Slides

We shall consider both cases of periodic (section 1) and open boundary conditions (section 2): using the transfer matrix formalism, we define discrete time stochastic processes,

In Section 1.2 we give the main results for random walks in random sceneries, while Section 1.3 contains the results for sums of stationary sequences with long range dependence, and

This paper proposes a framework dedicated to the construction of what we call time elastic inner products allowing one to embed sets of non-uniformly sampled multivariate time series

In this paper, we gave sufficient conditions on input and sampling time which allow to construct an exponential observer for continuous-discrete time state affine systems up to

In order to reduce the number of these sampling instants, a dynamic scheduling algo- rithm optimizes, over a given sampling horizon, a sam- pling sequence depending on the system

We construct a path distribution representing the kinetic part of the Feynman path integral at discrete times similar to that defined by Thomas [1], but on a Hilbert space of

We also show how the results can be applied to perform stability analysis of the discrete-time systems obtained by means of the implicit and explicit Euler discretization

Another kind of double convolution system, with a setting quite similar to the setting presented here, has been developed in [4], and rely on Hida’s theory of the white noise space