Related papers: Multiple scattering in random mechanical systems a…
In billiard systems with a flux line semiclassical approximations for the density of states contain contributions from periodic orbits as well as from diffractive orbits that are scattered on the flux line. We derive a semiclassical…
The Bernstein operator is known as a typical example of positive linear operators which uniformly approximates continuous functions on $[0, 1]$. In the present paper, we introduce a multidimensional extension of the Bernstein operator which…
Hybrid systems whose mode dynamics are governed by non-linear ordinary differential equations (ODEs) are often a natural model for biological processes. However such models are difficult to analyze. To address this, we develop a…
In the continuity of a recent paper ([6]), dealing with finite Markov chains, this paper proposes and analyzes a recursive algorithm for the approximation of the quasi-stationary distribution of a general Markov chain living on a compact…
The long time behavior of an absorbed Markov process is well described by the limiting distribution of the process conditioned to not be killed when it is observed. Our aim is to give an approximation's method of this limit, when the…
We study a two-particle circular billiard containing two finite-size circular particles that collide elastically with the billiard boundary and with each other. Such a two-particle circular billiard provides a clean example of an…
We study classical and quantum scattering properties in the ballistic regime of particles in two-dimensional chaotic billiards that are models of electron- or micro- waveguides. To this end we construct the purely classical counterparts of…
For a class of stochastic differential equations with reflection for which a certain ${\mathbb{L}}^p$ continuity condition holds with $p>1$, it is shown that any weak solution that is a strong Markov process can be decomposed into the sum…
Consider a system performing a continuous-time random walk on the integers, subject to catastrophes occurring at constant rate, and followed by exponentially-distributed repair times. After any repair the system starts anew from state zero.…
The diffraction of various random subsets of the integer lattice $\mathbb{Z}^{d}$, such as the coin tossing and related systems, are well understood. Here, we go one important step beyond and consider random point sets in $\mathbb{R}^{d}$.…
We analyze ecological systems that are influenced by random environmental fluctuations. We first provide general conditions which ensure that the species coexist and the system converges to a unique invariant probability measure (stationary…
The paper discusses a family of Markov processes that represent many particle systems, and their limiting behaviour when the number of particles go to infinity. The first part concerns model of biological systems: a model for sympatric…
A multiplicative cascade can be thought of as a randomization of a measure on the boundary of a tree, constructed from an iid collection of random variables attached to the tree vertices. Given an initial measure with certain regularity…
We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…
Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for…
We construct a family of self-similar Markov martingales with given marginal distributions. This construction uses the self-similarity and Markov property of a reference process to produce a family of Markov processes that possess the same…
Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…
We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…
We investigate aspects of semimartingale decompositions, approximation and the martingale representation for multidimensional correlated Markov processes. A new interpretation of the dependence among processes is given using the martingale…
We study a kinetic toy model for a spray of particles immersed in an ambient fluid, subject to some additional random forcing given by a mixing, space-dependent Markov process. Using the perturbed test function method, we derive the…