Related papers: Perturbation analysis of Markov modulated fluid mo…
We study conformal quantum mechanics by first considering the perturbative $S$-matrix in various dimensions. The model has two couplings and we study perturbatively the degree of ultraviolet divergences arising in the interplay between the…
We study the effect of parameter fluctuations on synchronization of a coupled chaotic system. The fluctuations to the parameter can be random or it can be a periodic modulation. For random fluctuations we introduce a new quantity, the…
Analytical formulas are derived to compute the first-order effects produced by plane inhomogeneities on the point source seismic response of a fluid-filled stratified porous medium. The derivation is achieved by a perturbation analysis of…
A modified method is presented to generate artificial magnetic turbulence that is used for test-particle simulations. Such turbulent fields are obtained from the superposition of a set of wave modes with random polarizations and random…
We solve two problems related to the fluctuations of time-integrated functionals of Markov diffusions, used in physics to model nonequilibrium systems. In the first we derive and illustrate the appropriate boundary conditions on the…
We establish results for the first sensitivity analysis of the stochastic fluid models (SFMs). We derive expressions for the sensitivity analysis of the key stationary and transient (time-dependent) quantities of this class of models. We…
In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…
We consider a perturbed system $(X,\varphi(\epsilon,\cdot))$, where $X$ is a topological Markov shift with a countably infinite state space, and $\varphi(\epsilon,\cdot)$ is a real-valued potential on X depending on a small parameter…
We report on the renormalization of the Immirzi parameter found through perturbative one-loop calculations.
A binary fluid mixture in contact with lateral particle reservoirs is considered. By imposing different particle concentrations in these reservoirs, the system can be maintained under controlled non-equilibrium conditions. Previous…
We derive renormalization group equations which allow us to treat order parameter fluctuations near quantum phase transitions in cases where an expansion in powers of the order parameter is not possible. As a prototypical application, we…
A theory of the macroturbulent instability in the system containing vortices of opposite directions (vortices and antivortices) in hard superconductors is proposed. The origin of the instability is connected with the anisotropy of the…
Charged particles interacting with electromagnetic waves have a portion of their energy tied up in wave-driven oscillations. When these waves are localized to the exhaust of linear magnetic confinement systems this ponderomotive effect can…
We consider a Poisson process $\Phi$ on a general phase space. The expectation of a function of $\Phi$ can be considered as a functional of the intensity measure $\lambda$ of $\Phi$. Extending earlier results of Molchanov and Zuyev [Math.…
Markov-modulated fluids have a long history. They form a simple class of Markov additive processes, and were initially developed in the 1950s as models for dams and reservoirs, before gaining much popularity in the 1980s as models for…
Perturbation bounds for Mostow's decomposition and the bipolar decomposition of matrices have been computed. To do so, expressions for the derivative of the geometric mean of two positive definite matrices have been derived.
Perturbation theory for Markov chains addresses the question how small differences in the transitions of Markov chains are reflected in differences between their distributions. We prove powerful and flexible bounds on the distance of the…
We study two spiked models of random matrices under general frameworks corresponding respectively to additive deformation of random symmetric matrices and multiplicative perturbation of random covariance matrices. In both cases, the…
In this paper, we study perturbation of Hilbert-Schmidt frames under structured modifications, where the perturbation takes the form of replacing finitely or infinitely many frame elements. We establish explicit criteria under which the…
A general theory is derived for the moments of the first passage time of a one-dimensional Markov process in presence of a weak time-dependent forcing. The linear corrections to the moments can be expressed by quadratures of the potential…