Related papers: Intermittency and infinite variance: the case of i…
We study a class of stationary processes indexed by $\Z^d$ that are defined via minors of $d$-dimensional (multilevel) Toeplitz matrices. We obtain necessary and sufficient conditions for phase multiplicity (the existence of a phase…
A $d$-dimensional branching diffusion, $Z$, is investigated, where the linear attraction or repulsion between particles is competing with an Ornstein-Uhlenbeck drift, with parameter $b$ (we take $b>0$ for inward O-U and $b<0$ for outward…
We consider a superposition operator of the form $$ \int_{[0, 1]} (-\Delta)^s u\, d\mu(s),$$ for a signed measure $\mu$ on the interval of fractional exponents $[0,1]$, joined to a nonlinearity whose term of homogeneity equal to one is…
By extending the approach of Berry and Robnik, the limiting level spacing distribution of a system consisting of infinitely many independent components is investigated. The limiting level spacing distribution is characterized by a single…
Exponential functionals of L\'evy processes appear as stationary distributions of generalized Ornstein-Uhlenbeck (GOU) processes. In this paper we obtain the infinitesimal generator of the GOU process and show that it is a Feller process.…
We study the persistence in a class of continuous stochastic processes that are stationary only under integer shifts of time. We show that under certain conditions, the persistence of such a continuous process reduces to the persistence of…
Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…
Long memory or long range dependency is an important phenomenon that may arise in the analysis of time series or spatial data. Most of the definitions of long memory of a stationary process $X=\{X_1, X_2,\cdots,\}$ are based on the…
We study the phenomenon of entrainment in processor sharing networks, whereby, while individual network resources have sufficient capacity to met demand, the requirement for simultaneous availability of resources means that a network may…
Non-stationary systems are found throughout the world, from climate patterns under the influence of variation in carbon dioxide concentration, to brain dynamics driven by ascending neuromodulation. Accordingly, there is a need for methods…
We consider parametric inference for an ergodic and stationary diffusion process, when the data are high-frequency observations of the integral of the diffusion process. Such data are obtained via certain measurement devices, or if…
We construct a one-dimensional piecewise linear intermittent map from the interevent time distribution for a given renewal process. Then, we characterize intermittency by the asymptotic behavior near the indifferent fixed point in the…
We study the effects of noise on a recently discovered form of intermittency, referred to as in-out intermittency. This type of intermittency, which reduces to on-off in systems with a skew product structure, has been found in the dynamics…
Fluctuation scaling has been observed universally in a wide variety of phenomena. In time series that describe sequences of events, fluctuation scaling is expressed as power function relationships between the mean and variance of either…
We analyse the so-called Marginal Instability of linear switching systems, both in continuous and discrete time. This is a phenomenon of unboundedness of trajectories when the Lyapunov exponent is zero. We disprove two recent conjectures of…
In this article we study the asymptotic behaviour of the realized quadratic variation of a process $\int_{0}^{t}u_{s}dY_{s}^{(1)}$% , where $u$ is a $\beta$-H\"older continuous process with $\beta > 1-H$ and…
We consider a diffusion process with coefficients that are periodic outside of an 'interface region' of finite thickness. The question investigated in the articles [1,2] is the limiting long time / large scale behaviour of such a process…
The opportunity of occurrence of entropy oscillations around of a stationary state in linear and nonlinear processes is theoretically shown. The new mechanism of global tendencies appearance is described.
Many physical and biological systems rely on the progression of material through multiple independent stages. In viral replication, for example, virions enter a cell to undergo a complex process comprising several disparate stages before…
For the Ornstein-Uhlenbeck process, the asymptotic behavior of the maximum likelihood estimator of the drift parameter is totally different in the stable, unstable, and explosive cases. Notwithstanding of this trichotomy, we investigate…