Related papers: Weak KAM Theory topics in the stationary ergodic s…
Strict stationarity is a common assumption used in the time series literature in order to derive asymptotic distributional results for second-order statistics, like sample autocovariances and sample autocorrelations. Focusing on weak…
Using lattice approximations of Euclidean space, we develop a way to approximate stable processes that are represented by stochastic integrals over Euclidean space. Via a stable version of the Lindeberg-Feller Theorem we show that the…
In this paper, we prove global existence of weak solutions for the stationary compressible Navier-Stokes equations with an anisotropic and nonlocal viscous term in a periodic domain. This gives an answer to an open problem important for…
A variety of physical phenomena involve the nonlinear transfer of energy from weakly damped modes subjected to external forcing to other modes which are more heavily damped. In this work we explore this in (finite-dimensional) stochastic…
Let $\sigma:\boldsymbol{\Sigma}\to\boldsymbol{\Sigma}$ be the left shift acting on $ \boldsymbol{\Sigma} $, a one-sided Markov subshift on a countable alphabet. Our intention is to guarantee the existence of $\sigma$-invariant Borel…
The spectral theory for weakly stationary processes valued in a separable Hilbert space has known renewed interest in the past decade. Here we follow earlier approaches which fully exploit the normal Hilbert module property of the time…
As a starting point of our research, we show that, for a fixed order $\gamma\geq 1$, each local minimizer of a rather general nonsmooth optimization problem in Euclidean spaces is either M-stationary in the classical sense (corresponding to…
We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…
The present work address the problem of energy shaping for stochastic port-Hamiltonian system. Energy shaping is a powerful technique that allows to systematically find feedback law to shape the Hamiltonian of a controlled system so that,…
Ergodic properties and asymptotic stationarity are investigated in this paper for the pseudo-covariance matrix (PCM) of a recursive state estimator which is robust against parametric uncertainties and is based on plant output measurements…
A problem of improving the accuracy of nonparametric entropy estimation for a stationary ergodic process is considered. New weak metrics are introduced and relations between metrics, measures, and entropy are discussed. Based on weak…
We present an introduction to periodic and stochastic homogenization of ellip- tic partial differential equations. The first part is concerned with the qualitative theory, which we present for equations with periodic and random coefficients…
Based on the tools of limiting variational analysis, we derive a sequential necessary optimality condition for nonsmooth mathematical programs which holds without any additional assumptions. In order to ensure that stationary points in this…
In this paper, we study infinite-dimensional Lagrangian systems where the potential functions are periodic, rearrangement invariant and weakly upper semicontinuous. And we prove that there exists a calibrated curve for every $M\in…
In this article we study ergodic problems in the whole space $\mathbb{R}^N$ for weakly coupled systems of viscous Hamilton-Jacobi equations with coercive right-hand sides. The Hamiltonians are assumed to have a fairly general structure and…
Generating large-scale samples of stationary random fields is of great importance in the fields such as geomaterial modeling and uncertainty quantification. Traditional methodologies based on covariance matrix decomposition have the…
We study random perturbations of multidimensional piecewise expanding maps. We characterize absolutely continuous stationary measures (acsm) of randomly perturbed dynamical systems in terms of pseudo-orbits linking the ergodic components of…
We consider the Aubry set for the XY model, symbolic dynamics $([0,1]^{\mathbb{N}_0},\sigma)$ with the uncountable symbol $[0,1]$, and study its action-optimizing properties. Moreover, for a potential function that depends on the first two…
We consider a strictly stationary and ergodic sequence of random elements taking values in some Hilbert space. Our target is to study the weak convergence of the discrete Fourier transforms under sharp conditions. As a side-result we obtain…
A property of weak stationarity of a matrix valued differential form at superdensity points of its vanishing set is proved. This result is then applied in the context of the Maurer-Cartan equation.