Related papers: Stable windings at the origin
In this paper, we present the asymptotic theory for integrated functions of increments of Brownian local times in space. Specifically, we determine their first-order limit, along with the asymptotic distribution of the fluctuations. Our key…
We present for the first time solutions in the gauged $U(1)\times U(1)$ model of Witten describing vortons -- spinning flux loops stabilized against contraction by the centrifugal force. Vortons were heuristically described many years ago,…
This paper deals with inference in a class of stable but nearly-unstable processes. Autoregressive processes are considered, in which the bridge between stability and instability is expressed by a time-varying companion matrix $A_{n}$ with…
In this paper, we analyze the dynamics of spreading processes taking place over time-varying networks. A common approach to model time-varying networks is via Markovian random graph processes. This modeling approach presents the following…
We are concerned with time-dependent inverse source problems in elastodynamics. The source term is supposed to be the product of a spatial function and a temporal function with compact support. We present frequency-domain and time-domain…
We give a generalization of the ergodic theorem for semi-Markov linear-type processes. This generalization is proved for the case when a common support of distributions defining this process is not arithmetic. Also we give an uniform…
The aim of this article is to establish a concise proof for a stability result of self-similar solutions of the binormal flow, in some more restrictive cases than in [5]. This equation, also known as the Local Induction Approximation, is a…
Recent results on the stationary state Fluctuation Theorems for work and heat fluctuations of Langevin systems are presented. The relevance of finite time corrections in understanding experimental and simulation results is explained in the…
We consider noisy non-synchronous discrete observations of a continuous semimartingale with random volatility. Functional stable central limit theorems are established under high-frequency asymptotics in three setups: one-dimensional for…
We consider matrix-valued stochastic processes known as isotropic Brownian motions, and show that these can be solved exactly over complex fields. While these processes appear in a variety of questions in mathematical physics, our main…
Cyclic structure and dynamics are of great interest in both the fields of stochastic processes and nonequilibrium statistical physics. In this paper, we find a new symmetry of the Brownian motion named as the quasi-time-reversal invariance.…
The origin of stabilization of complex microstructures along macrotwin boundaries in martensites is explained by comparing two models based on Ginzburg-Landau theory. The first model incorporates a geometrically nonlinear strain tensor to…
A spectral method using associated Legendre functions with algebraic mapping is developed for a linear stability analysis of wake vortices. These functions serve as Galerkin basis functions, capturing correct analyticity and boundary…
We obtain functional central limit theorems for both discrete time expressions of the form $1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})$ and similar expressions in the continuous time where the sum is replaced…
In a series of works published in the 1990-s, Kerov put forth various applications of the circle of ideas centred at the Markov moment problem to the limiting shape of random continual diagrams arising in representation theory and spectral…
We consider fragmentation processes with values in the space of marked partitions of $\mathbb{N}$, i.e. partitions where each block is decorated with a nonnegative real number. Assuming that the marks on distinct blocks evolve as…
Limit theorems are presented for the rescaled occupation time fluctuation process of a critical finite variance branching particle system in $\mathbb{R}^{d}$ with symmetric $\alpha$-stable motion starting off from either a standard Poisson…
A well-known problem in holomorphic dynamics is to obtain Denjoy--Wolff-type results for compositions of self-maps of the unit disc. Here, we tackle the particular case of inner functions: if $f_n:\mathbb{D}\to\mathbb{D}$ are inner…
We obtain central limit theorem, local limit theorems and renewal theorems for stationary processes generated by skew product maps $T(\om,x)=(\te\om,T_\om x)$ together with a $T$-invariant measure, whose base map $\te$ satisfies certain…
We consider one-dimensional branching Brownian motion in which particles are absorbed at the origin. We assume that when a particle branches, the offspring distribution is supercritical, but the particles are given a critical drift towards…