Related papers: Stable processes with stationary increments parame…
This work defines two classes of processes, that we term {\it tempered fractional multistable motion} and {\it tempered multifractional stable motion}. They are extensions of fractional multistable motion and multifractional stable motion,…
This technical note studies Lyapunov-like conditions to ensure a class of dynamical systems to exhibit predefined-time stability. The origin of a dynamical system is predefined-time stable if it is fixed-time stable and an upper bound of…
Following the definition of perturbed metric space, in this paper, some fixed point theorems are established for $ F $-perturbed mappings in complete perturbed metric spaces and justify the result by counter example. Finally, an application…
We study a particular class of moving average processes which possess a property called localisability. This means that, at any given point, they admit a ``tangent process'', in a suitable sense. We give general conditions on the kernel g…
We introduce an index based on information theory to quantify the stationarity of a stochastic process.The index compares on the one hand the information contained in the increment at the time scale $\tau$ of the process at time $t$ with,…
For a non-stationary or non-ergodic marked point process (MPP) on $\R^d$, the definition of averages becomes ambiguous as the process might have a different stochastic behavior in different realizations (non-ergodicity) or in different…
We introduce Markov Neural Processes (MNPs), a new class of Stochastic Processes (SPs) which are constructed by stacking sequences of neural parameterised Markov transition operators in function space. We prove that these Markov transition…
The topic of this manuscript is the stability analysis of continuous-time switched nonlinear systems with constraints on the admissible switching signals. Our particular focus lies in considering signals characterized by upper and lower…
We study a class of self-similar processes with stationary increments belonging to higher order Wiener chaoses which are similar to Hermite processes. We obtain an almost sure wavelet-like expansion of these processes. This allows us to…
Finding separable certificates of stability is important for tractability of analysis methods for large-scale networked systems. In this paper we consider the question of when a nonlinear system which is contracting, i.e. all solutions are…
Finite metric spaces arise in many different contexts. Enormous bodies of data, scientific, commercial and others can often be viewed as large metric spaces. It turns out that the metric of graphs reveals a lot of interesting information.…
Monotone L\'evy processes with additive increments are defined and studied. It is shown that these processes have a natural Markov structure and their Markov transition semigroups are characterized using the monotone L\'evy-Khintchine…
We present a class of Gauss-Markov processes which can be represented as space-time scaled stationary Ornstein-Uhlenbeck processes defined on the real line. We give several explicit examples of the representation for certain Gauss bridge…
A family of self-similar and translation-invariant random sup-measures with long-range dependence are investigated. They are shown to arise as the limit of the empirical random sup-measure of a stationary heavy-tailed process, inspired by…
The recently developed framework for quantum theory with no global causal order allows for quantum processes in which operations in local laboratories are neither causally ordered nor in a probabilistic mixture of definite causal orders.…
For a class of piecewise deterministic Markov processes, the supports of the invariant measures are characterized. This is based on the analysis of controllability properties of an associated deterministic control system. Its invariant…
The solution to a multivariate linear Stochastic Differential Equation (SDE) with constant initial state is well known to be a Gaussian Markov process, but its covariance kernel involves the solution to an integral equation in the general…
We consider a particle system with weights and the scaling limits derived from its occupation time. We let the particles perform independent recurrent L\'evy motions and we assume that their initial positions and weights are given by a…
New index transforms, involving the real part of the modified Bessel function of the first kind as the kernel are considered. Mapping properties such as the boundedness and invertibility are investigated for these operators in the Lebesgue…
We study the persistence probability for processes with stationary increments. Our results apply to a number of examples: sums of stationary correlated random variables whose scaling limit is fractional Brownian motion, random walks in…