Related papers: Power law dependence in a random differential equa…
This paper presents the jump law of co-states in optimal control for state-dependent switched systems. The number of switches and the switching modes are assumed to be known a priori. A proposed jump law is rigorously derived by theoretical…
It is well known that the distribution of simple random walks on $\bf{Z}$ conditioned on returning to the origin after $2n$ steps does not depend on $p= P(S_1 = 1)$, the probability of moving to the right. Moreover, conditioned on…
In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…
We study a stochastic multiplicative process with reset events. It is shown that the model develops a stationary power-law probability distribution for the relevant variable, whose exponent depends on the model parameters. Two qualitatively…
We consider different models of stochastic dissipative equations and theoretically compute the probability distribution functions (actually the associated large deviation functions) of the time averaged injected power required to sustain a…
In this paper we establish a formalism for the computation of observables due to acceleration-induced particle physics processes. General expressions for the transition rate, multiplicity, power, spectra, and displacement law of particles…
The principal aim of the present work is to explore limit theorems for small random perturbations of dynamical systems with periodic impulse effects, in the limit of vanishing noise intensity. We start with a system whose time evolution is…
In this article we investigate the energy spectrum statistics of fractals at the quantum level. We show that the energy-level distribution of a fractal follows a power-law behaviour, if its energy spectrum is a limit set of piece-wise…
We propose an analytical technique to study large fluctuations and switching from internal noise in complex networks. Using order-disorder kinetics as a generic example, we construct and analyze the most probable, or optimal path of…
The principal aim of the present work is to explore limit theorems for small random perturbations of a planar impulsive dynamical system, where impulses occur at hitting times of a suitable switching surface, and are thus state-dependent.…
The standard deviations of the energy and Poynting power densities for an isotropic random field near a perfectly conducting planar boundary are characterized, based on quartic plane-wave expansions. For normal and transverse components,…
In this paper we consider heterogeneous diffusion processes with the power-law dependence of the diffusion coefficient on the position and investigate the influence of external forces on the resulting anomalous diffusion. The heterogeneous…
A connection is made between the random turns model of vicious walkers and random permutations indexed by their increasing subsequences. Consequently the scaled distribution of the maximum displacements in a particular asymmeteric version…
We investigate the dynamics of a quantum system subjected to a time-dependent and conditional resetting protocol. Namely, we ask: what happens when the unitary evolution of the system is repeatedly interrupted at random time instants with…
We consider a degenerate abstract wave equation with a time-dependent propagation speed. We investigate the influence of a strong dissipation, namely a friction term that depends on a power of the elastic operator. We discover a threshold…
Switched linear hyperbolic partial differential equations are considered in this paper. They model infinite dimensional systems of conservation laws and balance laws, which are potentially affected by a distributed source or sink term. The…
We study the diffusion of a particle with a time-dependent diffusion constant $D(t)$ that switches between random values drawn from a distribution $W(D)$ at a fixed rate $r$. Using a renewal approach, we compute exactly the moments of the…
Based on empirical financial time-series, we show that the "silence-breaking" probability follows a super-universal power law: the probability of observing a large movement is inversely proportional to the length of the on-going…
What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals $\tau$ distributed as a power-law $\sim \tau^{-(1+\alpha)};\alpha>0$? Modeling the stochastic process by diffusion and the…
In this paper, we investigated the effect on extreme of random replacing for a stationary sequence satisfying a type of long dependent condition and a local dependent condition, and derived the joint asymptotic distribution of maximum from…