Related papers: Linear rigidity of stationary stochastic processes
We consider linear stability of steady states of 1(1/2) and 3D Vlasov-Maxwell systems for collisionless plasmas. The linearized systems can be written as separable Hamiltonian systems with constraints. By using a general theory for…
Noncolliding Brownian motion (Dyson's Brownian motion model with parameter $\beta=2$) and noncolliding Bessel processes are determinantal processes; that is, their space-time correlation functions are represented by determinants. Under a…
Stationary determinantal point processes are proved to be Brillinger mixing. This property is an important step towards asymptotic statistics for these processes. As an important example, a central limit theorem for a wide class of…
Given a continuous linear cocycle A over a homeomorphism f of a compact metric space X, we investigate its set R of Lyapunov-Perron regular points, that is, the collection of trajectories of f that obey the conclusions of the Multiplicative…
Linear Dynamical Systems, both discrete and continuous, are invaluable mathematical models in a plethora of applications such the verification of probabilistic systems, model checking, computational biology, cyber-physical systems, and…
This paper studies fixed step-size stochastic approximation (SA) schemes, including stochastic gradient schemes, in a Riemannian framework. It is motivated by several applications, where geodesics can be computed explicitly, and their use…
Given the significance of physical measures in understanding the complexity of dynamical systems as well as the noisy nature of real-world systems, investigating the stability of physical measures under noise perturbations is undoubtedly a…
The aim of the present paper is to provide necessary and sufficient conditions to maintain a stochastic coupled system, with porous media components and gradient-type noise in a prescribed set of constraints by using internal controls. This…
Linear systems governed by continuous-time difference equations cover a wide class of linear systems. From the Lyapunov-Krasovskii approach, we investigate stability for such a class of systems. Sufficient conditions, and in some particular…
We establish various qualitative properties of liquid Lane-Emden stars in $\mathbb{R}^d$, including bounds for its density profile $\rho$ and radius $R$. Using them we prove that against radial perturbations, the liquid Lane-Emden stars are…
The Razumov-Stroganov conjecture relates the ground-state coefficients in the even-length dense O(1) loop model to the enumeration of fully-packed loop configuration on the square, with alternating boundary conditions, refined according to…
Causal rigid particles whose action includes an {\it arbitrary} dependence on the world-line extrinsic curvature are considered. General classes of solutions are constructed, including {\it causal tachyonic} ones. The Hamiltonian…
Let $a$ be a finite signed measure on $[-r, 0]$ with $r \in (0, \infty)$. Consider a stochastic process $(X^{(\vartheta)}(t))_{t\in[-r,\infty)}$ given by a linear stochastic delay differential equation \[ \mathrm{d} X^{(\vartheta)}(t) =…
We prove rigidity results describing contextually-constrained maps defined on Grassmannians and manifolds of ordered independent line tuples in finite-dimensional vector or Hilbert spaces. One statement in the spirit of the Fundamental…
A linearly constrained framework in $\mathbb{R}^d$ is a point configuration together with a system of constraints which fixes the distances between some pairs of points and additionally restricts some of the points to lie in given affine…
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…
This work develops a quantitative homogenization theory for random suspensions of rigid particles in a steady Stokes flow, and completes recent qualitative results. More precisely, we establish a large-scale regularity theory for this…
We generalize the concept "well-posed linear system" to stochastic linear control systems and study some basic properties of such kind systems. Under our generalized definition, we show the well-posedness of the stochastic heat equation and…
A class of distributed systems with a cyclic interconnection structure is considered. These systems arise in several biochemical applications and they can undergo diffusion driven instability which leads to a formation of spatially…
We consider a particle system of the squared Bessel processes with index $\nu > -1$ conditioned never to collide with each other, in which if $-1 < \nu < 0$ the origin is assumed to be reflecting. When the number of particles is finite, we…