Related papers: Stationary systems of Gaussian processes
In this work we study systems consisting of a group of moving particles. In such systems, often some important parameters are unknown and have to be estimated from observed data. Such parameter estimation problems can often be solved via a…
We study dioecious (i.e., two-sex) branching particle system models, where there are two types of particles, modeling the male and female populations, and where birth of new particles requires the presence of both male and female particles.…
The limiting behavior of stochastic evolution processes with small noise intensity $\epsilon$ is investigated in distribution-based approach. Let $\mu^{\epsilon}$ be stationary measure for stochastic process $X^{\epsilon}$ with small…
A defining feature of non-stationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for…
We study the persistence probability of a centered stationary Gaussian process on $\mathbb{Z}$ or $\mathbb{R}$, that is, its probability to remain positive for a long time. We describe the delicate interplay between this probability and the…
Random processes with stationary increments and intrinsic random processes are two concepts commonly used to deal with non-stationary random processes. They are broader classes than stationary random processes and conceptually closely…
We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…
We study a stochastic Hamiltonian system of $N$ particles with many particles interacting through a potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical…
We search for steady states in a class of fluctuating and driven physical systems that exhibit sustained currents. We find that the physical concept of a steady state, well known for systems at equilibrium, must be generalised to describe…
We study a two-dimensional granular system where external driving force is applied to each particle in the system in such a way that the system is driven into a steady state by balancing the energy input and the dissipation due to inelastic…
We consider a system consisting of $n$ particles, moving forward in jumps on the real line. System state is the empirical distribution of particle locations. Each particle ``jumps forward'' at some time points, with the instantaneous rate…
Long-range interacting Hamiltonian systems are believed to relax generically towards non-equilibrium states called "quasi-stationary" because they evolve towards thermodynamic equilibrium very slowly, on a time-scale diverging with particle…
We derive the stationary probability distribution for a non-equilibrium system composed by an arbitrary number of degrees of freedom that are subject to Gaussian colored noise and a conservative potential. This is based on a…
In this paper, we study unitary Gaussian processes with independent increments with which the unitary equivalence to a Hudson-Parthasarathy evolution systems is proved. This gives a generalization of results in [16] and [17] in the absence…
We consider infinite particle system on the positive half-line moving independently of each other. When a particle hits the boundary it immediately disappears, and the boundary moves to the right on some fixed quantity (particle size). We…
We study the stationary state of a chain of harmonic oscillators driven by two active reservoirs at the two ends. These reservoirs exert correlated stochastic forces on the boundary oscillators which eventually leads to a nonequilibrium…
This paper develops an asymptotic likelihood theory for triangular arrays of stationary Gaussian time series depending on a multidimensional unknown parameter. We give sufficient conditions for the associated sequence of statistical models…
Stationary solutions to a Fokker-Planck equation corresponding to a noisy logistic equation with correlated Gaussian white noises are constructed. Stationary distributions exist even if the corresponding deterministic system displays an…
In this paper, we consider a subclass of piecewise deterministic Markov processes with a Polish state space that involve a deterministic motion punctuated by random jumps, occurring in a Poisson-like fashion with some state-dependent rate,…
Random fields in nature often have, to a good approximation, Gaussian characteristics. For such fields, the relative densities of umbilical points -- topological defects which can be classified into three types -- have certain fixed values.…