Related papers: Long-time behavior of stable-like processes
We study the distribution and various properties of exponential functionals of hypergeometric Levy processes. We derive an explicit formula for the Mellin transform of the exponential functional and give both convergent and asymptotic…
Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…
We use Langevin dynamics simulations to study dynamical behaviour of a dense planar layer of active semi-flexible filaments. Using the strength of active force and the thermal persistence length as parameters, we map a detailed phase…
We present experimental observations and numerical simulations of a wrinkling instability that occurs at sufficiently high strain rates in the trembling regime of vesicle dynamics in steady linear flow. Spectral and statistical analysis of…
Consider a Markov process $\{\Phi(t) : t\geq 0\}$ evolving on a Polish space ${\sf X}$. A version of the $f$-Norm Ergodic Theorem is obtained: Suppose that the process is $\psi$-irreducible and aperiodic. For a given function $f\colon{\sf…
We consider the problem of constructing Lyapunov functions for linear differential equations with delays. For such systems it is known that exponential stability implies the existence of a positive Lyapunov function which is quadratic on…
We introduce three models of fragmentation in which the largest fragment in the system can be broken at each time step with a fixed probability, p. We solve these models exactly in the long time limit to reveal stable time invariant…
We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…
An identity in law for the area of a spectrally positive L\'evy stable process stopped at zero is established. Extending that of Lefebvre for Brownian motion, it involves an inverse Beta random variable and the square of a positive stable…
Stability of linear systems with uncertain bounded time-varying delays is studied under assumption that the nominal delay values are not equal to zero. An input-output approach to stability of such systems is known to be based on the bound…
We use persistent homology and persistence images as an observable of three different variants of the two-dimensional XY model in order to identify and study their phase transitions. We examine models with the classical XY action, a…
Ba\~nuelos and Bogdan (2004) and Bogdan, Palmowski and Wang (2016) analyse the asymptotic tail distribution of the first time a stable (L\'evy) process in dimension $d\geq 2$ exists a cone. We use these results to develop the notion of a…
In this paper, we study the asymptotic behavior of solutions to a scalar fractional delay differential equations around the equilibrium points. More precise, we provide conditions on the coefficients under which a linear fractional delay…
We say that an algorithm is stable if small changes in the input result in small changes in the output. This kind of algorithm stability is particularly relevant when analyzing and visualizing time-varying data. Stability in general plays…
We show that the correlation functions of a class of periodically driven integrable closed quantum systems approach their steady state value as $n^{-(\alpha+1)/\beta}$, where $n$ is the number of drive cycles and $\alpha$ and $\beta$ denote…
In this paper, we study the existence of the transition densities of one-dimensional L\'evy processes. Compared with past results, our results contain the L\'evy processes whose L\'evy symbols have logarithm behavior at infinity. Our…
Consider the one-dimensional elliptic operator given by \begin{equation*} (L_\epsilon f)(x) \;=\; b (x) \, f'(x) \,+\, \epsilon\, a (x)\, f''(x) \;, \end{equation*} where the drift $b\colon R \to R$ and the diffusion coefficient $a\colon R…
This paper deals with stability of discrete-time switched linear systems whose all subsystems are unstable. We present sufficient conditions on the subsystems matrices such that a switched system is globally exponentially stable under a set…
A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…
The $\alpha$-stable distributions introduced by L\'evy play an important role in probabilistic theoretical studies and their various applications, e.g., in statistical physics, life sciences, and economics. In the present paper we study…