Related papers: Analytic proof of multivariate stable local large …
Static analyses overwhelmingly trade precision for soundness and automation. For this reason, their use-cases are restricted to situations where imprecision isn't prohibitive. In this paper, we propose and specify a static analysis that…
We fill the two main remaining gaps in the full classification of non-degenerate planar traveling waves of scalar balance laws from the point of view of spectral and nonlinear stability/instability under smooth perturbations. On one hand we…
In panel data we observe a usually high number N of individuals over a time period T. Even if T is large one often assumes stability of the model over time. We propose a nonparametric and robust test for a change in location and derive its…
We study a one-dimensional stochastic differential equation driven by a stable L\'evy process of order $\alpha$ with drift and diffusion coefficients $b,\sigma$. When $\alpha\in (1,2)$, we investigate pathwise uniqueness for this equation.…
We study statistical inference for small-noise-perturbed multiscale dynamical systems. We prove consistency, asymptotic normality, and convergence of all scaled moments of an appropriately-constructed maximum likelihood estimator (MLE) for…
We discuss recently developed methods that quantify the stability and generalizability of statistical findings under distributional changes. In many practical problems, the data is not drawn i.i.d. from the target population. For example,…
We prove that for every discrete-time linear switching system in two complex variables and with finitely many switching states, either the system is Lyapunov stable or there exists a trajectory which escapes to infinity with at least linear…
In this paper we derive a Large Deviation Principle (LDP) for inhomogeneous U/V-statistics of a general order. Using this, we derive a LDP for two types of statistics: random multilinear forms, and number of monochromatic copies of a…
Motivated by recent experiments with ultra-cold matter, we derive a new bound on the propagation of information in $D$-dimensional lattice models exhibiting $1/r^{\alpha}$ interactions with $\alpha>D$. The bound contains two terms: One…
Local linear instability refers to the linearized discrete operator exhibiting perturbation growth exceeding that of the corresponding continuous linearized problem. In the context of nonlinear entropy-stable discretizations, we argue that…
The discrete multiscale analysis for boundary value problems in nonlinear discrete systems leads to a first order discrete modulational instability above a threshold amplitude for wave numbers beyond the zero of group velocity dispersion.…
We introduce the notion of linear multifractional stable sheets in the broad sense (LMSS) with $\alpha\in(0,2]$, to include both linear multifractional Brownian sheets ($\alpha=2$) and linear multifractional stable sheets ($\alpha<2$). The…
We study flocking in one dimension, introducing a lattice model in which particles can move either left or right. We find that the model exhibits a continuous nonequilibrium phase transition from a condensed phase, in which a single `flock'…
Synchronisation and stability under periodic oscillatory driving are well-understood, but little is known about the effects of aperiodic driving, despite its abundance in nature. Here, we consider oscillators subject to driving with slowly…
We introduce a novel type of random perturbation for the classical Lorenz flow in order to better model phenomena slowly varying in time such as anthropogenic forcing in climatology and prove stochastic stability for the unperturbed flow.…
We prove the asymptotic mixed normality of the least absolute deviation (LAD) estimator for a locally $\alpha$-stable stochastic differential equation (SDE) observed at high frequency, where $\alpha\in(0,2)$. We investigate both ergodic and…
We carry out a comprehensive linear stability analysis of active Brownian particle systems around a constant homogeneous state. These scalar models, being important prototypes for the continuous description of active matter, are…
We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…
In this article we study the expanding properties of random perturbations of contracting Lorenz maps satisfying the summability condition of exponent 1. Under general conditions on the maps and perturbation types, we prove stochastic…
We establish large deviation type estimates for i.i.d. products of two dimensional random matrices with finitely supported probability distribution. The estimates are stable under perturbations and require no irreducibility assumptions. In…