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In this paper, we establish the precise asymptotic behaviors of the tail probability and the transition density of a large class of isotropic L\'evy processes when the scaling order is between 0 and 2 including 2. We also obtain the precise…
We study conservative particle systems on W^S, where S is countable and W = {0, ..., N} or the natural numbers. The rate of a particle moving from site x to site y is given by p(x,y) b(eta_x, eta_y), where eta_z is the number of particles…
We present a set of generalized quantum loop models which provably exhibit topologically stable ergodicity breaking. These results hold for both periodic and open boundary conditions, and derive from a one-form symmetry (notably not being…
The notion of tail adversarial stability has been proven useful in obtaining limit theorems for tail dependent time series. Its implication and advantage over the classical strong mixing framework has been examined for max-linear processes,…
We study the stability of single server retrial queues under general distribution for retrial times and stationary ergodic service times, for three main retrial policies studied in the literature: classical linear, constant and control…
In this paper we consider a stochastic model of perpetuity-type. In contrast to the classical affine perpetuity model of Kesten [12] and Goldie [8] all discount factors in the model are mutually independent. We prove that the tails of the…
We investigate a family of discrete-time stationary processes defined by multiple stable integrals and renewal processes with infinite means. The model may exhibit behaviors of short-range or long-range dependence, respectively, depending…
We formulate a criterion for the existence and uniqueness of an invariant measure for a Markov process taking values in a Polish phase space. In addition, weak-$^*$ ergodicity, that is, the weak convergence of the ergodic averages of the…
We study data-driven decision problems where historical observations are generated by a time-evolving distribution whose consecutive shifts are bounded in Wasserstein distance. We address this nonstationarity using a distributionally robust…
The stability of stationary solutions of first-order systems of PDE's are considered. They may include some singular geometric terms, leading to discontinuous flux and non-conservative products. Based on several examples in Fluid Mechanics,…
For stochastic wave equation, when the dissipative damping is a non-globally Lipschitz function of the velocity, there are few results on the long-time dynamics, in particular, the exponential ergodicity and strong law of large numbers, for…
A workload model using the infinite source Poisson model for bursts is combined with the on--off model for within burst activity. Burst durations and on--off durations are assumed to have heavy-tailed distributions with infinite variance…
Inspired by the need for effective stochastic models to describe the complex behavior of biological motor proteins that move on linear tracks exact results are derived for the velocity and dispersion of simple linear sequential models (or…
We use duality techniques - specifically Siegmund and Bernstein duality - as tools to analyse ergodic and recurrence properties of $[0,1]$-valued Markov processes. These dualities enable the derivation of sharp bounds on the distance to…
The extreme value dependence of regularly varying stationary time series can be described by the spectral tail process. Drees, Segers and Warchol [Extremes 18(3): 369--402, 2015] proposed estimators of the marginal distributions of this…
We consider a two-node fluid network with batch arrivals of random size having a heavy-tailed distribution. We are interested in the tail asymptotics for the stationary distribution of a two-dimensional queue-length process. The tail…
We study the persistence in a class of continuous stochastic processes that are stationary only under integer shifts of time. We show that under certain conditions, the persistence of such a continuous process reduces to the persistence of…
A non-vanishing entropy production rate is a hallmark of non-equilibrium stationary states and is therefore at the heart of non-equilibrium thermodynamics. It is a manifestation of a steady circulation $J_{\rm inv}$ along the level sets of…
The outflow problem for the viscous full two-phase flow model in a half line is investigated in the present paper. The existence, uniqueness and nonlinear stability of the steady-state are shown respectively corresponding to the supersonic,…
In this note, we provide a unified framework for the mean square stability of stochastic jump linear systems via optimal transport. The Wasserstein metric known as an optimal transport, that assesses the distance between probability density…