1 citations · 1 across the 1 of their papers we have counts for
4 papers
Time Adaptive Gaussian Model
Federico Ciech, Veronica Tozzo
Multivariate time series analysis is becoming an integral part of data analysis pipelines. Understanding the individual time point connections between covariates as well as how the…
A Large deviation principle for last passage times in an asymmetric Bernoulli potential
Federico Ciech, Nicos Georgiou
We prove a large deviation principle and give an expression for the rate function, for the last passage time in a Bernoulli environment. The model is exactly solvable and its invar…
Last passage percolation in an exponential environment with discontinuous rates
Federico Ciech, Nicos Georgiou
We prove a strong law of large numbers for directed last passage times in an independent but inhomogeneous exponential environment. Rates for the exponential random variables are o…
Order of the variance in the discrete Hammersley process with boundaries
Federico Ciech, Nicos Georgiou
We discuss the order of the variance on a lattice analogue of the Hammersley process with boundaries, for which the environment on each site has independent, Bernoulli distributed…