Related papers: The Stability of some stochastic processes
In the paper we provide new conditions ensuring the isolated calmness property and the Aubin property of parameterized variational systems with constraints depending, apart from the parameter, also on the solution itself. Such systems…
We present a new approach to the problem of proving global stability, based on symplectic geometry and with a focus on systems with several conserved quantities. We also provide a proof of instability for integrable systems whose momentum…
The paper emphasizes the property of stability for skew-evolution semiflows on Banach spaces, defined by means of evolution semiflows and evolution cocycles and which generalize the concept introduced by us in a previous paper. There are…
We show uniqueness and stability in $L^2$ and for all time for piecewise-smooth solutions to hyperbolic balance laws. We have in mind applications to gas dynamics, the isentropic Euler system and the full Euler system for a polytropic gas…
We consider the Nernst-Planck-Stokes system on a bounded domain of $\mathbb{R}^d$, $d=2,3$ with general nonequilibrium Dirichlet boundary conditions for the ionic concentrations. It is well known that, in a wide range of cases, equilibrium…
We say that an algorithm is stable if small changes in the input result in small changes in the output. This kind of algorithm stability is particularly relevant when analyzing and visualizing time-varying data. Stability in general plays…
By comparing the evolution of the local and equal load sharing fiber bundle models, we point out the paradoxical result that stresses seem to make the local load sharing model stable when the equal load sharing model is not. We explain this…
A class of asymptotically autonomous systems on the plane with oscillatory coefficients is considered. It is assumed that the limiting system is Hamiltonian with a stable equilibrium. The effect of damped multiplicative stochastic…
The vast majority of the literature on learning dynamical systems or stochastic processes from time series has focused on stable or ergodic systems, for both Bayesian and frequentist inference procedures. However, most real-world systems…
We obtain an asymptotic H\"older estimate for functions satisfying a dynamic programming principle arising from a so-called ellipsoid process. By the ellipsoid process we mean a generalization of the random walk where the next step in the…
We aim at providing a characterization of the ability to maintain a stochastic coupled system with porous media components in a prescribed set of constraints by using internal controls. This property is proven via a quasi-tangency…
This report provides a description of unbunched beam stochastic cooling in the framework of control theory. The main interest in the investigation is concentrated on the beam stability in an active cooling system. A stochastic cooling…
Sample average approximation (SAA) is a widely popular approach to data-driven decision-making under uncertainty. Under mild assumptions, SAA is both tractable and enjoys strong asymptotic performance guarantees. Similar guarantees,…
This paper includes results centered around three topics, all of them related with the nonlinear stability of equilibria in Poisson dynamical systems. Firstly, we prove an energy-Casimir type sufficient condition for stability that uses…
We review some developments on clustering stochastic processes and come with the conclusion that asymptotically consistent clustering algorithms can be obtained when the processes are ergodic and the dissimilarity measure satisfies the…
This paper investigates asymptotic behavior of a stochastic SIR epidemic model, which is a system with degenerate diffusion. It gives sufficient conditions that are very close to the necessary conditions for the permanence. In addition,…
We consider a branching stable process with positive jumps, i.e. a continuous-time branching process in which the particles evolve independently as stable L{\'e}vy processes with positive jumps. Assuming the branching mechanism is critical…
Building upon the technique that we developed earlier for perturbed sweeping processes with convex moving constraints and monotone vector fields (Kamenskii et al, Nonlinear Anal. Hybrid Syst. 30, 2018), the present paper establishes global…
The stability method is very useful for obtaining exact solutions of many extremal graph problems. Its key step is to establish the stability property which, roughly speaking, states that any two almost optimal graphs of the same order $n$…
We formulate a new criterion of the asymptotic stability for some non-equicontinuous Markov semigroups, the so-called eventually continuous semigroups. In particular, we provide a non-equicontinuous Markov semigroup example with essential…