Related papers: Stochastic processes on non-Archimedean spaces. II…
We show that bootstrap methods based on the positivity of probability measures provide a systematic framework for studying both synchronous and asynchronous nonequilibrium stochastic processes on infinite lattices. First, we formulate…
In this paper we consider the set of all bounded subsets of totally ordered Dedekind complete Riesz spaces, equipped with the order topology. We show the existence of bounded linear functions on this set, that are invariant under group…
Fractional statistics is one of the most intriguing features of topological phases in 2D. In particular, the so-called non-Abelian statistics plays a crucial role towards realizing universal topological quantum computation. Recently, the…
Markov matrices have an important role in the filed of stochastic processes. In this paper, we will show and prove a series of conclusions on Markov matrices and transformations rather than pay attention to stochastic processes although…
An approach to analysis on path spaces of Riemannian manifolds is described. The spaces are furnished with `Brownian motion' measure which lies on continuous paths, though differentiation is restricted to directions given by tangent paths…
Stochastic solutions provide new rigorous results for nonlinear PDE's and, through its local non-grid nature, are a natural tool for parallel computation. There are two different approaches for the construction of stochastic solutions:…
In this paper, we seek to understand the behavior of dynamical systems that are perturbed by a parameter that changes discretely in time. If we impose certain conditions, we can study certain embedded systems within a hybrid system as…
The solutions of Hamiltonian equations are known to describe the underlying phase space of a mechanical system. In this article, we propose a novel spatio-temporal model using a strategic modification of the Hamiltonian equations,…
In this paper structure of infinite dimensional Banach spaces is studied by using an asymptotic approach based on stabilization at infinity of finite dimensional subspaces which appear everywhere far away. This leads to notions of…
The random walk with hyperbolic probabilities that we are introducing is an example of stochastic diffusion in a one-dimensional heterogeneous media. Although driven by site-dependent one-step transition probabilities, the process retains…
Discrete multiplicative turbulent cascades are described using a formalism involving infinitely divisible random measures. This permits to consider the continuous limit of a cascade developed on a continuum of scales, and to provide the…
The validity of various bootstrapping methods has been proved for the sample mean of strongly mixing data. But in many applications, there appear nonlinear statistics of processes that are not strongly mixing. We investigate the…
We focus on the presence of almost automorphy in strongly monotone skew-product semiflows on Banach spaces. Under the $C^1$-smoothness assumption, it is shown that any linearly stable minimal set must be almost automorphic. This extends the…
We develop the foundations of Algebraic Stochastic Calculus, with an aim to replacing what is typically referred to as Stochastic Calculus by a purely categorical version thereof. We first give a sheaf theoretic reinterpretation of…
This paper provides a functional analytic approach to differential equations on Banach space with slowly evolving parameters. We develop a Fenichel-like theory for attracting subsets of critical manifolds via a Lyapunov-Perron method. This…
We find conditions for stationary measures of random dynamical systems on surfaces having dissipative diffeomorphisms to be absolutely continuous. These conditions involve a uniformly expanding on average property in the future (UEF) and…
We introduce stochastic and quantum finite-state transducers as computation-theoretic models of classical stochastic and quantum finitary processes. Formal process languages, representing the distribution over a process's behaviors, are…
This thesis is devoted to the study of extreme value statistics in stochastic processes and their applications. In the first part, we obtain exact analytical results on the extreme value statistics of both discrete-time and continuous-time…
In this article, we consider McKean stochastic differential equations, as well as their corresponding McKean-Vlasov partial differential equations, which admit a unique stationary state, and we study the linearized It\^o diffusion process…
Invariance properties of semimartingales on Lie groups under a family of random transformations are defined and investigated, generalizing the random rotations of the Brownian motion. A necessary and sufficient explicit condition…