We provide a framework for empirical process theory of locally stationary processes using the functional dependence measure. Our results extend known Markov chains and mixing sequences by another common possibility to measure allow additional time dependence. main result is central limit theorem processes. Moreover, maximal inequalities expectations sums are developed. show applicability our in...

This paper o ers a way to construct a locally optimal stationary approximation for a nonstationary Gaussian process. In cases where this construction leads to a unique stationary approximation we call it a stationary tangent. This is the case with Gaussian processes governed by smooth n-dimensional correlations. We associate these correlations with equivalence classes of curves in R. These are ...

This paper proposes a new approach to measure dependences in multivariate financial data. Data in finance and insurance often cover a long time period. Therefore, the economic factors may induce some changes inside the dependence structure. Recently, two methods using copulas have been proposed to analyze such changes. The first approach investigates changes inside copula’s parameters. The seco...

[1] A high-resolution stratigraphic image of a flume-generated deposit was scaled up to sedimentary basin dimensions where a natural log hydraulic conductivity (ln(K)) was assigned to each pixel on the basis of gray scale and conductivity end-members. The synthetic ln(K) map has mean, variance, and frequency distributions that are comparable to a natural alluvial fan deposit. A geostatistical a...

Fairly allocating distributed computing resources among workflow executions is critical to multi-user platforms. However, this problem remains mostly studied in clairvoyant and offline conditions, where task durations on resources are known, or the workload and available resources do not vary along time. We consider a non-clairvoyant, online fairness problem where the platform workload, task co...

This paper proposes a new approach to measure dependences in multivariate financial data. Data in finance and insurance often cover a long time period. Therefore, the economic factors may induce some changes inside the dependence structure. Recently, two methods using copulas have been proposed to analyze such changes. The first approach investigates changes inside copula’s parameters. The seco...

Several styles of vibrato are investigated, comparing those of Japanese traditional singing with western bel canto from viewpoints of stationarity, depth, rate, build-up time, and synchronization between and power. Analyzed as Japanese traditional singing are Noh, Kyogen, Heikyoku(Biwa), Shomyo, Kabuki and Nagauta. Singers of Japanese traditional singing include living national treasures. Data ...

We consider the lattice dynamics in the harmonic approximation for a simple hypercubic lattice with arbitrary unit cell. The initial data are random according to a probability measure which enforces slow spatial variation on the linear scale ε−1 . We establish two time regimes. For times of order ε−γ , 0 < γ < 1 , locally the measure converges to a Gaussian measure which is space-time stationar...

Considering the hydrodynamical limit of some interacting particle systems leads to hyperbolic differential equation for the conserved quantities, e.g. the inviscid Burgers equation for the simple exclusion process. The physical solutions of these partial differential equations develop discontinuities, called shocks. The microscopic structure of these shocks is of much interest and far from bein...