Convergence of blind delayed source separation algorithms, which use constant learning rates, is known to be slow. We propose a fuzzy logic based approach to adaptively select the learning rates, for estimates of delays and cross-weights, in the blind delayed source separation algorithm. We make use of the state of independence of the separated outputs. We also propose a performance index to me...

Let (G, μ) be a discrete group with a generating probability measure. Nevo shows that if G has property (T) then there exists an ε > 0 such that the Furstenberg entropy of any (G, μ)-stationary space is either zero or larger than ε. Virtually free groups, such as SL2(Z), do not have property (T). For these groups, we construct stationary actions with arbitrarily small, positive entropy. This co...

The paper considers local linear regression of a time series model with non-stationary regressors and errors. Asymptotic property of the local linear estimator is derived under a new dependence measure of non-stationary time series. We apply the local linear regression method to estimate the ‘‘time-varying’’ coefficients of an economic-causal model for the industrial sector of the U.S. economy....

This paper develops nonparametric tests of independence between two stationary stochastic processes. The testing strategy boils down to gauging the closeness between the joint and the product of the marginal stationary densities. For that purpose, I take advantage of a generalized entropic measure so as to build a class of nonparametric tests of independence. Asymptotic normality and local powe...

We consider a markovian multiserver queue with a finite waiting line in which a customer may decide to leave and give up service if its waiting time in queue exceeds its random deadline. We focus on the performance measure in terms of the probability of being served under both transient and stationary regimes. We investigate monotonicity properties of first and second order of this performance ...

Let 0 < α < 1/2. We show that that the mixing time of a continuous-time Markov chain on a finite state space is about as large as the largest expected hitting time of a subset of the state space with stationary measure ≥ α. Suitably modified results hold in discrete time and/or without the reversibility assumption. The key technical tool in the proof is the construction of random set A such tha...

‎in this work we introduce and study discrete time periodically correlated stable‎ ‎processes and multivariate stationary stable processes related to periodic and cyclic‎ ‎flows‎. ‎our study involves producing a spectral representation and a‎ ‎spectral identification for such processes‎. ‎we show that the third‎ ‎component of a periodically correlated stable process has a component related to a...

spatial-temporal modeling of air pollutants, ground-level ozone concentrations in particular, has attracted recent attention because by using spatial-temporal modeling, can analyze, interpolate or predict ozone levels at any location. in this paper we consider daily averages of troposphere ozone over tehran city. for eliminating the trend of data, a dynamic linear model is used, then some featu...

Progress in Probability 49(2001), 241-256. The quasigeostrophic model describes large scale and relatively slow fluid motion in geophysical flows. We investigate the quasigeostrophic model under random forcing and random boundary conditions. We first transform the model into a partial differential equation with random coefficients. Then we show that, under suitable conditions on the random forc...

We empirically explore the, accuracy of an easily computed approximation for long run, average performance measures such as expected delay and probability of delay in multiserver queueing systems with exponential service times and periodic (sinusoidal) Poisson arrival processes. The pointwise stationary approximation is computed by integrating over time (that is taking the expectation of) the f...