Related papers: Persistence and Ball Exponents for Gaussian Statio…
The persistence behavior for fluctuating steps on the $Si(111)$ $(\sqrt3 \times \sqrt3)R30^{0} - Al$ surface was determined by analyzing time-dependent STM images for temperatures between 770 and 970K. The measured persistence probability…
Let $f$ be a zero-mean continuous stationary Gaussian process on ${\mathbb R}$ whose spectral measure vanishes in a $\delta$-neighborhood of the origin. Then the probability that $f$ stays non-negative on an interval of length $L$ is at…
We examine persistence in one dimensional Ising model under zero temperature Glauber dynamics for random initial states with unequal fraction of up and down spins. We find the persistence exponent varies continuously with the fraction of up…
We consider a dynamical system with state space $M$, a smooth, compact subset of some ${\Bbb R}^n$, and evolution given by $T_t$, $x_t = T_t x$, $x \in M$; $T_t$ is invertible and the time $t$ may be discrete, $t \in {\Bbb Z}$, $T_t = T^t$,…
We consider barotropic motions described by the compressible Navier-Stokes equations in a box with periodic boundary conditions. We are looking for density $\varrho$ in the form $\varrho=a+\eta$, where $a$ is a constant and $\eta|_{t=0}$ is…
In this work we investigate and characterize linear functionals $L:\mathbb{R}[x_1,\dots,x_n]\to\mathbb{R}$ with absolutely continuous representing measures $\mu$, i.e., $\mathrm{d}\mu(x) = g(x)\,\mathrm{d} x$ for some density $g$. We focus…
If $X$ is a stable process of index $\alpha\in(0,2)$ whose L\'{e}vy measure has density $cx^{-\alpha-1}$ on $(0,\infty)$, and $S_1=\sup_{0<t\leq1}X_t$, it is known that $P(S_1>x)\backsim A\alpha ^{-1}x^{-\alpha}$ as $x\to\infty$ and…
Making use of a Rice-like series expansion, for a class of stationary Gaussian processes the asymptotic behavior of the first passage time probability density function through certain time-varying boundaries, including periodic boundaries,…
In numerous applications data are observed at random times and an estimated graph of the spectral density may be relevant for characterizing and explaining phenomena. By using a wavelet analysis, one derives a nonparametric estimator of the…
We study well-posedness and long-time behaviour of aggregation-diffusion equations of the form $\frac{\partial \rho}{\partial t} = \Delta \rho^m + \nabla \cdot( \rho (\nabla V + \nabla W \ast \rho))$ in the fast-diffusion range, $0<m<1$,…
The persistence exponent, which characterises the long-time decay of the survival probability of stochastic processes in the presence of an absorbing target, plays a key role in quantifying the dynamics of fluctuating systems. Determining…
We discuss the statistical properties of a single-trajectory power spectral density $S(\omega,\mathcal{T})$ of an arbitrary real-valued centered Gaussian process $X(t)$, where $\omega$ is the angular frequency and $\mathcal{T}$ the…
In this article we establish two fundamental results for the sublevel set persistent homology for stationary processes indexed by the positive integers. The first is a strong law of large numbers for the persistence diagram (treated as a…
The recent contribution Dieker & Mikosch (2015) [1] obtained important representations of max-stable stationary Brown-Resnick random fields $\zeta_Z$ with a spectral representation determined by a Gaussian process $Z$. With motivations from…
In this article we study the expanding properties of random perturbations of contracting Lorenz maps satisfying the summability condition of exponent 1. Under general conditions on the maps and perturbation types, we prove stochastic…
The problem is a power-law asymptotics of the probability that a self-similar process does not exceed a fixed level during long time. The exponent in such asymptotics is estimated for some Gaussian processes, including the fractional…
We consider the Abelian sandpile model (ASM) on the large square lattice with a single dissipative site (sink). Particles are added by one per unit time at random sites and the resulting density of particles is calculated as a function of…
Here is a sample of the results proved in this paper: Let $f:{\bf R}\to {\bf R}$ be a continuous function, let $\rho>0$ and let $\omega:[0,\rho[\to [0,+\infty[$ be a continuous increasing function such that $\lim_{\xi\to…
The paper deals with a class of cooperative functional differential equations (FDEs) with infinite delay, for which sufficient conditions for persistence and permanence are established. Here, the persistence refers to all solutions with…
For the one-dimensional Facilitated Exclusion Process with initial state a product measure of density $\rho=1/2-\delta$, $\delta\ge0$, there exists an infinite-time limiting state $\nu_\rho$ in which all particles are isolated and hence…