Related papers: Multivariate Max-Stable Processes and Homogeneous …
We propose a way how to generate a max-stable process in $C[0,1]$ from a max-stable random vector in $\mathbb R^d$ by generalizing the \emph{max-linear model} established by \citet{wansto11}. It turns out that if the random vector follows…
Metastability is an ubiquitous phenomenon in nature, which interests several fields of natural sciences. Its description in the framework of thermodynamics and statistical mechanics has been a taboo for long time since it is a genuine…
We formalize and analyze the notions of stochastic monotonicity and realizable mono-tonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions…
The Master Stability Function is a robust and useful tool for determining the conditions of synchronization stability in a network of coupled systems. While a comprehensive classification exists in the case in which the nodes are chaotic…
Max-stable processes provide natural models for the modelling of spatial extreme values observed at a set of spatial sites. Full likelihood inference for max-stable data is, however, complicated by the form of the likelihood function as it…
Hyperexponential stability is investigated for dynamical systems with the use of both, explicit and implicit, Lyapunov function methods. A nonlinear hyperexponential control is designed for stabilizing linear systems. The tuning procedure…
In this paper, we study the asymptotic relation between the maximum of acontinuous order statistics process formed by stationary Gaussian processesand the maximum of this process sampled at discrete time points. It is shown that, these two…
We prove functional limits theorems for the occupation time process of a system of particles moving independently in $R^d$ according to a symmetric $\alpha$-stable L\'evy process, and starting off from an inhomogeneous Poisson point measure…
Max-stable random sketches can be computed efficiently on fast streaming positive data sets by using only sequential access to the data. They can be used to answer point and Lp-norm queries for the signal. There is an intriguing connection…
Standandard Hamiltonian mechanics in its homogeneous formulation is applied to the study of discontinuities representing rapid changes of Hamiltonians. Different formulations of Hamiltonian mechanics are reviewed. An original representation…
A family of the so-called Maxwell times which arises in the contexto of Higher-Order Generalized Hydrodynamics (also called Mesoscopic Hydro-Thermodynamics) is evidenced. This is done in the framework of a HOGH build within a statistical…
Multiscale periodic homogenization is extended to an Orlicz-Sobolev setting. It is shown by the reiteraded periodic two-scale convergence method that the sequence of minimizers of a class of highly oscillatory minimizations problems…
The extension of the master stability function (MSF) to analyze stability of generalized synchronization for coupled nearly identical oscillators is discussed. The nearly identical nature of the coupled oscillators comes from some parameter…
Since many environmental processes such as heat waves or precipitation are spatial in extent, it is likely that a single extreme event affects several locations and the areal modelling of extremes is therefore essential if the spatial…
Multistable L\'evy motions are extensions of L\'evy motions where the stability index is allowed to vary in time. Several constructions of these processes have been introduced recently, based on Poisson and Ferguson-Klass-LePage series…
We study the homogenization of a stationary random maximal monotone operator on a probability space equipped with an ergodic dynamical system. The proof relies on Fitzpatrick's variational formulation of monotone relations, on Visintin's…
The Vlasov equation is well known to provide a good description of the dynamics of mean-field systems in the $N \to \infty$ limit. This equation has an infinity of stationary states and the case of {\it homogeneous} states, for which the…
A generic non-integrable (unitary) out-of-equilibrium quantum process, when interrogated across many times, is shown to yield the same statistics as an (non-unitary) equilibrated process. In particular, using the tools of quantum stochastic…
Stability of the zero solution plays an important role in the investigation of positive systems. In this note, we revisit the $\mu$-stability of positive nonlinear systems with unbounded time-varying delays. The system is modelled by…
We present a stability study of the class of multivariate self-excited Hawkes point processes, that can model natural and social systems, including earthquakes, epileptic seizures and the dynamics of neuron assemblies, bursts of exchanges…