Related papers: On discrete-time self-similar processes with stati…
The late-time distribution function P(x,t) of a particle diffusing in a one-dimensional logarithmic potential is calculated for arbitrary initial conditions. We find a scaling solution with three surprising features: (i) the solution is…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
We consider a stationary spatio-temporal random process and assume that we have a sample. By defining a sequence of discrete Fourier transforms at canonical frequencies at each location, and using these complex valued random varables as…
Directional-change Intrinsic Time analysis has long revealed scaling laws in market microstructure, but the origin of their stability remains elusive. This article presents evidence that Intrinsic Time can be modeled as a memoryless…
Scaling transformations involving a small parameter ({\em degenerate scalings}) are frequently used for ordinary differential equations that model (bio-) chemical reaction networks. They are motivated by quasi-steady state (QSS) of certain…
We revisit Wschebor's theorems on small increments for processes with scaling and stationary properties and deduce large deviation principles.
In this paper diffusion processes with changing modes are studied involving the variable order partial differential equations. We prove the existence and uniqueness theorem of a solution of the Cauchy problem for fractional variable order…
When the entities undergoing a chemical reaction are not available simultaneously, the classical rate equation of a reaction or, alternatively for the evolution of a population, should be extended by including non-Markovian memory effects.…
We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…
A technique is introduced which allows to generate -- starting from any solvable discrete-time dynamical system involving N time-dependent variables -- new, generally nonlinear, generations of discrete-time dynamical systems, also involving…
Determinantal point processes are models for regular spatial point patterns, with appealing probabilistic properties. We present their spatio-temporal counterparts and give examples of these models, based on spatio-temporal covariance…
A semi-process is an analog of the semi-flow for non-autonomous differential equations or inclusions. We prove an abstract result on the existence of measurable semi-processes in the situations where there is no uniqueness. Also, we allow…
We introduce a new class of stochastic processes which are stationary, Markovian and characterized by an infinite range of time-scales. By transforming the Fokker-Planck equation of the process into a Schrodinger equation with an…
A central notion of physics is the rate of change. While mathematically the concept of derivative represents an idealization of the linear growth, power law types of non-linearities even in noiseless physical signals cause derivative…
The definition of the standard differential operator is extended from integer steps to arbitrary stepsize. The classical, nonrelativistic Hamiltonian is quantized, using these new continuous operators. The resulting Schroedinger type…
We consider a class of zero-range processes exhibiting a condensation transition in the stationary state, with a critical single-site distribution decaying faster than a power law. We present the analytical study of the coarsening dynamics…
In this paper, we study the asymptotic behavior of sums of functions of the increments of a given semimartingale, taken along a regular grid whose mesh goes to 0. The function of the $i$th increment may depend on the current time, and also…
Nonlinear fractional dynamics with scale invariance in continuous and discrete time approaches are described. We use non-integer-order integro-differential operators that can be interpreted as generalizations of scaling (dilation)…
We prove a strong approximation result for the empirical process associated to a stationary sequence of real-valued random variables, under dependence conditions involving only indicators of half lines. This strong approximation result also…
We consider continuous space-time decay-surge population models which are semi- stochastic processes for which deterministically declining populations, bound to fade away, are rein- vigorated at random times by bursts or surges of random…