Stochastic Complexity: Long Memory, Non‑Gaussian Chaos, and Energy Dynamics in Hilbert Space

Complexité stochastique: mémoire longue, chaos non gaussiens et dynamiques énergétiques en espace de Hilbert

Heriony Rapelanoro Rabenja ()
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Heriony Rapelanoro Rabenja: FFJ - Fondation France-Japon de l'EHESS - EHESS - École des hautes études en sciences sociales

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Keywords: Energy‑based modeling; higher‑order dependence; backward fractional SDEs; regime transitions volatility clustering heavy‑tailed distributions asymmetries structural breaks; Complex systems multiscale propagation; functional energy dynamics; Volterra functionals; Boltzmann distributions; Hopfield networks; energy‑based models; energy landscapes; functional gradients; Szegő isomorphism; symmetric tensor spaces; Hilbert space methods; Reproducing Kernel Hilbert Spaces (RKHS) (search for similar items in EconPapers)
Date: 2025-02-25
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