Related papers: On Hawkes Processes with Infinite Mean Intensity
Heterogeneous diffusion processes can be well described by an overdamped Langevin equation with space-dependent diffusivity $D(x)$. We investigate the ergodic and non-ergodic behavior of these processes in an arbitrary potential well $U(x)$…
Results of Wyner and Ziv and of Ornstein and Weiss show that if one observes the first k outputs of a finite-valued ergodic process, then the waiting time until this block appears again is almost surely asymptotic to $2^{hk}$, where $h$ is…
We revisit processes generated by iterated random functions driven by a stationary and ergodic sequence. Such a process is called strongly stable if a random initialization exists, for which the process is stationary and ergodic, and for…
We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…
In the recent article D\"oring et al. [4] the authors conditioned a stable process with two-sided jumps to avoid an interval. As usual the strategy was to find an invariant function for the process killed on entering the interval and to…
Discrete stationary classical processes as well as quantum lattice states are asymptotically confined to their respective typical support, the exponential growth rate of which is given by the (maximal ergodic) entropy. In the iid case the…
We consider a one-dimensional totally asymmetric nearest-neighbor zero-range process with site-dependent jump-rates - an environment. For each environment p we prove that the set of all invariant measures is the convex hull of a set of…
In this paper, we consider homogeneous quasideviation means generated by real functions (defined on $(0,\infty)$) which are concave around the point $1$ and possess certain upper estimates near $0$ and $\infty$. It turns out that their…
We prove that the long-run behavior of Hawkes processes is fully determined by the average number and the dispersion of child events. For subcritical processes we provide FLLNs and FCLTs under minimal conditions on the kernel of the process…
We provide probabilistic and computational results on Markovian multivariate Hawkes processes and induced population processes. By applying the Markov property, we characterize in closed form a joint transform, bijective to the probability…
We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…
We construct an increasing sequence of natural numbers $(m_n)_{n=1}^{+\infty}$ with the property that $(m_n \th [1])_{n\geq 1}$ is dense in $\T$ for any $\th \in \R\setminus \Q$, and a continuous measure on the circle $\mu$ such that…
This paper deals with the stability of linear periodic difference delay systems, where the value at time $t$ of a solution is a linear combination with periodic coefficients of its values at finitely many delayed instants…
In all of the diverse areas of science where waves play an important role, one of the most fundamental solutions of the corresponding wave equation is a stationary wave with constant intensity. The most familiar example is that of a plane…
We unravel the linear stability properties of an otherwise stagnant ultrathin non-wetting liquid film of thickness $h_o$ coating a spherical substrate of radius $R$. The configuration is known to be unstable due to the competition of the…
Particle suspensions, present in many natural and industrial settings, typically contain aggregates or other microstructures that can complicate macroscopic flow behaviors and damage processing equipment. Recent work found that applying…
While the asymptotic stability of positive linear systems in the presence of bounded time delays has been thoroughly investigated, the theory for nonlinear positive systems is considerably less well-developed. This paper presents a set of…
We analyze the stability of stationary solutions of a singular Vlasov type hydrodynamic equation (HE). This equation was derived (under suitable assumptions) as the hydrodynamical scaling limit of the Hamiltonian evolution of a system…
We introduce the concept of non-uniform input-to-state stability for networks. It combines the uniform global stability with the uniform attractivity of any subnetwork, while it allows for non-uniform convergence of all components. For an…
When the unconditioned process is a diffusion living on the half-line $x \in ]-\infty,a[$ in the presence of an absorbing boundary condition at position $x=a$, we construct various conditioned processes corresponding to finite or infinite…