Related papers: Operator Regular Variation of Multivariate Liouvil…
We prove a general measurable Liv\v{s}ic regularity theorem for real-valued cocycles over non-invertible dynamical systems using only abstract hypotheses on an associated transfer operator. As illustrative applications we derive measurable…
We analyze multi-dimensional mean-field stochastic differential equations where the drift depends on the law in form of a Lebesgue integral with respect to the pushforward measure of the solution. We show existence and uniqueness of…
The goal of the paper is to investigate the dynamics of the eigenvalues of the Sturm-Liouville operator with summable PT-symmetric potential on the finite interval. It turns out that the case of a complex Airy operator presents an exactly…
The scaling law, a cornerstone of Large Language Model (LLM) development, predicts improvements in model performance with increasing computational resources. Yet, while empirically validated, its theoretical underpinnings remain poorly…
A significant obstacle in the development of robust machine learning models is covariate shift, a form of distribution shift that occurs when the input distributions of the training and test sets differ while the conditional label…
We consider random vectors $X$ that satisfy the equation in law $X=AX+B$, where $A$ is a given random diagonal matrix and $B$ a given random vector, both independent of $X$. It is well known by the works of Kesten and Goldie that the…
In our another recent article, we introduce a new dynamical property for linear operators called norm-unimodality which implies distributional chaos. In the present paper, we'll give a further discussion of norm-unimodality. It is showed…
Risk assessment for rare events is essential for understanding systemic stability in complex systems. As rare events are typically highly correlated, it is important to study heavy-tailed multivariate distributions of the relevant…
We introduce an $\mathcal{M}$-operator approach to establish the uniqueness of continuous or bounded solutions for a broad class of Landau-type nonlinear kinetic equations. The specific $\mathcal{M}$-operator, originally developed in [3],…
In this paper, we study the equation $\mathcal{L} u=0$ in $\mathbb{R}^N$, where $\mathcal{L}$ belongs to a general class of nonlocal linear operators which may be anisotropic and nonsymmetric. We classify distributional solutions of this…
The univariate distorted distribution were introduced in risk theory to represent changes (distortions) in the expected distributions of some risks. Later they were also applied to represent distributions of order statistics, coherent…
The L\'evy-stable distribution is the attractor of distributions which hold power laws with infinite variance. This distribution has been used in a variety of research areas, for example in economics it is used to model financial market…
A large class of classical dynamical systems with an external rapidly oscillating driving action is considered and the effective Hamiltonian-like equations for the mean motion are obtained. The respective Liouville equation for the…
It is shown phenomenologically that the fractional derivative $\xi=D^\alpha u$ of order $\alpha$ of a multifractal function has a power-law tail $\propto |\xi| ^{-p_\star}$ in its cumulative probability, for a suitable range of $\alpha$'s.…
We investigate some statistical and transport properties of the relativistic standard map. Through the Hamiltonian of a wave packet under an electric potential, we are able to obtain a relativistic version of the standard map, where there…
The generalized diffusion equations with fractional order derivatives have shown be quite efficient to describe the diffusion in complex systems, with the advantage of producing exact expressions for the underlying diffusive properties.…
We investigate the sample path regularity of multivariate operator-self-similar stable random fields with values in $\mathbb{R}^m$ given by a harmonizable representation. Such fields were introduced in [25] as a generalization of both…
We investigate the sample paths regularity of operator scaling alpha-stable random fields. Such fields were introduced as anisotropic generalizations of self-similar fields and satisfy a scaling property for a real matrix E. In the case of…
We provide a new extension of Breiman's Theorem on computing tail probabilities of a product of random variables to a multivariate setting. In particular, we give a complete characterization of regular variation on cones in $[0,\infty)^d$…
The scaling properties of oil price fluctuations are described as a non-stationary stochastic process realized by a time series of finite length. An original model is used to extract the scaling exponent of the fluctuation functions within…