Related papers: Stable and tempered stable distributions and proce…
We present a study of both the ``Iterative Procedure'' and the ``$\beta \to \beta'$ transformation'', proposed by Tsallis et al (Physica A261, 534) to find the probabilities $p_i$ of a system to be in a state with energy $\epsilon_i$,…
We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…
We establish inequalities for assessing the distance between the distribution of errors of partially observed high-frequency statistics of multidimensional L\'evy processes and that of a mixed Gaussian random variable. Furthermore, we…
We consider a simple model for multidimensional cone-wise linear dynamics around cusp-like equilibria. We assume that the local linear evolution is either $\mathbf{v}^\prime=\mathbb{A}\mathbf{v}$ or $\mathbb{B}\mathbf{v}$ (with…
Incremental stability is a property of dynamical systems that ensures the convergence of trajectories with respect to each other rather than a fixed equilibrium point or a fixed trajectory. In this paper, we introduce a related stability…
In the present paper, we introduce so-called operator-stable-like processes. Roughly speaking, they behave locally like operator-stable processes, but they need not to be homogenous in space. Having shown existence for this class of…
Scaling properties of time series are usually studied in terms of the scaling laws of empirical moments, which are the time average estimates of moments of the dynamic variable. Nonlinearities in the scaling function of empirical moments…
A definition for elliptical tempered stable distribution, based on the characteristic function, have been explained which involve a unique spectral measure. This definition provides a framework for creating a connection between infinite…
We analyze the stability under time evolution of complexifier coherent states (CCS) in one-dimensional mechanical systems. A system of coherent states is called stable if it evolves into another coherent state. It turns out that a system…
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…
In this work, we introduce a theory of stochastic integration with respect to symmetric $\alpha$-stable cylindrical L\'evy processes. Since $\alpha$-stable cylindrical L\'evy processes do not enjoy a semi-martingale decomposition, our…
Gaussian processes are frequently deployed as part of larger machine learning and decision-making systems, for instance in geospatial modeling, Bayesian optimization, or in latent Gaussian models. Within a system, the Gaussian process model…
Motion of particles (bodies) in presence of random effects can be considered stochastic process. However, application of widely known stochastic processes used for description of particle motion is reduced to relatively small class of…
Projects are finite terminating endeavors with distinctive outcomes, usually, occurring under transient conditions. Nevertheless, most estimation, planning, and scheduling approaches overlook the dynamics of project-based systems in…
Stable distributions provide a flexible framework for modeling heavy-tailed and skewed data, with the stability index $\alpha$ quantifying tail heaviness. We propose a new semiparametric estimator for $\alpha$ that leverages the two-sum…
This paper studies the stability of sampled and networked control systems with sampling and communication times governed by probabilistic clocks. The clock models have few restrictions, and can be used to model numerous phenomena such as…
Many safety-critical scientific and engineering systems evolve according to differential-algebraic equations (DAEs), where dynamical behavior is constrained by physical laws and admissibility conditions. In practice, these systems operate…
Multistable processes, that is, processes which are, at each "time", tangent to a stable process, but where the index of stability varies along the path, have been recently introduced as models for phenomena where the intensity of jumps is…
We investigate the upper tail probabilities of the all-time maximum of a stable L\'evy process with a power negative drift. The asymptotic behaviour is shown to be exponential in the spectrally negative case and polynomial otherwise, with…
Reaction diffusion systems with Turing instability and mass conservation are studied. In such systems, abrupt decays of stripes follow quasi-stationary states in sequence. At steady state, the distance between stripes is much longer than…