Related papers: Multivariate Max-Stable Processes and Homogeneous …
The topic of this manuscript is the stability analysis of continuous-time switched nonlinear systems with constraints on the admissible switching signals. Our particular focus lies in considering signals characterized by upper and lower…
For each $n\geq 1$, let $ {X_{in}, \quad i \geq 1} $ be independent copies of a nonnegative continuous stochastic process $X_{n}=(X_n(t))_{t\in T}$ indexed by a compact metric space $T$. We are interested in the process of partial maxima…
Time homogeneous polynomial processes are Markov processes whose moments can be calculated easily through matrix exponentials. In this work, we develop a notion of time inhomogeneous polynomial processes where the coeffiecients of the…
The existence of phase-separated states is an essential feature of infinite-volume systems with a thermal, first-order phase transition. At energies between those at which the phase transition takes place, equilibrium homogeneous states are…
We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps…
The stable operation of the electric power grid relies on a precisely synchronized state of all generators and machines. All machines rotate at exactly the same frequency with fixed phase differences, leading to steady power flows…
Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…
The (non-initialized, non-deterministic) asynchronous systems (in the input-output sense) are multi-valued functions from m-dimensional signals to sets of n-dimensional signals, the concept being inspired by the modeling of the asynchronous…
An algorithm for the unbiased simulation of continuous max-(resp.\ min-)id stochastic processes is developed. The algorithm only requires the simulation of finite Poisson random measures on the space of continuous functions and avoids the…
Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with…
We consider a multicontinuum model in porous media applications, which is described as a system of coupled flow equations. The coupling between different continua depends on many factors and its modeling is important for porous media…
Consider an ergodic stationary random field $A$ on the ambient space $\mathbb R^d$. In order to establish concentration properties for nonlinear functions $Z(A)$, it is standard to appeal to functional inequalities like Poincar\'e or…
We consider the limit distribution of maxima of periodograms for stationary processes. Our method is based on $m$-dependent approximation for stationary processes and a moderate deviation result.
Synchronization processes in populations of identical networked oscillators are in the focus of intense studies in physical, biological, technological and social systems. Here we analyze the stability of the synchronization of a network of…
We investigate the large deviation behaviour of a point process sequence based on a stationary symmetric stable non-Gaussian discrete-parameter random field using the framework of Hult and Samorodnitsky (2010). Depending on the ergodic…
Many complex systems - be they financial, natural, or social - are composed of units - such as stocks, neurons, or agents - whose joint activity can be represented as a multivariate time series. An issue of both practical and theoretical…
We present novel monotone comparative statics results for steady-state behavior in a dynamic optimization environment with misspecified Bayesian learning. Building on \cite{ep21a}, we analyze a Bayesian learner whose prior is over…
We consider a mass-conserving bistable equation with a saturating flux on an interval. This is the quasilinear analogue of the Rubinstein-Steinberg equation, suitable for description of order parameter conserving solid-solid phase…
We extend the stationary-state work fluctuation theorem to periodically modulated nonlinear systems. Such systems often have coexisting stable periodic states. We show that work fluctuations sharply increase near a kinetic phase transition…
We investigate the dynamics of cellular solidification patterns using three-dimensional phase-field simulations. The cells can organize into stable hexagonal patterns or exhibit unsteady evolutions. We identify the relevant secondary…