Related papers: Potentials of stable processes
Optimization under uncertainty and risk is indispensable in many practical situations. Our paper addresses stability of optimization problems using composite risk functionals which are subjected to measure perturbations. Our main focus is…
We consider the static wall approximation to the dynamics of a particle bouncing on a periodically oscillating infinitely heavy plate while subject to a potential force. We assume the case of a potential given by a power of the particle's…
The line potential energy in the cutset is used as the criterion for monitoring the generator instability, but the criterion has the following two limitations due to narrowly defined conditions. The assumption of an ideal constant power…
We consider the standard thermodynamic processes with constraints, but with additional uncertainty about the control parameters. Motivated by inductive reasoning, we assign prior distribution that provides a rational guess about likely…
The topic of this manuscript is the stability analysis of continuous-time switched nonlinear systems with constraints on the admissible switching signals. Our particular focus lies in considering signals characterized by upper and lower…
We derive the formula for the stationary states of particle-number conserving exclusion processes infinitesimally perturbed by inhomogeneous adsorption and desorption. The formula not only proves but also generalises the conjecture proposed…
In this article, we quantify the functional convergence of the rescaled random walk with heavy tails to a stable process.This generalizes the Generalized Central Limit Theorem for stable random variables infinite dimension. We show that…
We establish the incompressible limit of weakly asymmetric simple exclusion processes coupled through particle collisions. The incompressible limit depends on various parameters in the particle system and is linked to fluid dynamics…
In this article, we discuss stability of the one-dimensional overdamped Lange\-vin equation in double-well potential. We determine unstable and stable equilibria, and discuss the rate of convergence to stable ones. Also, we derive…
It is a common phenomenon in nature and technology that a system under perturbations exits a regime of its usual dynamics. Often it is possible to define a potential function whereby a potential well can be associated with a usual or…
It has been recently discovered that some random processes may satisfy limit theorems even though they exhibit intermittency, namely an unusual growth of moments. In this paper we provide a deeper understanding of these intricate limiting…
We present a technique to study normalizing strategies when termination is asymptotic, that is, it appears as a limit, as opposite to reaching a normal form in a finite number of steps. Asymptotic termination occurs in several settings,…
When a system is perturbed by the variation of external parameters, a lag generally develops between the actual state of the system and the equilibrium state corresponding to the current parameter values. We establish a microscopic,…
In this paper, we consider a diffusion process pertaining to a chain of distributed control systems with small random perturbation. The distributed control system is formed by n subsystems that satisfy an appropriate Hormander condition,…
We deduce stability results for finite control set and mixed-integer model predictive control with a downstream oversampling phase. The presentation rests upon the inherent robustness of model predictive control with stabilizing terminal…
Through a straightforward Bayesian approach we show that under some general conditions a maximum running time, namely the number of discrete steps performed by a computer program during its execution, can be defined such that the…
Using a generalization of the skew-product representation of planar Brownian motion and the analogue of Spitzer's celebrated asymptotic Theorem for stable processes due to Bertoin and Werner, for which we provide a new easy proof, we obtain…
In this note we provide an algorithm for the computation of the steady-state input able to achieve the steady-state output tracking of any desired output signal representable as a rational transfer function.
In environmental applications of extreme value statistics, the underlying stochastic process is often modeled either as a max-stable process in continuous time/space or as a process in the domain of attraction of such a max-stable process.…
For an infinite-horizon continuous-time optimal stopping problem under non-exponential discounting, we look for an optimal equilibrium, which generates larger values than any other equilibrium does on the entire state space. When the…