Related papers: Stationary systems of Gaussian processes

The stationary multipartite entanglement between three interacting harmonic oscillators subjected to decoherence is analyzed in the largely unexplored non-equilibrium strong dissipation regime. We compute the exact asymptotic Gaussian state…

Systems driven by $\alpha$-stable noises could be very different from their Gaussian counterparts. Stationary states in single-well potentials can be multimodal. Moreover, a potential well needs to be steep enough in order to produce…

We study stochastic particle systems with stationary product measures that exhibit a condensation transition due to particle interactions or spatial inhomogeneities. We review previous work on the stationary behaviour and put it in the…

We study the transport of a passive tracer particle in a steady strongly mixing flow with a nonzero mean velocity. We show that there exists a probability measure under which the particle Lagrangian velocity process is stationary. This…

Consider an n-fold integrated Brownian motion. We show that a simple change in time and scale transforms it into a stationary Gaussian process. The collection of stationary processes so constructed not only constitutes an interesting family…

This paper is devoted to establish an invariance principle where the limit process is a multifractional Gaussian process with a multifractional function which takes its values in $(1/2,1)$. Some properties, such as regularity and local…

We consider the problem of sequential estimation of the unknowns of state-space and deep state-space models that include estimation of functions and latent processes of the models. The proposed approach relies on Gaussian and deep Gaussian…

Local perturbations in conservative particle systems can have a non-local influence on the stationary measure. To capture this phenomenon, we analyze in this paper two toy models. We study the symmetric exclusion process on a countable set…

The dynamics of a system, consisting of a particle initially in a Gaussian state interacting with a field mode, under the action of repeated measurements performed on the particle, is examined. It is shown that regardless of its initial…

A strictly stationary sequence of random variables is constructed with the following properties: (i) the random variables take the values -1 and +1 with probability 1/2 each, (ii) every five of the random variables are independent, (iii)…

A stationary Gaussian process is said to be long-range dependent (resp., anti-persistent) if its spectral density $f(\lambda)$ can be written as $f(\lambda)=|\lambda|^{-2d}g(|\lambda|)$, where $0<d<1/2$ (resp., $-1/2<d<0$), and $g$ is…

We define a characteristic energy density based on the measurement of the two first moments of the extrinsic injected power smoothed over time. Using the stationarity, we show that this definition characterizes an energy per degrees freedom…

Random matrices whose entries come from a stationary Gaussian process are studied. The limiting behavior of the eigenvalues as the size of the matrix goes to infinity is the main subject of interest in this work. It is shown that the…

Additive or multiplicative stationary noise recently became an important issue in applied fields such as microscopy or satellite imaging. Relatively few works address the design of dedicated denoising methods compared to the usual white…

A new family of stable processes indexed by metric spaces with stationary increments are introduced. They are special cases of a new family of set-indexed stable processes with Chentsov representation. At the heart of the representation, a…

We consider a point process $i+\xi_i$, where $i\in \bZ$ and the $\xi_{i}$'s are i.i.d. random variables with variance $\sigma^{2}$. This process, with a suitable rescaling of the distribution of $\xi_i$'s, converges to the Poisson process…

We consider a system of independent branching random walks on $\R$ which start off a Poisson point process with intensity of the form $e_{\lambda}(du)=e^{-\lambda u}du$, where $\lambda\in\R$ is chosen in such a way that the overall…

We study the collective behavior of binary mixture of self-propelled particles. Particles moves along their heading direction with {\it variable speed} and interact through short range alignment interaction. A variable speed parameter…

The density matrix, \rho, of a model polariton system is obtained numerically from a master equation which takes account of pumping and losses. In the stationary limit, the coherences between eigenstates of the Hamiltonian are three orders…

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…