Related papers: Selfdecomposability and selfsimilarity: a concise …
We consider a process $Z$ on the real line composed from a L\'evy process and its exponentially tilted version killed with arbitrary rates and give an expression for the joint law of $Z$ seen from its supremum, the supremum $\overline Z$…
We focus in this paper on the stochastic stabilization problems of PDEs by Levy noise. Sufficient conditions under which the perturbed systems decay exponentially with a general rate function are provided and some examples are constructed…
We study a class of nonlinear non-autonomous nonlocal equations with subcritical and critical exponential nonlinearity. The involved potential can vanish at infinity.
We consider discrete probability laws on the real line, whose characteristic functions are separated from zero. In particular, this class includes arbitrary discrete infinitely divisible laws and lattice probability laws, whose…
We investigate a discrete model consisting of self-propelled particles that obey simple interaction rules. We show that this model can self-organize and exhibit coherent localized solutions in one- and in two-dimensions.In one-dimension,…
We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…
The question of existence and properties of stationary solutions to Langevin equations driven by noise processes with stationary increments is discussed, with particular focus on noise processes of pseudo-moving-average type. On account of…
We propose the model, which allows us to approximate fractional Levy noise and fractional Levy motion. Our model is based (i) on the Gnedenko limit theorem for an attraction basin of stable probability law, and (ii) on regarding fractional…
The author has previously shown that solvable Lie A-algebras and complemented solvable Lie algebras decompose as a vector space direct sum of abelian subalgebras, and their ideals relate nicely to this decomposition. However, neither of…
The stability of stationary solutions of first-order systems of PDE's are considered. They may include some singular geometric terms, leading to discontinuous flux and non-conservative products. Based on several examples in Fluid Mechanics,…
For normalized sums $Z_n$ of i.i.d. random variables, we explore necessary and sufficient conditions which guarantee the normal approximation with respect to the R\'enyi divergence of infinite order. In terms of densities $p_n$ of $Z_n$,…
Continuing the study reported in Satheesh (2001),(arXiv:math.PR/0304499 dated 01May2003) here we study certain aspects of randomization in infinitely divisible (ID) and max-infinitely divisible (MID) laws. They generalize ID and MID laws.…
We derive a strong law of large numbers, a central limit theorem, a law of the iterated logarithm and a large deviation theorem for so-called deviation means of independent and identically distributed random variables (for the strong law of…
Decomposition of state spaces into dynamically different components is helpful for the understanding of dynamical behaviors of complex systems. A Conley type decomposition theorem is proved for nonautonomous dynamical systems defined on a…
Linear systems of neutral type are considered using the infinite dimensional approach. The main problems are asymptotic, non-exponential stability, exact controllability and regular asymptotic stabilizability. The main tools are the moment…
This paper addresses the following classical question: giving a sequence of identically distributed random variables in the domain of attraction of a normal law, does the associated linear process satisfy the central limit theorem? We study…
The notion of random self-decomposability is generalized here. Its relation to self-decomposability, Harris infinite divisibility and its connection with a stationary first order generalized autoregressive model are presented. The notion is…
We prove some new results regarding the boundedness, stability and attractivity of the solutions of a class of initial-boundary-value problems characterized by a quasi-linear third order equation which may contain time-dependent…
In this paper we study the asymptotic properties of the power variations of stochastic processes of the type X=Y+L, where L is an alpha-stable Levy process, and Y a perturbation which satisfies some mild Lipschitz continuity assumptions. We…
We distinguish six classes of families of locally equivalent states in a straightforward scheme for classifying all 2-q-bit states; four of the classes consist of two subclasses each. The simple criteria that we stated recently for checking…