Related papers: Long-time behavior of stable-like processes

Conditioning stable L\'evy processes on zero probability events recently became a tractable subject since several explicit formulas emerged from a deep analysis using the Lamperti transformations for self-similar Markov processes. In this…

Consider a sequence X_k=\sum_{j=0}^{\infty}c_j\xi_{k-j}, k\geq 1, where c_j, j\geq 0, is a sequence of constants and \xi_j, -\infty <j<\infty, is a sequence of independent identically distributed (i.i.d.) random variables (r.v.s) belonging…

We introduce $(\gamma,\delta)$-similarity, a notion of system comparison that measures to what extent two stable linear dynamical systems behave similarly in an input-output sense. This behavioral similarity is characterized by measuring…

We discuss an impact of various (path-wise) reflection-from-the barrier scenarios upon confining properties of a paradigmatic family of symmetric $\alpha $-stable L\'{e}vy processes, whose permanent residence in a finite interval on a line…

We introduce a multistable subordinator, which generalizes the stable subordinator to the case of time-varying stability index. This enables us to define a multifractional Poisson process. We study properties of these processes and…

Suppose that $\alpha \in (0,2)$ and that $X$ is an $\alpha$-stable-like process on $\R^d$. Let $F$ be a function on $\R^d$ belonging to the class $\bf{J_{d,\alpha}}$ (see Introduction) and $A_{t}^{F}$ be $\sum_{s \le t}F(X_{s-},X_{s}), t>…

A fluid queuing network constitutes one of the simplest models in which to study flow dynamics over a network. In this model we have a single source-sink pair and each link has a per-time-unit capacity and a transit time. A dynamic…

We derive a simple and general relation between the fidelity of quantum motion, characterizing the stability of quantum dynamics with respect to arbitrary static perturbation of the unitary evolution propagator, and the integrated time…

Existence and stability properties are studied for Hawkes process, i.e. point process $S$ that has long-memory and intensity $r(t)=\lambda \big(g_0(t)+ \sum_{\tau<t, \tau \in S} h(t-\tau) \big)$. The approach to Hawkes process presented in…

Monte Carlo simulations are used to show that the steady state of the d=2, two-temperature, diffusive XY model displays a continuous phase transition from a homogeneous disordered phase to a phase with long-range order. The long-range order…

Dense emulsions, colloidal gels, microgels, and foams all display a solid-like behavior at rest characterized by a yield stress, above which the material flows like a liquid. Such a fluidization transition often consists of long-lasting…

Let $d\ge1$. Consider a stable-like operator of variable order \begin{align*} \mathcal{A}f(x) & =\int_{\mathbb{R}^{d} \backslash\{0\}} \left[f(x+h) -f(x) -\mathbf{1}_{\{|h|\le1\}}h \cdot\nabla f(x)\right]\frac{n(x,h)}{|h|^{d+\alpha(x)}}…

This paper considers a class of nonautonomous slow-fast stochastic partial differential equations driven by $\alpha$-stable processes for $\alpha\in (1,2)$. By introducing the evolution system of measures, we establish an averaging…

HYGARCH process is the commonly used long memory process in modeling the long-rang dependence in volatility. Financial time series are characterized by transition between phases of different volatility levels. The smooth transition HYGARCH…

A probability-measure-preserving action of a countable group is called stable if its transformation-groupoid absorbs the ergodic hyperfinite equivalence relation of type II_1 under direct product. We show that for a countable group G and…

We study a system of all-to-all weakly coupled uniformly expanding circle maps in the thermodynamic limit. The state of the system is described by a probability measure and its evolution is given by the action of a nonlinear operator, also…

We compute the persistence exponent of the integral of a stable L\'evy process in terms of its self-similarity and positivity parameters. This solves a problem raised by Z. Shi (2003). Along the way, we investigate the law of the stable…

Let $L:= -a(x) (-\Delta)^{\alpha/2}+ (b(x), \nabla)$, where $\alpha\in (0,2)$, and $a:\rd\to (0,\infty)$, $b: \rd\to \rd$. Under certain regularity assumptions on the coefficients $a$ and $b$, we associate with the $C_\infty(\rd)$-closure…

We describe the notion of stability of coherent systems as a framework to deal with redundancy. We define stable coherent systems and show how this notion can help the design of reliable systems. We demonstrate that the reliability of…

A self-stabilizing processes $\{Z(t), t\in [t_0,t_1)\}$ is a random process which when localized, that is scaled to a fine limit near a given $t\in [t_0,t_1)$, has the distribution of an $\alpha(Z(t))$-stable process, where $\alpha:…