric Hunt processes with measure-valued branching rates
Law of large numbers branching Hunt processes spine approach h-transform spectral gap
2016/1/20
We establish weak and strong law of large numbers for a class of branching symmetric Hunt processes with the branching rate being a smooth measure with respect to the underlying Hunt process, and the ...
HIDDEN MARKOV PROCESSES IN THE CONTEXT OF SYMBOLIC DYNAMICS
HIDDEN MARKOV PROCESSES SYMBOLIC DYNAMICS
2015/9/29
In an effort to aid communication among different fields and perhaps facilitate progress on problems common toall of them, this article discusses hidden Markov processes from several viewpoints, espec...
LIMIT THEOREMS FOR LOCALLY PERTURBED PLANAR LORENTZ PROCESSES
LOCALLY PERTURBED PLANAR PROCESSES
2015/9/29
Modify the scatterer conguration of a planar, nitehorizon Lorentz process in a bounded domain. Sinai asked in
1981 whether for the diffusively scaled variant of the modied
process convergence to Bro...
Averaging principle for quasi-linear parabolic PDE’s and related diffusion processes
Quasi linear disturbance two dimensional flow parabola and small parameter
2015/9/28
Quasi-linear perturbations of a two-dimensional flow with a first integral and the corresponding parabolic PDE’s with a small parameter at the second order derivatives are considered in th...
The cutoff phenomenon for ergodic Markov processes
Cutoff phenomenon ergodic Markov semigroups
2015/8/26
We consider the cutoff phenomenon in the context of families of ergodic Markov transition
functions. This includes classical examples such as families of ergodic finite Markov chains
and Brownian mo...
The L2-cutoff for reversible Markov processes
L2-cutoff Markov semigroups Normal operators
2015/8/26
We consider the problem of proving the existence of an L2-cutoff for families of ergodic Markov processes
started from given initial distributions and associated with reversible (more, generally, nor...
On large deviations in testing simple hypotheses for locally stationary Gaussian processes
Hypothesis testing Likelihood ratio Large deviations Locally stationary Gaussian processes Hoeffding bound Stein’s lemma Chernoff bound
2015/8/25
We derive a large deviation result for the log-likelihood ratio for testing simple hypotheses in locally stationary Gaussian processes. This result allows us to find explicitly the rates of exponentia...
On times to quasi-stationarity for birth and death processes
Probability the space independent index variable parameter the dirichlet conditions
2015/7/8
The purpose of this paper is to present a probabilistic proof of the well-known result stating that the time needed by a continuous-time finite birth and death process for going from the left en...