Related papers: A multidimensional stable limit theorem
In this note we identify the distributional limits of non-negative, ergodic stationary processes, showing that all are possible. Consequences for infinite ergodic theory are also explored and new examples of distributionally stable- and…
Around the 1960s a celebrated collection of papers emerged offering a number of explicit identities for the class of isotropic stable processes in one and higher dimensions; these include, for example, the lauded works of Blumenthal,…
The general, multidimensional barrier crossing problem for diffusive processes under the action of conservative forces is studied with the goal of developing tractable approximations. Particular attention is given to the effect of different…
Multivariate Bessel processes are classified via associated root systems and positive multiplicity constants. They describe the dynamics of interacting particle systems of Calogero-Moser-Sutherland type. Recently, Andraus, Katori, and…
We prove limit theorems for functionals of a Poisson point process using the Malliavin calculus on the Poisson space. The target distribution is conditionally either a Gaussian vector or a Poisson random variable. The convergence is stable…
We consider a three-dimensional domain occupied by a homogeneous, incompressible, non-Newtonian, heat-conducting fluid with prescribed nonuniform temperature on the boundary and no-slip boundary conditions for the velocity. No external body…
We study the distribution of the time to explosion for one-dimensional diffusions. We relate this question to computing the expectations of suitable nonnegative local martingales, and to the distributions of related diffusions with unit…
A compressible viscous-dispersive Euler system in one space dimension in the context of quantum hydrodynamics is considered. The dispersive term is due to quantum effects described through the Bohm potential and the viscosity term is of…
We consider the mass supercritical (NLS) in dimension $d\ge 1$ in the mass-supercritical range. The existence of self-similar blow up dyamics is known [Merle-Rapha\"el-Szeftel, 2010], and suitable self-similar blow up profiles were…
We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems involve multiple phase transitions governed by how long the memory is. Apart from one…
The stability radius for finitely many interconnected linear exponentially stable well-posed systems with respect to static perturbations is studied. If the output space of each system is finite-dimensional, then a lower bound for the…
We study limit cycles in piecewise complex systems with switching manifold $\mathbb{S}^1$. Using M\"obius transformations we establish an equivalence between circular and straight-line discontinuities that preserves periods, stability, and…
The Cauchy problem for a multidimensional linear transport equation with unbounded drift is investigated. Provided the drift is Holder continuous , existence, uniqueness and strong stability of solutions are obtained. The proofs are based…
In this work, a mode of convergence for measurable functions is introduced. A related notion of Cauchy sequence is given and it is proved that this notion of convergence is complete in the sense that Cauchy sequences converge. Moreover, the…
Max-stable processes are the natural analogues of the generalized extreme-value distribution for the modelling of extreme events in space and time. Under suitable conditions, these processes are asymptotically justified models for maxima of…
Consider the overdamped limit for a system of interacting particles in the presence of hydrodynamic interactions. For two-body hydrodynamic interactions and one- and two-body potentials, a Smoluchowski-type evolution equation is rigorously…
We develop an analysis of wavelets and pseudodifferential operators on multidimensional ultrametric spaces which are defined as products of locally compact ultrametric spaces. We introduce bases of wavelets, spaces of generalized functions…
We construct two kinds of stochastic flows of discrete Galton-Watson branching processes. Some scaling limit theorems for the flows are proved, which lead to local and nonlocal branching superprocesses over the positive half line.
We study the local asymptotic behavior of divergence-like functionals of a family of $d$-dimensional Infinitely Divisible Random Fields. Specifically, we derive limit theorems of surface integrals over Lipschitz manifolds for this class of…
A method is suggested for treating those complicated physical problems for which exact solutions are not known but a few approximation terms of a calculational algorithm can be derived. The method permits one to answer the following rather…