Related papers: Stability of higher order eigenvalues in dimension…
Euler and Betti curves of stochastic processes defined on a $d$-dimensional compact Riemannian manifold which are almost surely in a Sobolev space $W^{n,s}(X,\mathbb{R})$ (with $d<n$) are stable under perturbations of the distributions of…
We derive an explicit representation for the transition law of a $p$-tempered $\alpha$-stable process of Ornstein-Uhlenbeck-type and use it to develop a methodology for simulation. Our results apply in both the univariate and multivariate…
In the context of one-dimensional diffusions, we present basic estimates (having the same lower and upper bounds with a factor of 4 only) for four Poincar\'e-type (or Hardy-type) inequalities. The derivation of two estimates have been open…
The Dufresne laws (laws of product of independent random variables with gamma and beta distributions) occur as stationary distribution of certain Markov chains $ X_n $ on $ R$ defined by: \begin{equation} X_n = A_n ( X_{n-1} + B_n )…
We construct an autoregressive model with random coefficients that has a stationary distribution after proper normalization. This limit distribution is found to be stable.
In this article, we discuss stability of the one-dimensional overdamped Lange\-vin equation in double-well potential. We determine unstable and stable equilibria, and discuss the rate of convergence to stable ones. Also, we derive…
We develop efficient methods for simulating processes of Ornstein-Uhlenbeck type related to the class of $p$-tempered $\alpha$-stable ($\ts$) distributions. Our results hold for both the univariate and multivariate cases and we consider…
Let G \subset \R^k be a convex polyhedral cone with vertex at the origin given as the intersection of half spaces {G_i, i= 1, ..., N}, where n_i and d_i denote the inward normal and direction of constraint associated with G_i, respectively.…
Constructing \Levy-driven Ornstein-Uhlenbeck processes is a task closely related to the notion of self-decomposability. In particular, their transition laws are linked to the properties of what will be hereafter called the \emph{a-reminder}…
We study a class of self-repelling diffusions on compact Riemannian manifolds whose drift is the gradient of a potential accumulated along their trajectory. When the interaction potential admits a suitable spectral decomposition, the…
Perturbations around autonomous one-dimensional single-species reaction-diffusion systems are investigated. It is shown that the parameter space corresponding to the autonomous systems is divided into two parts: In one part, the system is…
The higher dimensional autoregressive models would describe some of the econometric processes relatively generically if they incorporate the heterogeneity in dependence on times. This paper analyzes the stationarity of an autoregressive…
The paper presents methods of eigenvalue localisation of regular matrix polynomials, in particular, stability of matrix polynomials is investigated. For this aim a stronger notion of hyperstability is introduced and widely discussed. Matrix…
The Pearson family of ergodic diffusions with a quadratic diffusion coefficient and a linear force are characterized by explicit dynamics of their integer moments and by explicit relaxation spectral properties towards their steady state.…
A necessary and sufficient condition is obtained for the existence of strong stationary times for ergodic one-dimensional diffusions, whatever the initial distribution. The strong stationary times are constructed through intertwinings with…
We give a multivariate generalization of Borell's noise stability theorem for Gaussian vectors. As a consequence we recover two inequalities, also due to Borell, for exit times of the Ornstein-Uhlenbeck process.
We study a disordered system of interacting bosons described by the Bose-Hubbard Hamiltonian with random tunneling amplitudes. We derive the condition for the stability of the replica-symmetric solution for this model. Following the scheme…
This is one of a series of papers exploring the stability speed of one-dimensional stochastic processes. The present paper emphasizes on the principal eigenvalues of elliptic operators. The eigenvalue is just the best constant in the…
Effect of external periodic force on an oscillatory order in a reaction diffusion system (Gierer Meinhardt model) has been investigated. The 2:1 resonance situation is found susceptible for the generation of a band of phase instabilities.…
Sufficient conditions for the wave instability in general three-component reaction-diffusion systems are derived. These conditions are expressed in terms of the Jacobian matrix of the uniform steady state of the system, and enable us to…