Related papers: Random additive perturbation of a $k$ term recurre…
Stochastic resetting breaks detailed balance and drives the formation of nonequilibrium steady states . Here, we consider a chain of diffusive processes $x_i(t)$ that interact unilaterally: at random time intervals, the process $x_n$…
This paper presents an analysis of the stochastic recursion $W_{i+1} = [V_iW_i+Y_i]^+$ that can be interpreted as an autoregressive process of order 1, reflected at 0. We start our exposition by a discussion of the model's stability…
Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We suppose that the distributions of…
This paper deals with strong invariance principles (known also as strong approximation theorems) for sums of the form $\sum_{n=1}^{[Nt]}F\big(X(n),X(2n),...,X(kn), X(q_{k+1}(n)),X(q_{k+2}(n)),..., X(q_\ell(n))\big)$
We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient. We prove tightness and the Feller property of…
A new approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed, exponentially correlated, measurement noise it is possible to extract the…
This paper discusses the problem of estimating a stochastic signal from nonlinear uncertain observations with time-correlated additive noise described by a first-order Markov process. Random deception attacks are assumed to be launched by…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
The paper considers the problem of estimating the parameters in a continuous time regression model with a non-Gaussian noise of pulse type. The noise is specified by the Ornstein-Uhlenbeck process driven by the mixture of a Brownian motion…
Let X be a subshift satisfy non-uniform structure. In this paper, we give quantitative estimate of the recurrence sets. These results can be applied to a large class of symbolic systems, including beta-shifts, S-gap shifts and their…
We consider a stochastic extension of the nonlocal convective Cahn-Hilliard equation containing an additive Wiener process noise. We first introduce a suitable analytical setting and make some mathematical and physical assumptions. We then…
The new perturbation theory for the problem of nonstationary anharmonic oscillator with polynomial nonstationary perturbation is proposed. As a zero order approximation the exact wave function of harmonic oscillator with variable frequency…
This paper is devoted to the convergence analysis of stochastic approximation algorithms of the form $\theta\_{n+1} = \theta\_n + \gamma\_{n+1} H\_{\theta\_n}(X\_{n+1})$ where $\{\theta\_nn, n \geq 0\}$ is a $R^d$-valued sequence,…
Linear Response theory aims to predict how added forcing alters the statistical properties of an unforced system. These kinds of questions have been studied predominantly for autonomous dynamical systems, yet many systems in the physical,…
In this paper we propose a definition of a recurrence relation homomorphism and illustrate our definition with a few examples. We then define the period of a k-th order of linear recurrence relation and deduce certain preliminary results…
While convergence of polynomial chaos approximation for linear equations is relatively well understood, a lot less is known for non-linear equations. The paper investigates this convergence for a particular equation with quadratic…
The aim of this paper is to obtain estimates for the density of the law of a specific nonlinear diffusion process at any positive bounded time. This process is issued from kinetic theory and is called Landau process, by analogy with the…
The multitime multiple recurrences are common in analysis of algorithms, computational biology, information theory, queueing theory, filters theory, statistical physics etc. The theoretical part about them is little or not known. That is…
Counting processes often written $N=(N_t)_{t\in\mathbb{R}^+}$ are used in several applications of biostatistics, notably for the study of chronic diseases. In the case of respiratory illness it is natural to suppose that the count of the…
We study the discrete-time, real valued bounded process $\{X_n, n\in {\mathbb N} \}$ defined by a second order recurrence relation $X_{n+2} = \varphi(X_n,X_{n+1})$. We obtain the decay of correlations under analytical hypotheses on $\varphi…