Related papers: An elementary proof for dynamical scaling for cert…
The motion of contaminant particles through complex environments such as fractured rocks or porous sediments is often characterized by anomalous diffusion: the spread of the transported quantity is found to grow sublinearly in time due to…
We propose the goodness of fit test for inhomogeneous Poisson processes with unknown scale and shift parameters. A test statistic of Cramer-von Mises type is proposed and its asymptotic behavior is studied. We show that under null…
We explore the concept of scaling invariance in a type of dynamical systems that undergo a transition from order (regularity) to disorder (chaos). The systems are described by a two-dimensional, nonlinear mapping that preserves the area in…
The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. For $k=1$ it is the standard Poisson distribution. Our main result is a proof that for sufficiently small values of the rate parameter $\lambda$,…
Transitions between steady dynamical regimes in diverse applications are often modelled using discontinuities, but doing so introduces problems of uniqueness. No matter how quickly a transition occurs, its inner workings can affect the…
Piecewise-deterministic Markov processes form a general class of non-diffusion stochastic models that involve both deterministic trajectories and random jumps at random times. In this paper, we state a new characterization of the jump rate…
Multifractal scaling has been extensively studied for real-valued stochastic processes, but a systematic integer-valued analogue has remained largely unexplored. In this work, we introduce a multifractal framework for integer-valued…
In this paper, we consider a stochastic system described by a differential equation admitting a spatially varying random coefficient. The differential equation has been employed to model various static physics systems such as elastic…
In the past few decades considerable effort has been expended in characterizing and modeling financial time series. A number of stylized facts have been identified, and volatility clustering or the tendency toward persistence has emerged as…
The influence of the initial fluctuations on the onset of scaling in the quench to zero temperature of a two dimensional system with conserved order parameter, is analyzed in detail with and without topological defects. We find that the…
We prove the asymptotic functional Poisson laws in the total variation norm and obtain estimates of the corresponding convergence rates for a large class of hyperbolic dynamical systems. These results generalize the ones obtained before in…
In this article, we introduce Skellam process of order k and its running average. We also discuss the time-changed Skellam process of order k. In particular we discuss space-fractional Skellam process and tempered space-fractional Skellam…
We discuss the the notion of a partial dynamical symmetry (PDS), for which a prescribed symmetry is obeyed by only a subset of solvable eigenstates, while other eigenstates are strongly mixed. We present an explicit construction of…
Occupation time fluctuation limits of particle systems in R^d with independent motions (symmetric stable Levy process, with or without critical branching) have been studied assuming initial distributions given by Poisson random measures…
Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the…
In the work a nonlinear Duffing oscillator is considered under impulse excitation with two ways of introduction of the random additive term simulating noise, - with help of amplitude modulation and modulation of period of impulses sequence.…
We present the first framework for Gaussian-process-modulated Poisson processes when the temporal data appear in the form of panel counts. Panel count data frequently arise when experimental subjects are observed only at discrete time…
In this work, we investigate scale invariance in the temporal evolution and chaotic regime of discrete dynamical systems. By exploiting the close interrelation between scaling and inversion transformations, we formulate scale symmetry in…
We present the results of a search of log-periodic corrections to scaling in the moments of the energy dissipation rate in experiments at high Reynolds number (2500) of three-dimensional fully developed turbulence. A simple dynamical…
This paper studies the first hitting times of generalized Poisson processes $N^f(t)$, related to Bernstein functions $f$. For the space-fractional Poisson processes, $N^\alpha(t)$, $t>0$ (corresponding to $f= x^\alpha$), the hitting…