Related papers: Multivariate Max-Stable Processes and Homogeneous …
Symmetric matrix-valued dynamical systems are an important class of systems that can describe important processes such as covariance/second-order moment processes, or processes on manifolds and Lie Groups. We address here the case of…
We present a novel extension of multi-output Gaussian processes for handling heterogeneous outputs. We assume that each output has its own likelihood function and use a vector-valued Gaussian process prior to jointly model the parameters in…
It is known that for a sequence of independent and identically distributed random variables $(X_{n})$ the regular variation condition is equivalent to weak convergence of partial maxima $M_{n}= \max\{X_{1}, \ldots, X_{n}\}$, appropriately…
This paper is intended to review recent results and open problems concerning the existence of steady states to the Maxwell-Schr\"odinger system. A combination of tools, proofs and results are presented in the framework of the…
The paper discusses multivariate self- and cross-exciting processes. We define a class of multivariate point processes via their corresponding stochastic intensity processes that are driven by stochastic jumps. Essentially, there is a jump…
Spatially isotropic max-stable processes have been used to model extreme spatial or space-time observations. One prominent model is the Brown-Resnick process, which has been successfully fitted to time series, spatial data and space-time…
Time-dependent correlation functions of (unstable) particles undergoing biased or unbiased diffusion, coagulation and annihilation are calculated. This is achieved by similarity transformations between different stochastic models and…
The effects of (in)homogeneity and size on the phase diagram of Lennard-Jones fluids are investigated. It is shown that standard multifragmentation scenarios (finite equilibrated systems with conserved center of mass position and momentum)…
We develop new variational principles to study stability and equilibrium of axisymmetric flows. We show that there is an infinite number of steady state solutions. We show that these steady states maximize a (non-universal) $H$-function. We…
This paper is concerned with homogenization of systems of linear elasticity with rapidly oscillating periodic coefficients. We establish sharp convergence rates in $L^2$ for the mixed boundary value problems with bounded measurable…
For the system of Maxwell equations of electromagnetism in an $l$-periodic composite medium of overall size $L$ ($0<l<L<\infty$), in the low-frequency quasistatic approximation, we develop an electromagnetic version of strain-gradient…
A functional limit theorem is established for the partial-sum process of a class of stationary sequences which exhibit both heavy tails and long-range dependence. The stationary sequence is constructed using multiple stochastic integrals…
The recent experimental progresses in handling microscopic systems have allowed to probe them at levels where fluctuations are prominent, calling for stochastic modeling in a large number of physical, chemical and biological phenomena. This…
We derive functional convergence of the partial maxima stochastic processes of multivariate linear processes with weakly dependent heavy-tailed innovations and random coefficients. The convergence takes place in the space of…
We use characteristic functions to construct alpha(x)-multistable measures and integrals, where the measures behave locally like alpha-stable measures, but with the stability index alpha(x) varying with time x. This enables us to construct…
Generalized Brown-Resnick processes form a flexible class of stationary max-stable processes based on Gaussian random fields. With regard to applications fast and accurate simulation of these processes is an important issue. In fact,…
The paper deals with a nonlinear evolution equation describing the dynamics of a non homogeneous multiply hinged beam, subject to a nonlocal restoring force of displacement type. First, a spectral analysis for the associated weighted…
We give elementary and explicit sufficient conditions (in particular, a functional correlation bound) for deterministic homogenisation (convergence to a stochastic differential equation) for discrete-time fast-slow systems of the form \[…
We define a class of multivariate maxima of moving multivariate maxima, generalising the M4 processes. For these stationary multivariate time series we characterise the joint distribution of extremes and compute the multivariate extremal…
Multi-class queueing networks (McQNs) extend the classical concept of Jackson network by allowing jobs of different classes to visit the same server. While such a generalization seems rather natural, from a structural perspective there is a…