Related papers: Linear rigidity of stationary stochastic processes

We study the stable behaviour of discrete dynamical systems where the map is convex and monotone with respect to the standard positive cone. The notion of tangential stability for fixed points and periodic points is introduced, which is…

For stochastic systems with nonvanishing noise, i.e., at the desired state the noise port does not vanish, it is impossible to achieve the global stability of the desired state in the sense of probability. This bad property also leads to…

Examples of rigid Poisson suspensions without roots are presented. The discrete rational component in spectrum of an ergodic automorphism S prevents some roots from existing. If S is tensorly multiplied by an ergodic automorphism of the…

We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed…

We consider a family of measure preserving transformations, which act on a common probability space and are chosen at random by a stationary ergodic Markov chain. This setting defines an instance of a random dynamical system (RDS), which…

A determinantal point process (DPP) is an ensemble of random nonnegative-integer-valued Radon measures, whose correlation functions are all given by determinants specified by an integral kernel called the correlation kernel. First we show…

Contraction-driven self-propulsion of a large class of living cells can be modeled by a Keller-Segel system with free boundaries. The ensuing "active" system, exhibiting both dissipation and anti-dissipation, features stationary and…

We study conservative particle systems on W^S, where S is countable and W = {0, ..., N} or the natural numbers. The rate of a particle moving from site x to site y is given by p(x,y) b(eta_x, eta_y), where eta_z is the number of particles…

In this paper we systematically investigate the stochastic bifurcations of both ergodic stationary measures and global dynamics for stochastic Kolmogorov differential systems, which relate closely to the change of the sign of Lyapunov…

We present an abstract framework for establishing smoothing properties within a specific class of inhomogeneous discrete-time Markov processes. These properties, in turn, serve as a basis for demonstrating the existence of density functions…

We study the occurrence of number rigidity and deletion singularity in a class of point processes that we call {\it projected perturbed lattices}. These are generalizations of processes of the form…

In this note, we prove a conditionally centered version of the quenched weak invariance principle under the Hannan condition, for stationary processes. In the course, we obtain a (new) construction of the fact that any stationary process…

In a bounded domain $\mathcal{O}\subset\mathbb{R}^3$ of class $C^{1,1}$, we consider a stationary Maxwell system with the boundary conditions of perfect conductivity. It is assumed that the magnetic permeability is given by a constant…

We study continuous-time Markov chains on the non-negative integers under mild regularity conditions (in particular, the set of jump vectors is finite and both forward and backward jumps are possible). Based on the so-called flux balance…

We introduce a random matrix model for the stationary covariance of multivariate Ornstein-Uhlenbeck processes with heterogeneous temperatures, where the covariance is constrained by the Sylvester-Lyapunov equation. Using the replica method,…

The aim of this paper is to prove two results concerning the rigidity of complete, immersed, orientable, stable minimal hypersurfaces: we show that they are hyperplane in $\mathbb{R}^4$, while they do not exist in positively curved closed…

We consider a class of nonlinear ordinary differential equations of the second order with parameters. We establish conditions for perturbations of the coefficients of the equation under which the zero solution is asymptotically stable.…

In this paper we consider a sufficiently broad class of nonlinear mathematical programs with disjunctive constraints, which, e.g., include mathematical programs with complemetarity/vanishing constraints. We present an extension of the…

In this paper, we study rigidity of polynomials of arbitrary degree in the presence of neutral dynamics. Specifically, we focus on {non-renormalizable} (in the sense of Douady and Hubbard) complex polynomials of degree $d \geqslant 2$ that…

This paper introduces the R package slm which stands for Stationary Linear Models. The package contains a set of statistical procedures for linear regression in the general context where the error process is strictly stationary with short…