Related papers: Asymptotic Mean Time To Failure and Higher Moments…
In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…
We consider the long time asymptotic behavior of a large system of $N$ linear differential equations with random coefficients. We allow for general elliptic correlation structures among the coefficients, thus we substantially generalize our…
This paper focuses on the task of detecting local episodes involving violation of the standard It\^o semimartingale assumption for financial asset prices in real time that might induce arbitrage opportunities. Our proposed detectors,…
This paper investigates the asymptotic behaviour of solutions to certain infinite systems of coupled recurrence relations. In particular, we obtain a characterisation of those initial values which lead to a convergent solution, and for…
We study the contact process on the configuration model with a power law degree distribution, when the exponent is smaller than or equal to two. We prove that the extinction time grows exponentially fast with the size of the graph and prove…
We investigate the failure mechanisms of load sharing complex systems. The system is composed of multiple nodes or components whose failures are determined based on the interaction of their respective strengths and loads (or capacity and…
We examine the time-dependent behavior of a nonlinear system driven by a two-frequency forcing. By using a non-perturbative approach, we are able to derive an asymptotic expression, valid in the long-time limit, for the time average of the…
We find that multifractal scaling is a robust property of a large class of continuous stochastic processes, constructed as exponentials of long-memory processes. The long memory is characterized by a power law kernel with tail exponent…
Long-term time-series forecasting (LTTF) has become a pressing demand in many applications, such as wind power supply planning. Transformer models have been adopted to deliver high prediction capacity because of the high computational…
A theorem about asymptotic estimation of multiple integral of a special type is proved for the case when the integrand peaks at the integration domain bound, but not at a point of extremum. Using this theorem the asymptotic expansion of the…
We consider the massive Thirring model and establish pointwise long-time behavior of its solutions in weighted Sobolev spaces. For soliton-free initial data we can show that the solution converges to a linear solution modulo a phase…
We derive a functional equation for the mean first-passage time (MFPT) of a generic self-similar Markovian continuous process to a target in a one-dimensional domain and obtain its exact solution. We show that the obtained expression of the…
The spectral form factor (SFF) is an important diagnostic of energy level repulsion in random matrix theory (RMT) and quantum chaos. The short-time behavior of the SFF as it approaches the RMT result acts as a diagnostic of the ergodicity…
We consider the perturbed Mann's iterative process \begin{equation} x_{n+1}=(1-\theta_n)x_n+\theta_n f(x_n)+r_n, \end{equation} where $f:[0,1]\rightarrow[0,1]$ is a continuous function, $\{\theta_n\}\in [0,1]$ is a given sequence, and…
The prevailing assumption of an exponential decay in large language model (LLM) reliability with sequence length, predicated on independent per-token error probabilities, posits an inherent limitation for long autoregressive outputs. Our…
We investigate the second time scale of the metastable behavior of the reversible inclusion process in an extension of the study by [Bianchi, Dommers, and Giardin\`a, Electronic Journal of Probability, 22: 1-34, 2017], which presented the…
We consider moments of the return times (or first hitting times) in a discrete time discrete space Markov chain. It is classical that the finiteness of the first moment of a return time of one state implies the finiteness of the first…
This work proposes a new and flexible unreliable failure detector whose output is related to the trust level of a set of processes. By expressing the relevance of each process of the set by an impact factor value, our approach allows the…
Local expansion exponents for nonequilibrium dynamical systems, described by partial differential equations, are introduced. These exponents show whether the system phase volume expands, contracts, or is conserved in time. The ways of…
In this paper we propose a data-driven distributionally robust Model Predictive Control framework for constrained stochastic systems with unbounded additive disturbances. Recursive feasibility is ensured by optimizing over an linearly…