Related papers: Random-time isotropic fractional stable fields
A new effective method for factorization of a class of nonrational $n\times n$ matrix-functions with \emph{stable partial indices} is proposed. The method is a generalization of the one recently proposed by the authors which was valid for…
Multifractal analysis of stochastic processes deals with the fine scale properties of the sample paths and seeks for some global scaling property that would enable extracting the so-called spectrum of singularities. In this paper we…
In this paper, we prove a theorem of linearized asymptotic stability for fractional differential equations with a time delay. More precisely, using the method of linearization of a nonlinear equation along an orbit (Lyapunov's first…
In this paper we extend a central limit theorem of Peligrad for uniformly strong mixing random fields satisfying the Lindeberg condition in the absence of stationarity property. More precisely, we study the asymptotic normality of the…
Exact particle-like static, spherically and/or cylindrically symmetric solutions to the equations of interacting scalar and electromagnetic field system have been obtained. We considered Freedman-Robertson-Walker (FRW) space-time as an…
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…
We consider a finite collection of reinforced stochastic processes with a general network-based interaction among them. We provide sufficient and necessary conditions in order to have some form of almost sure asymptotic synchronization,…
Being the max-analogue of $\alpha$-stable stochastic processes, max-stable processes form one of the fundamental classes of stochastic processes. With the arrival of sufficient computational capabilities, they have become a benchmark in the…
This work defines two classes of processes, that we term {\it tempered fractional multistable motion} and {\it tempered multifractional stable motion}. They are extensions of fractional multistable motion and multifractional stable motion,…
We address nonautonomous initial boundary value problems for decoupled linear first-order one-dimensional hyperbolic systems, investigating the phenomenon of finite time stabilization. We establish sufficient and necessary conditions…
We consider the estimation of the location of the pole and memory parameter, \lambda ^0 and \alpha, respectively, of covariance stationary linear processes whose spectral density function f(\lambda) satisfies f(\lambda)\sim C| \lambda…
In this paper, by using a characterization of functions having fractional derivative, we propose a rigorous fractional Lyapunov function candidate method to analyze stability of fractional-order nonlinear systems. First, we prove an…
The basic object we consider is a certain model of continuum random tree, called the stable tree. We construct a fragmentation process $(F^-(t), t>=0)$ out of this tree by removing the vertices located under height $t$. Thanks to a…
In this work characterizations of notions of output stability for uncertain time-varying systems described by retarded functional differential equations are provided. Particularly, characterizations by means of Lyapunov and Razumikhin…
A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…
We consider random perturbations of discrete-time dynamical systems. We give sufficient conditions for the stochastic stability of certain classes of maps, in a strong sense. This improves the main result in J. F. Alves, V. Araujo, Random…
As a model problem for the study of chaotic Hamiltonian systems, we look for the effects of a long-tail distribution of recurrence times on a fixed Hamiltonian dynamics. We follow Stanislavsky's approach of Hamiltonian formalism for…
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…
Affine point processes are a class of simple point processes with self- and mutually-exciting properties, and they have found useful applications in several areas. In this paper, we obtain large-time asymptotic expansions in large…
This paper addresses the problem of stabilization for infinite-dimensional systems. In particular, we design nonlinear stabilizers for both linear and nonlinear abstract systems. We focus on two classes of systems: the first class comprises…