Related papers: Multiple scattering in random mechanical systems a…
For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…
In this paper we consider large state space continuous time Markov chains (MCs) arising in the field of systems biology. For density dependent families of MCs that represent the interaction of large groups of identical objects, Kurtz has…
A stochastic hybrid system, also known as a switching diffusion, is a continuous-time Markov process with state space consisting of discrete and continuous parts. We consider parametric estimation of theQmatrix for the discrete state…
We investigate the classical scattering dynamics of the driven elliptical billiard. Two fundamental scattering mechanisms are identified and employed to understand the rich behavior of the escape rate. A long-time algebraic decay which can…
We present limit theorems for a sequence of Piecewise Deterministic Markov Processes (PDMPs) taking values in a separable Hilbert space. This class of processes provides a rigorous framework for stochastic spatial models in which discrete…
We report on the experimental investigation of the properties of the eigenvalues and wavefunctions and the fluctuation properties of the scattering matrix of closed and open billiards, respectively, of which the classical dynamics undergoes…
We consider a composite medium, which consists of a homogeneous matrix containing a statistically homogeneous set of multimodal spherical inclusions. This model is used to represent the morphology of heterogeneous solid propellants (HSP)…
We review some recent results of quantitative long-time convergence for the law of a killed Markov process conditioned to survival toward a quasi-stationary distribution, and on the analogous question for the particle systems used in…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
A theory of systems with long-range correlations based on the consideration of binary N-step Markov chains is developed. In the model, the conditional probability that the i-th symbol in the chain equals zero (or unity) is a linear function…
We call a system bouncing ball billiard if it consists of a particle that is subjected to a constant vertical force and bounces inelastically on a one-dimendional vibrating periodically corrugated floor. Here we choose circular scatterers…
In this paper, we investigate the construction of a diffusion process whose time-marginal densities are constrained to belong to a given set at all time. The construction is obtained from a penalization approximation to the constraint set,…
We construct Birkhoff cones for dispersing billiards, which are contracted by the action of the transfer operator. This construction permits the study of statistical properties not only of regular dispersing billiards but also of sequential…
A theory of systems with long-range correlations based on the consideration of binary N-step Markov chains is developed. In our model, the conditional probability that the i-th symbol in the chain equals zero (or unity) is a linear function…
Oscillatory systems of interacting Hawkes processes with Erlang memory kernels were introduced in Ditlevsen (2017). They are piecewise deterministic Markov processes (PDMP) and can be approximated by a stochastic diffusion. First, a strong…
We present a systematic treatment of scattering processes for quantum systems whose time evolution is discrete. We define and show some general properties of the scattering operator, in particular the conservation of quasi-energy which is…
Recursive stochastic algorithms have gained significant attention in the recent past due to data driven applications. Examples include stochastic gradient descent for solving large-scale optimization problems and empirical dynamic…
Continuous-time Markov chains describing interacting processes exhibit a state space that grows exponentially in the number of processes. This state-space explosion renders the computation or storage of the time-marginal distribution, which…
We study analytically and numerically the classical diffusive process which takes place in a chaotic billiard. This allows to estimate the conditions under which the statistical properties of eigenvalues and eigenfunctions can be described…
Dynamical billiards, or the behavior of a particle traveling in a planar region $D$ undergoing elastic collisions with the boundary, has been extensively studied and is used to model many physical phenomena such as a Boltzmann gas. Of…