Related papers: On discrete-time self-similar processes with stati…

It is well known that the classical energetically consistent micropolar model has limits in simulating the frequency band structure of packed granular materials (see Merkel et al., 2011). It is here shown that if a standard continualization…

In this paper we consider random dynamical systems formed by concatenating maps acting on the unit interval $[0,1]$ in an iid fashion. Considered as a stationary Markov process, the random dynamical system possesses a unique stationary…

We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…

In a variety of systems which exhibit aging, the two-time response function scales as $R(t,s)\approx s^{-1-a} f(t/s)$. We argue that dynamical scaling can be extended towards conformal invariance, obtaining thus the explicit form of the…

We obtain an asymptotic H\"older estimate for expectations of a quite general class of discrete stochastic processes. Such expectations can also be described as solutions to a dynamic programming principle or as solutions to discretized…

This paper considers binomial approximation of continuous time stochastic processes. It is shown that, under some mild integrability conditions, a process can be approximated in mean square sense and in other strong metrics by binomial…

In this paper, we study nonparametric models allowing for locally stationary regressors and a regression function that changes smoothly over time. These models are a natural extension of time series models with time-varying coefficients. We…

Dynamic feedback linearization-based methods allow us to design control algorithms for a fairly large class of nonlinear systems in continuous time. However, this feature does not extend to their sampled counterparts, i.e., for a given…

In this letter we show that the late-time scaling state in spinodal decomposition is not unique. We performed lattice Boltzmann simulations of the phase-ordering of a 50%-50% binary mixture using as initial conditions for the phase-ordering…

Self-similar dynamical processes are characterized by a growing length scale $\xi$ which increases with time as $\xi \sim t^{1/z}$, where z is the dynamical exponent. The best known example is a simple random walk with z=2. Usually such…

This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…

We study the dynamics of phase ordering of a non-conserved, scalar order parameter in one dimension, with long-range interactions characterized by a power law $r^{-d-\sigma}$. In contrast to higher dimensional systems, the point nature of…

In this work, we shall consider the existence and uniqueness of stationary solutions to stochastic partial functional differential equations with additive noise in which a neutral type of delay is explicitly presented. We are especially…

We extend the theory of non-thermal fixed points to the case of anomalously slow universal scaling dynamics according to the sine-Gordon model. This entails the derivation of a kinetic equation for the momentum occupancy of the scalar field…

Temporal data such as time series can be viewed as discretized measurements of the underlying function. To build a generative model for such data we have to model the stochastic process that governs it. We propose a solution by defining the…

We address the generic problem of extracting the scaling exponents of a stationary, self-affine process realised by a timeseries of finite length, where information about the process is not known a priori. Estimating the scaling exponents…

A class of random non-stationary signals termed timbre x dynamics is introduced and studied. These signals are obtained by non-linear transformations of sta-tionary random gaussian signals, in such a way that the transformation can be…

In recent years there has been great interest in variational analysis of a class of nonsmooth functions called the minimal time function. In this paper we continue this line of research by providing new results on generalized…

The goal of this paper is to define and study a notion of fractional Brownian motion on a Lie group. We define it as at the solution of a stochastic differential equation driven by a linear fractional Brownian motion. We show that this…

This is a continuation of the earlier work \cite{SSS} to characterize stationary unitary increment Gaussian processes. The earlier assumption of uniform continuity is replaced by weak continuity and with a technical assumption on the domain…