Articles with "limiting distribution" as a keyword



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A Perron–Frobenius Type of Theorem for Quantum Operations

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Published in 2017 at "Journal of Statistical Physics"

DOI: 10.1007/s10955-017-1862-3

Abstract: We define a special class of quantum operations we call Markovian and show that it has the same spectral properties as a corresponding Markov chain. We then consider a convex combination of a quantum operation… read more here.

Keywords: quantum; partially decoherent; quantum operations; theorem ... See more keywords
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Existence of limiting distribution for affine processes

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Published in 2020 at "Journal of Mathematical Analysis and Applications"

DOI: 10.1016/j.jmaa.2020.123912

Abstract: In this paper, sufficient conditions are given for the existence of limiting distribution of a conservative affine process on the canonical state space $\mathbb{R}_{\geqslant0}^{m}\times\mathbb{R}^{n}$, where $m,\thinspace n\in\mathbb{Z}_{\geqslant0}$ with $m+n>0$. Our main theorem extends and unifies… read more here.

Keywords: existence limiting; affine; mathbb geqslant0; limiting distribution ... See more keywords
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Mildly Explosive Autoregression with Strong Mixing Errors

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Published in 2022 at "Entropy"

DOI: 10.3390/e24121730

Abstract: In this paper, we consider the mildly explosive autoregression yt=ρnyt−1+ut, 1≤t≤n, where ρn=1+c/nν, c>0, ν∈(0,1), and u1,…,un are arithmetically α-mixing errors. Under some weak conditions, such as Eu1=0, E|u1|4+δ0 and mixing coefficients α(n)=O(n−(2+8/δ)), the Cauchy… read more here.

Keywords: explosive autoregression; mixing errors; mildly explosive; limiting distribution ... See more keywords