Related papers: Perturbation of an alpha-stable type stochastic pr…
We analyze the problem of evolution in a system with stochastic perturbation and point out that analytic properties of the noise present in the system might determine spectral properties of the evolution operator (Frobenius-Perron…
In this work we study some general classes of pseudodifferential operators whose symbols are defined in terms of phase space estimates.
In this paper, we consider the $L^2$-boundedness of pseudo-differential operators with symbols in $\alpha$-modulation spaces.
Semi-Markov processes are Markovian processes in which the firing time of the transitions is modelled by probabilistic distributions over positive reals interpreted as the probability of firing a transition at a certain moment in time. In…
We present an approach for testing for the existence of continuous generators of discrete stochastic transition matrices. Typically, the known approaches to ascertain the existence of continuous Markov processes are based in the assumption…
We consider a stochastic differential equations which is driven by a Levy process. It turns out that the solution process is a Feller process if the coefficient of the SDE is bounded. Using a probabilistic formula we calculate the symbol,…
We analyze dynamical systems subjected to an additive noise and their deterministic limit. In this work, we will introduce a notion by which a stochastic system has something like a Markov partition for deterministic systems. For a chosen…
We experimentally and numerically investigate the quantum accelerator mode dynamics of an atom optical realization of the quantum delta-kicked accelerator, whose classical dynamics are chaotic. Using a Ramsey-type experiment, we observe…
We consider a general second order matrix operator in a multi-dimensional domain subject to a classical boundary condition. This operator is perturbed by a first order differential operator, the coefficients of which depend arbitrarily on a…
The paper deals with homogenization problem for a non-local linear operator with a kernel of convolution type in a medium with a periodic structure. We consider the natural diffusive scaling of this operator and study the limit behaviour of…
We study the large deviations of additive quantities, such as energy or current, in stochastic processes with intermittent reset. Via a mapping from a discrete-time reset process to the Poland-Scheraga model for DNA denaturation, we derive…
This is a survey article. We consider different problems in connection with the behavior of functions of operators under perturbations of operators. We deal with three classes of operators: unitary operators, self-adjoint operators, and…
For $\alpha \in (1,2)$, we study the following stochastic differential equation driven by a non-degenerate symmetric $\alpha$-stable process in $\mathbb{R}^d$: \begin{align*} {\rm d} X_t=b(t,X_t){\mathord{{\rm d}}}…
We consider Markov processes of cubic stochastic (in a fixed sense) matrices which are also called quadratic stochastic process (QSPs). A QSP is a particular case of a continuous-time dynamical system whose states are stochastic cubic…
We define various higher-order Markov properties for stochastic processes $(X(t))_{t\in \mathbb{T}}$, indexed by an interval $\mathbb{T} \subseteq \mathbb{R}$ and taking values in a real and separable Hilbert space $U$. We furthermore…
We study a class of stationary Markov processes with marginal distributions identifiable by moments such that every conditional moment of degree say $m$ is a polynomial of degree at most $m\;\text{.}\;$ We show that then under some…
We consider the almost semi-continuous processes defined on a finite Markov chain. The representation of the moment generating functions for the absolute maximum after achievement positive level and for the recovery time are obtained.…
We formally extend the notion of Markov order to open quantum processes by accounting for the instruments used to probe the system of interest at different times. Our description recovers the classical Markov order property in the…
Autoregressive generative models -- including Transformers, recurrent neural networks, classical Kalman filters, state space models, and Mamba -- all generate sequences by sampling each output from a deterministic summary of the past,…
The Anderson Hamiltonian $H_0=-\Delta+V(x,\omega)$ is considered, where $V$ is a random potential of Bernoulli type. The operator $H_0$ is perturbed by a non-random, continuous potential $-w(x) \leq 0$, decaying at infinity. It will be…