Related papers: Random-time isotropic fractional stable fields

Max-stable processes are widely used to model spatial extremes. These processes exhibit asymptotic dependence meaning that the large values of the process can occur simultaneously over space. Recently, inverted max-stable processes have…

In this paper, we present new results on finite- and fixed-time convergence for dynamical systems using LaSalle-like invariance principles. In particular, we provide first and second-order non-smooth Lyapunov-like results for finite- and…

Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…

Regularly varying stochastic processes model extreme dependence between process values at different locations and/or time points. For such processes we propose a two-step parameter estimation of the extremogram, when some part of the domain…

We study the quantum cosmology of supersymmetric, homogeneous and isotropic, higher derivative models. We recall superfield actions obtained in previous works and give classically equivalent actions leading to second order equations for the…

Time series foundation models (TSFMs) are widely used as generic feature extractors, yet the notion of non-stationarity in their embedding spaces remains poorly understood. Recent work often conflates non-stationarity with distribution…

We establish characterization results for the ergodicity of stationary symmetric $\alpha$-stable (S$\alpha$S) and $\alpha$-Frechet random fields. We show that the result of Samorodnitsky [Ann. Probab. 33 (2005) 1782-1803] remains valid in…

For general nonlinear autonomous systems, a Lyapunov characterization for the possibility of semi-global asymptotic stabilizability by means of a time-varying sampled-data feedback is established. We exploit this result in order to derive a…

With motivation from K. D\c{e}bicki and P. Kisowski (2007), in this paper we derive the exact tail asymptotics of $\alpha(t)$-locally stationary Gaussian processes with non-constant variance functions. We show that some certain variance…

We study dynamical reversibility in stationary stochastic processes from an information theoretic perspective. Extending earlier work on the reversibility of Markov chains, we focus on finitary processes with arbitrarily long conditional…

The purpose of this article is to introduce the original results which devoted with the nonlinear control system problems involves of nonlinear differential equations of fractional orders. Thus, this system is described with a mixed of…

We establish a rigorous asymptotic theory for the joint estimation of roughness and scale parameters in two-dimensional Gaussian random fields with power-law generalized covariances \cite{Matheron1973, Stein1999, Yaglom1987}. Our main…

This paper proposes an unconditionally stable numerical method for solving a nonlinear Sobolev model with distributed delay. The proposed computational approach approximates the time derivative by interpolation technique whereas the spatial…

We study stationary stable processes related to periodic and cyclic flows in the sense of Rosinski [Ann. Probab. 23 (1995) 1163-1187]. These processes are not ergodic. We provide their canonical representations, consider examples and show…

The stability and contraction properties of positive integral semigroups on Polish spaces are investigated. Our novel analysis is based on the extension of V-norm contraction methods, associated to functionally weighted Banach spaces for…

In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…

We study the existence of stationary solutions of the Vlasov-Poisson system with finite radius and finite mass in the stellar dynamics case. So far, the existence of such solutions is known only under the assumption of spherical symmetry.…

In this paper, we develop new optional stopping theorems for scenarios where the stopping rules are defined by bounded continuity regions. Moreover, we establish a wide variety of inequalities on the supremums and infimums of functions of…

Multistable processes, that is, processes which are, at each "time", tangent to a stable process, but where the index of stability varies along the path, have been recently introduced as models for phenomena where the intensity of jumps is…

We prove a law of large numbers and functional central limit theorem for a class of multivariate Hawkes processes with time-dependent reproduction rate. We address the difficulties induced by the use of non-convolutive Volterra processes by…