Related papers: Phase descriptions of a multidimensional Ornstein-…
Functional data present as functions or curves possessing a spatial or temporal component. These components by nature have a fixed observational domain. Consequently, any asymptotic investigation requires modelling the increased correlation…
We derive an explicit representation for the transition law of a $p$-tempered $\alpha$-stable process of Ornstein-Uhlenbeck-type and use it to develop a methodology for simulation. Our results apply in both the univariate and multivariate…
Assuming that a reflected Ornstein-Uhlenbeck state process is observed at discrete time instants, we propose generalized moment estimators to estimate all drift and diffusion parameters via the celebrated ergodic theorem. With the sampling…
The Eigendecomposition of quadratic forms (symmetric matrices) guaranteed by the spectral theorem is a foundational result in applied mathematics. Motivated by a shared structure found in inferential problems of recent interest---namely…
We consider countable system of harmonic oscillators on the real line with quadratic interaction potential with finite support and local external force (stationary stochastic process) acting only on one fixed particle. In the case of…
We argue that the complex numbers are an irreducible object of quantum probability. This can be seen in the measurements of geometric phases that have no classical probabilistic analogue. Having complex phases as primitive ingredient…
In the present paper a simple dynamical model for computing the osmotically driven fluid flow in a variety of complex, non equilibrium situations is derived from first principles. Using the Oberbeck-Boussinesq approximation, the basic…
New results on functional prediction of the Ornstein-Uhlenbeck process in an autoregressive Hilbert-valued and Banach-valued frameworks are derived. Specifically, consistency of the maximum likelihood estimator of the autocorrelation…
A novel kind of irreversible phase transitions (IPT's) driven by an oscillatory input parameter is studied by means of computer simulations. Second order IPT's showing scale invariance in relevant dynamic critical properties are found to…
In this paper, we investigate the parameter estimation for threshold Ornstein$\mathit{-}$Uhlenbeck processes. Least squares method is used to obtain continuous-type and discrete-type estimators for the drift parameters based on continuous…
In this paper, connections between surface roughness and directed polymers in random medium are studied, when the surface is considered as a directed line undergoing stochastic oscillations. This is performed by studying the influence of a…
We introduce a one-parameter generalized oscillator algebra A(k) (that covers the case of the harmonic oscillator algebra) and discuss its finite- and infinite-dimensional representations according to the sign of the parameter k. We define…
We propose a definition of the asymptotic phase for quantum nonlinear oscillators from the viewpoint of the Koopman operator theory. The asymptotic phase is a fundamental quantity for the analysis of classical limit-cycle oscillators, but…
Isotropic Brownian flows (IBFs) are a fairly natural class of stochastic flows which has been studied extensively by various authors. Their rich structure allows for explicit calculations in several situations and makes them a natural…
We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic…
We present a detailed analysis of the eigenfunctions of the Fokker-Planck operator for the L\'evy-Ornstein-Uhlenbeck process, their asymptotic behavior and recurrence relations, explicit expressions in coordinate space for the special cases…
A quantum state can be written in phase space, but the resulting object is not generally the probability density of a positive stochastic process on ordinary phase space. We spell this out for Wigner dynamics. If a positive phase-space…
An oscillator is called isochronous if all motions have a common period. When the system is forced by a time-dependent perturbation with the same period the dynamics may change and the phenomenon of resonance can appear. In this context,…
In this paper we use the parameterization method to provide a complete description of the dynamics of an $n$-dimensional oscillator beyond the classical phase reduction. The parameterization method allows, via efficient algorithms, to…
Enhancing a recent result of Bayart and Ruzsa we obtain a Birkhoff-type characterization of upper frequently hypercyclic operators and a corresponding Upper Frequent Hypercyclicity Criterion. As an application we characterize upper…