Related papers: Decomposability for stable processes
We introduce a multistable subordinator, which generalizes the stable subordinator to the case of time-varying stability index. This enables us to define a multifractional Poisson process. We study properties of these processes and…
Fractional relaxation equations, as well as relaxation functions time-changed by independent stochastic processes have been widely studied (see, for example, \cite{MAI}, \cite{STAW} and \cite{GAR}). We start here by proving that the…
In this paper, we discuss three extrapolation methods for alpha-stable random fields with 1<alpha<=2. We justify them, giving proofs of the existence and uniqueness of the solutions for each method and providing sufficient conditions for…
Aulbach et al. (2013) introduced a max-domain of attraction approach for extreme value theory in C[0,1] based on functional distribution functions, which is more general than the approach based on weak convergence in de Haan and Lin (2001).…
Motivated by a variety of applications, high-dimensional time series have become an active topic of research. In particular, several methods and finite-sample theories for individual stable autoregressive processes with known lag have…
We describe some of the important physical characteristics of the `pathways', i.e. dynamical processes, by which molecular, nanoscale and micron-scale self-assembly occurs. We highlight the fact that there exist features of self-assembly…
We consider the class of stationary-increment harmonizable stable processes with infinite control measure, which most notably includes real harmonizable fractional stable motions. We give conditions for the integrability of the paths of…
Methods of construction of Max-semi-selfdecompsable laws are given. Implications of this method in random time changed extremal processes are discussed. Max-autoregressive model is introduced and characterized using the…
A commonly used approach to study stability in a complex system is by analyzing the Jacobian matrix at an equilibrium point of a dynamical system. The equilibrium point is stable if all eigenvalues have negative real parts. Here, by…
We formulate and prove a new criterion for stability of e-processes. It says that any e-process which is averagely bounded and concentrating is asymptotically stable. In the second part, we show how this general result applies to some shell…
The differential equations involving two discrete delays are helpful in modeling two different processes in one model. We provide the stability and bifurcation analysis in the fractional order delay differential equation $D^\alpha x(t)=a…
In this paper, we establish two different results. The first result is a characterization theorem saying that if the stationary state probabilities for originally described Markovian discriminatory processor sharing (DPS) system have a…
A real harmonizable multifractional stable process is defined, its H\"older continuity and localizability are proved. The existence of local time is shown and its regularity is established.
The question of the local stability of the (replica-symmetric) amorphous solid state is addressed for a class of systems undergoing a continuous liquid to amorphous-solid phase transition driven by the effect of random constraints. The…
We explore the stationary densities in totally asymmetric exclusion processes (TASEP) with open boundary conditions and spatially inhomogeneous hopping rates. We calculate the steady state density profiles that characterise the associated…
In this paper, we establish the existence of transition density for geometric $\alpha$-stable processes by using the property of self-decomposability--a fundamental concept in the theory of L\'evy processes. In contrast to traditional and…
A (fragment of a) process algebra satisfies unique parallel decomposition if the definable behaviours admit a unique decomposition into indecomposable parallel components. In this paper we prove that finite processes of the pi-calculus,…
We investigate the class of models of a general dependent theory. We continue math.LO/0702292 in particular investigating so called "decomposition of types"; thesis is that what holds for stable theory and for Th(Q,<) hold for dependent…
Symmetric matrix-valued dynamical systems are an important class of systems that can describe important processes such as covariance/second-order moment processes, or processes on manifolds and Lie Groups. We address here the case of…
This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…