Related papers: Intrinsic scales for high-dimensional LEVY-driven …
This paper is concerned with the decentralized stabilization problem for a class of uncertain large-scale systems with Markovian jump parameters. The controllers use local subsystem states and neighboring mode information to generate local…
We propose a new simple and explicit numerical scheme for time-homogeneous stochastic differential equations. The scheme is based on sampling increments at each time step from a skew-symmetric probability distribution, with the level of…
This paper first establishes a fundamental mean-square convergence theorem for general one-step numerical approximations of L\'{e}vy noise driven stochastic differential equations with non-globally Lipschitz coefficients. Then two novel…
This paper aims to develop the stability theory for singular stochastic Markov jump systems with state-dependent noise, including both continuous- and discrete-time cases. The sufficient conditions for the existence and uniqueness of a…
We construct a family of chaotic dynamical systems with explicit broad distributions, which always violate the central limit theorem. In particular, we show that the superposition of many statistically independent, identically distributed…
Levy processes are widely used in financial mathematics, telecommunication, economics, queueing theory and natural sciences for modelling. A typical model is obtained by considering finite dimensional linear stochastic SISO systems driven…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
By extending the approach of Berry and Robnik, the limiting level spacing distribution of a system consisting of infinitely many independent components is investigated. The limiting level spacing distribution is characterized by a single…
In this article we study a class of stochastic functional differential equations driven by L\'{e}vy processes (in particular, $\alpha$-stable processes), and obtain the existence and uniqueness of Markov solutions in small time intervals.…
We study an open discrete-time queueing network that models the collection of data in a multi-hop sensor network. We assume data is generated at the sensor nodes as a discrete-time Bernoulli process. All nodes in the network maintain a…
We present limit theorems for a sequence of Piecewise Deterministic Markov Processes (PDMPs) taking values in a separable Hilbert space. This class of processes provides a rigorous framework for stochastic spatial models in which discrete…
We analyze confining mechanisms for L\'evy flights evolving under an influence of external potentials. Given a stationary probability density function (pdf), we address the reverse engineering problem: design a jump-type stochastic process…
Locked intrinsic localized modes (ILMs) and large amplitude lattice spatial modes (LSMs) have been experimentally measured for a driven 1-D nonlinear cyclic electric transmission line, where the nonlinear element is a saturable capacitor.…
We propose a unified framework for robustly and adaptively stabilizing large-scale networked uncertain Markovian jump linear systems (MJLS) under external disturbances and mode switches that can change the network's topology. Adaptation is…
Literature is full of inference techniques developed to estimate the parameters of stochastic dynamical systems driven by the well-known Brownian noise. Such diffusion models are often inappropriate models to properly describe the dynamics…
By considering special sampling of discrete scale invariant (DSI) processes we provide a sequence which is in correspondence to multi-dimensional self-similar process. By imposing Markov property we show that the covariance functions of…
We consider a class of continuous-time stochastic growth models on $d$-dimensional lattice with non-negative real numbers as possible values per site. We remark that the diffusive scaling limit proven in our previous work [Nagahata, Y.,…
In two dimensional isotropic scale invariant theories, the time scaling of the entanglement entropy of a segment is fixed via the conformal symmetry. We consider scale invariance in a more general sense and show that in integrable theories…
We study synchronization of nonlinear systems that satisfy an incremental passivity property. We consider the case where the control input is subject to a class of disturbances, including constant and sinusoidal disturbances with unknown…
We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…