Statistical mechanics is one of the pillars of modern physics. Ludwig Boltzmann (1844–1906) and Josiah Willard Gibbs (1839–1903) were its primary formulators. They both worked to establish a bridge ...

We introduce the probabilistic symbol for the class of homogeneous diffusions with jumps (in the sense of Jacod/Shiryaev). This concept generalizes the well-known characteristic exponent of a Levy ...

We study the most basic Bayesian forecasting model for exponential family time series, the power steady model (PSM) of Smith, in terms of observable properties of one-step forecast distributions and ...