Related papers: Averaging principle for two time-scale stochastic …
We study the stochastic motion of active particles that undergo spontaneous transitions between two distinct modes of motion. Each mode is characterized by a velocity distribution and an arbitrary (anti-)persistence. We present an…
With the aid of simple analytical computations for the Ehrenfest model, we clarify some basic features of macroscopic irreversibility. The stochastic character of the model allows us to give a non-ambiguous interpretation of the general…
In this paper, the averaging principle for quasi-geostrophic motions with rapidly oscillating forcing is proved, both on finite but large time intervals and on the entire time axis. This includes comparison estimate, stability estimate, and…
We investigate the large population dynamics of a family of stochastic particle systems with three-state cyclic individual behaviour and parameter-dependent transition rates. On short time scales, the dynamics turns out to be approximated…
Motivated by recent problems in mathematical cosmology, in which temporal averaging methods are applied in order to analyze the future asymptotics of models which exhibit oscillatory behavior, we provide a theorem concerning the large-time…
In this paper, we establish sharp upper and lower bounds on the convergence rate of the empirical measures of point processes under the Wasserstein distance. To this end, we first introduce a new metric on the space of counting measures…
A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…
We study the problem of parameter estimation using maximum likelihood for fast/slow systems of stochastic differential equations. Our aim is to shed light on the problem of model/data mismatch at small scales. We consider two classes of…
Complex systems are often characterized by the interplay of multiple interconnected dynamical processes operating across a range of temporal scales. This phenomenon is widespread in both biological and artificial scenarios, making it…
Various topics in stochastic processes have been considered in the abstract setting of Riesz spaces, for example martingales, martingale convergence, ergodic theory, AMARTS, Markov processes and mixingales. Here we continue the relaxation…
We examine the asymptotic behaviour of the sample autocovariance in a continuous-time moving average model with long-range dependence. We show that it is either asymptotically Rosenblatt distributed or stable distributed. This shows that…
The method of continuous averaging can be regarded as a combination of the Lie method, where a change of coordinates is constructed as a shift along solutions of a differential equation and the Neishtadt method, well-known in perturbation…
Random probabilities are a key component to many nonparametric methods in Statistics and Machine Learning. To quantify comparisons between different laws of random probabilities several works are starting to use the elegant Wasserstein over…
We present a simple approach to study the one-dimensional pressureless Euler system via adhesion dynamics in the Wasserstein space of probability measures with finite quadratic moments. Starting from a discrete system of a finite number of…
This paper investigates asymptotic behavior of a stochastic SIR epidemic model, which is a system with degenerate diffusion. It gives sufficient conditions that are very close to the necessary conditions for the permanence. In addition,…
We study a heavy piston that separates finitely many ideal gas particles moving inside a one-dimensional gas chamber. Using averaging techniques, we prove precise rates of convergence of the actual motions of the piston to its averaged…
We present several results on smoothness in $L_{p}$ sense of filtering densities under the Lipschitz continuity assumption on the coefficients of a partially observable diffusion processes. We obtain them by rewriting in divergence form…
We prove a general quantitative theorem on the asymptotic behavior of stochastic quasi-Fej\'er monotone sequences in a broad metric context. Concretely, our result explicitly constructs a rate of convergence for such process, both in mean…
This paper revisits Menzerath's Law, also known as the Menzerath-Altmann Law, which models a relationship between the length of a linguistic construct and the average length of its constituents. Recent findings indicate that simple…
A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…