Related papers: Multivariate Max-Stable Processes and Homogeneous …
We study stationary max-stable processes $\{\eta(t)\colon t\in\mathbb R\}$ admitting a representation of the form $\eta(t)=\max_{i\in\mathbb N}(U_i+ Y_i(t))$, where $\sum_{i=1}^{\infty} \delta_{U_i}$ is a Poisson point process on $\mathbb…
This article considers multivariate linear processes whose components are either short- or long-range dependent. The functional central limit theorems for the sample mean and the sample autocovariances for these processes are investigated,…
In a companion article we have introduced a notion of multiscale functional inequalities for functions $X(A)$ of an ergodic stationary random field $A$ on the ambient space $\mathbb R^d$. These inequalities are multiscale weighted versions…
The functions of many networked systems in physics, biology or engineering rely on a coordinated or synchronized dynamics of its constituents. In power grids for example, all generators must synchronize and run at the same frequency and…
We analyze stability properties of monotone nonlinear systems via max-separable Lyapunov functions, motivated by the following observations: first, recent results have shown that asymptotic stability of a monotone nonlinear system implies…
We consider the system of stochastic differential equations dX_t=A(X_{t-}) dZ_t, where Z_t^1, ..., Z^d_t are independent one-dimensional symmetric stable processes of order \alpha, and the matrix-valued function A is bounded, continuous and…
We study stationary stable processes related to periodic and cyclic flows in the sense of Rosinski [Ann. Probab. 23 (1995) 1163-1187]. These processes are not ergodic. We provide their canonical representations, consider examples and show…
For a strictly stationary sequence of nonnegative regularly varying random variables $(X_{n})$ we study functional weak convergence of partial maxima processes $M_{n}(t) = \bigvee_{i=1}^{\lfloor nt \rfloor}X_{i},\,t \in [0,1]$ in the space…
We study Max-Product and Max-Plus Systems with Markovian Jumps and focus on stochastic stability problems. At first, a Lyapunov function is derived for the asymptotically stable deterministic Max-Product Systems. This Lyapunov function is…
A particle system is a family of i.i.d. stochastic processes with values translated by Poisson points. We obtain conditions that ensure the stationarity in time of the particle system in R^d and in some cases provide a full characterisation…
Current questions in ecology revolve around instabilities in the dynamics on spatial networks and particularly the effect of node heterogeneity. We extend the Master Stability Function formalism to inhomogeneous biregular networks having…
Stochastic-periodic homogenization is studied for the Maxwell equations with nonlinear and periodic electric conductivity. It is shown by the stochastic-two-scale convergence method that the sequence of solutions of a class of highly…
We prove that the class of discrete time stationary max-stable process satisfying the Markov property is equal, up to time reversal, to the class of stationary max-autoregressive processes of order $1$. A similar statement is also proved…
We present a general method for constructing stochastic processes with prescribed local form. Such processes include variable amplitude multifractional Brownian motion, multifractional $\alpha$-stable processes, and multistable processes,…
We propose a methodology to analyze synchronization in an ensemble of diffusively coupled multistable systems. First, we study how two bidirectionally coupled multistable oscillators synchronize and demonstrate the high complexity of the…
We revisit conservative/dissipative and positive/null decompositions of stationary max-stable processes. Originally, both decompositions were defined in an abstract way based on the underlying non-singular flow representation. We provide…
We are interested in investigating the statistical properties of extreme values for strongly correlated variables. The starting motivation is to understand how the strong-correlation properties of power-law distributed processes affect the…
The stable-regenerative multiple-stable model has been shown recently to have distinct candidate extremal index and extremal index. To understand further this rare phenomenon, two more results are established here for the double-stable…
Due to complex physical phenomena, the distribution of heavy rainfall events is difficult to model spatially. Physically based numerical models can often provide physically coherent spatial patterns, but may miss some important…
We analyze the stability of synchronized state for coupled nearly identical dynamical systems on networks by deriving an approximate Master Stability Function (MSF). Using this MSF we treat the problem of designing a network having the best…