We consider two models for information propagation in N. In both models, the individuals (one per site of N) have random, independent, and equally distributed radius. At the beginning only the individual at 0 has the ...

In this work we propose two models for time series, motivated by financial market applications. First, we propose a Markov process for positive continuous series, driven by a gamma weight density, the weighted-gamma Markov ...

For discrete-time stochastic processes, there is a close connection between return (resp. waiting) times and entropy ( resp. relative entropy). Such a connection cannot be straightforwardly extended to the continuous-time ...

One way that has been used for identifying and estimating threshold autoregressive (TAR) models for nonlinear time series follows the Markov chain Monte Carlo (MCMC) approach via the Gibbs sampler. This route has major ...

The dissipation of general convex entropies for continuous time Markov processes can be described in terms of backward martingales with respect to the tail filtration. The relative entropy is the expected value of a ...