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In this paper, we develop new optional stopping theorems for scenarios where the stopping rules are defined by bounded continuity regions. Moreover, we establish a wide variety of inequalities on the supremums and infimums of functions of…
In this paper we study the stochastic homogenisation of free-discontinuity functionals. Assuming stationarity for the random volume and surface integrands, we prove the existence of a homogenised random free-discontinuity functional, which…
Motivated by applications of statistical mechanics in which the system of interest is spatially unconfined, we present an exact solution to the maximum entropy problem for assigning a stationary probability distribution on the phase space…
We describe the extremal translation invariant stationary (ETIS) states of the facilitated exclusion process on $\mathbb{Z}$. In this model all particles on sites with one occupied and one empty neighbor jump at each integer time to the…
Recently, Bauke and Mertens conjectured that the local statistics of energies in random spin systems with discrete spin space should in most circumstances be the same as in the random energy model. Here we give necessary conditions for this…
We study general zero range processes with different types of particles on a d-dimensional lattice with periodic boundary conditions. A necessary and sufficient condition on the jump rates for the existence of stationary product measures is…
The ability to detect change-points in a dynamic network or a time series of graphs is an increasingly important task in many applications of the emerging discipline of graph signal processing. This paper formulates change-point detection…
We study an extended system that without noise shows a spatially homogeneous state, but when submitted to an adequate multiplicative noise, some "noise-induced patterns" arise. The stochastic resonance between these structures is…
In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the prop- erties are (approximately) constant for some time and then slowly…
The stochastic solution with Gaussian stationary increments is establihsed for the symmetric space-time fractional diffusion equation when $0 < \beta < \alpha \le 2$, where $0 < \beta \le 1$ and $0 < \alpha \le 2$ are the fractional…
We prove regularity and stochastic homogenization results for certain degenerate elliptic equations in nondivergence form. The equation is required to be strictly elliptic, but the ellipticity may oscillate on the microscopic scale and is…
In this paper we study the self-similar processes with stationary increments in a discrete-time setting. Different from the continuous-time case, it is shown that the scaling function of such a process may not take the form of a power…
The stationary points (SPs) of the potential energy landscapes (PELs) of multivariate random potentials (RPs) have found many applications in many areas of Physics, Chemistry and Mathematical Biology. However, there are few reliable methods…
We propose a notion of conditioned stochastic stability of invariant measures on repellers: we consider whether quasi-ergodic measures of absorbing Markov processes, generated by random perturbations of the deterministic dynamics and…
A new sufficient condition is proved for the existence of stochastic semigroups generated by the sum of two unbounded operators. It is applied to one-dimensional piecewise deterministic Markov processes, where we also discuss the existence…
The minimum rate of entropy production (MREP) and the least dissipation energy (LDE) principles are re-examined concerning continuous systems in stationary nonequilibrium states. By means of simple considerations on coefficients of…
There has been considerable recent interest, primarily motivated by problems in applied algebraic topology, in the homology of random simplicial complexes. We consider the scenario in which the vertices of the simplices are the points of a…
Stationary reciprocal processes defined on a finite interval of the integer line can be seen as a special class of Markov random fields restricted to one dimension. Non stationary reciprocal processes have been extensively studied in the…
In this short note, we investigate non-invertible stochastic dynamical systems on the unit interval $[0, 1]$. We provide a handy condition for unique ergodicity for systems that are injective in mean. On the other hand, we give concrete…
The phase space contraction and the entropy production rates of Hamiltonian systems in an external field, thermostatted to obtain a stationary state are considered. While for stationary states with a constant kinetic energy the two rates…