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Related papers: Yaglom limit for Stochastic Fluid Models

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The paper addresses the question if there exists a finite stopping time for an unforced motion of a yield stress fluid with free surface. A variation inequality formulation is deduced for the problem of yield stress fluid dynamics with a…

Fluid Dynamics · Physics 2016-11-28 Wanli Cheng , Maxim A. Olshanskii

Stochastic computational models in the form of pure jump processes occur frequently in the description of chemical reactive processes, of ion channel dynamics, and of the spread of infections in populations. For spatially extended models,…

Numerical Analysis · Mathematics 2018-02-23 Augustin Chevallier , Stefan Engblom

Volumetric sediment concentrations computed by phase-resolving swash morphodynamic models are shown to exceed unity minus porosity (i.e. the maximal physically possible concentration value) by up to factor of $10^5$ when using standard…

Atmospheric and Oceanic Physics · Physics 2017-01-10 Wei Li , Peng Hu , Thomas Pähtz , Zhiguo He , Zhixian Cao

This work considers a server that processes $J$ classes using the generalized processor sharing discipline with base weight vector $\alpha=(\alpha _1,...,\alpha_J)$ and redistribution weight vector $\beta=(\beta_1,...,\beta_J)$. The…

Probability · Mathematics 2008-01-28 Kavita Ramanan , Martin I. Reiman

Recent advancements in generative modeling, particularly diffusion models, have opened new directions for time series modeling, achieving state-of-the-art performance in forecasting and synthesis. However, the reliance of diffusion-based…

Machine Learning · Computer Science 2025-05-13 Marcel Kollovieh , Marten Lienen , David Lüdke , Leo Schwinn , Stephan Günnemann

In this paper, the problem of non-fragile finite-time stabilization for linear discrete mean-field stochastic systems is studied. The uncertain characteristics in control parameters are assumed to be random satisfying the Bernoulli…

Optimization and Control · Mathematics 2023-01-24 Tianliang Zhang , Feiqi Deng , Peng Shi

We provide sufficient conditions for the existence of invariant probability measures for generic stochastic differential equations with finite time delay. This is achieved by means of the Krylov-Bogoliubov method. Furthermore, we focus on…

Dynamical Systems · Mathematics 2026-05-15 Mark van den Bosch , Onno van Gaans , Sjoerd Verduyn Lunel

Patterns and waves are basic and important phenomena that govern the dynamics of physical and biological systems. A common theme in investigating such systems is to identify the intrinsic factors responsible for such self-organization. The…

Analysis of PDEs · Mathematics 2018-06-25 Chao-Nien Chen , Y. S. Choi , Nicola Fusco

We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…

Probability · Mathematics 2011-08-16 Yves F. Atchade , Matias D. Cattaneo

We review several competing chaining methods to estimate the supremum, the diameter of the range or the modulus of continuity of a stochastic process in terms of tail bounds of their two-dimensional distributions. Then we show how they can…

Probability · Mathematics 2008-04-09 Michael Scheutzow

The aim of this paper is to use non asymptotic bounds for the probability of rare events in the Sanov theorem, in order to study the asymptotics in conditional limit theorems (Gibbs conditioning principle for thin sets). Applications to…

Probability · Mathematics 2007-05-23 Patrick Cattiaux , Nathael Gozlan

Dynamical systems with $\epsilon$ small random perturbations appear in both continuous mechanical motions and discrete stochastic chemical kinetics. The present work provides a detailed analysis of the central limit theorem (CLT), with a…

Mathematical Physics · Physics 2021-03-17 Yu-Chen Cheng , Hong Qian

We consider an open model possessing a Markovian quantum stochastic limit and derive the limit stochastic Schrodinger equations for the wave function conditioned on indirect observations using only the von Neumann projection postulate. We…

Quantum Physics · Physics 2007-05-23 John Gough , Andrei Sobolev

This paper analyzes stochastic networks consisting of a set of finite capacity sites where different classes of individuals move according to some routing policy. The associated Markov jump processes are analyzed under a thermodynamic limit…

Probability · Mathematics 2009-09-29 Nelson Antunes , Christine Fricker , Philippe Robert , Danielle Tibi

In this paper, we examine the fundamental performance limitations in the control of stochastic dynamical systems; more specifically, we derive generic $\mathcal{L}_p$ bounds that hold for any causal (stabilizing) controllers and any…

Systems and Control · Electrical Eng. & Systems 2021-06-07 Song Fang , Quanyan Zhu

We survey some results and applications of last percolation models of which the limiting distribution can be evaluated.

Probability · Mathematics 2007-05-23 Jinho Baik

We consider Markov models of large-scale networks where nodes are characterized by their local behavior and by a mobility model over a two-dimensional lattice. By assuming random walk, we prove convergence to a system of partial…

Networking and Internet Architecture · Computer Science 2016-04-27 Max Tschaikowski , Mirco Tribastone

We consider a class of continuous-time stochastic growth models on $d$-dimensional lattice with non-negative real numbers as possible values per site. We remark that the diffusive scaling limit proven in our previous work [Nagahata, Y.,…

Probability · Mathematics 2010-09-14 Yukio Nagahata , Nobuo Yoshida

In this work, we use a tempering-based adaptive particle filter to infer from a partially observed stochastic rotating shallow water (SRSW) model which has been derived using the Stochastic Advection by Lie Transport (SALT) approach. The…

Numerical Analysis · Mathematics 2022-01-03 Peter Jan van Leeuwen , Dan Crisan , Oana Lang , Roland Potthast

This paper provides a Central Limit Theorem (CLT) for a process $\{\theta_n, n\geq 0\}$ satisfying a stochastic approximation (SA) equation of the form $\theta_{n+1} = \theta_n + \gamma_{n+1} H(\theta_n,X_{n+1})$; a CLT for the associated…

Probability · Mathematics 2013-09-13 Gersende Fort