Related papers: Decomposability for stable processes
We study the problem of phase separation in systems with a positive definite order parameter, and in particular, in systems with absorbing states. Owing to the presence of a single minimum in the free energy driving the relaxation kinetics,…
This paper deals with classes of (de)stabilizing switching signals for switched systems. Most of the available conditions for stability of switched systems are sufficient in nature, and consequently, their violation does not conclude…
This paper addresses the stability analysis of infinite-dimensional sampled-data systems under unbounded perturbations. We present two classes of unbounded perturbations preserving the exponential stability of sampled-data systems. To this…
We introduce a broad class of analytically solvable processes on networks. In the special case, they reduce to random walk and consensus process - two most basic processes on networks. Our class differs from previous models of interactions…
In sorting literature, comparative statics for multidimensional assignment models with general output functions and input distributions is an important open question. We provide a complete theory of comparative statics for technological…
We revisit the complexity of procedures on SFAs (such as intersection, emptiness, etc.) and analyze them according to the measures we find suitable for symbolic automata: the number of states, the maximal number of transitions exiting a…
The family of semi-stable laws is shown to be semi-selfdecomposable. Thus they qualify to model stationary first order autoregressive schemes. A connection between these autoregressive schemes with semi-stable marginals and semi-selfsimilar…
Stationary (limiting) distributions of shot noise processes, with exponential response functions, form a large subclass of positive selfdecomposable distributions that we illustrate by many examples. These shot noise distributions are…
In this paper, we give a AR$(1)$ type of characterization covering all multivariate strictly stationary processes indexed by the set of integers. Consequently, we derive continuous time algebraic Riccati equations for the parameter matrix…
Models that approximate stochastic processes from $Sub_\varphi(\Omega)$ with given reliability and accuracy in $L_p(T)$ for some given $\varphi(t)$ are considered. We also study construction of models of processes which can be decomposed…
This article deals with stability of continuous-time switched linear systems under constrained switching. Given a family of linear systems, possibly containing unstable dynamics, we characterize a new class of switching signals under which…
A novel model of biological organisms is advanced, treating an organism as a self-consistent system subject to a pathogen flux. The principal novelty of the model is that it describes not some parts, but a biological organism as a whole.…
In this paper, for $\alpha\in (1, 2}$ we show that the $\alpha$-stable continuous-state branching process and the associated process conditioned never to become extinct are positive self-similar Markov processes. Understanding the…
Traditional centralized stability analysis struggles with scalability in large complex modern power grids. This two-part paper proposes a compositional and equilibrium-free approach to analyzing power system stability. In Part I, we prove…
Finding separable certificates of stability is important for tractability of analysis methods for large-scale networked systems. In this paper we consider the question of when a nonlinear system which is contracting, i.e. all solutions are…
Existence and stability properties are studied for Hawkes process, i.e. point process $S$ that has long-memory and intensity $r(t)=\lambda \big(g_0(t)+ \sum_{\tau<t, \tau \in S} h(t-\tau) \big)$. The approach to Hawkes process presented in…
In this paper, we first analyze the strong and weak convergence of projective integration methods for multiscale stochastic dynamical systems driven by $\alpha$-stable processes, which are used to estimate the effect that the fast…
We consider a general class of nonlinear, constrained, discrete-time systems whose dynamics are parametrized by a set of gains. We define the semiglobal, practical, asymptotic stability (SPAS) of compact sets for this class of systems, and…
For a stable process, we give an explicit formula for the potential measure of the process killed outside a bounded interval and the joint law of the overshoot, undershoot and undershoot from the maximum at exit from a bounded interval. We…
For many environmental processes, recent studies have shown that the dependence strength is decreasing when quantile levels increase. This implies that the popular max-stable models are inadequate to capture the rate of joint tail decay,…