Related papers: Stochastic processes on non-Archimedean spaces. II…
Toward the understanding of bifurcation phenomena of dynamics on the Berkovich projective line $\mathbb{P}^{1,an}$ over non-archimedean fields, we study the stability (or passivity) of critical points of families of polynomials parametrized…
Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…
We consider stochastic optimization problems with possibly nonsmooth integrands posed in Banach spaces and approximate these stochastic programs via a sample-based approaches. We establish the consistency of approximate Clarke stationary…
In this short note, we give some new results on continuous bounded cohomology groups of topological semigroups with values in complex field. We show that the second continuous bounded cohomology group of a compact metrizable semigroup, is a…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…
This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…
We prove a semi-invertible Oseledets theorem for cocycles acting on measurable fields of Banach spaces, i.e. we only assume invertibility of the base, not of the operator. As an application, we prove an invariant manifold theorem for…
In this paper we study the Lie theoretic properties of a class of topological groups which carry a Banach manifold structure but whose multiplication is not smooth. If $G$ and $N$ are Banach-Lie groups and $\pi : G \to \mathrm{Aut}(N)$ is a…
This paper presents a new numerical scheme for simulating stochastic processes specified by their marginal distribution functions and covariance functions. Stochastic samples are firstly generated to automatically satisfy target marginal…
A stochastic model is presented for a super-position of uncorrelated pulses with a random distribution of amplitudes, sizes, velocities and arrival times. The pulses are assumed to move radially with fixed shape and amplitudes decaying…
We study the properties of solutions of stochastic differential equations driven by processes generating loops in free nilpotent groups. We are in particular interested in existence and smoothness for the density.
The evolution of communities in dynamic (time-varying) network data is a prominent topic of interest. A popular approach to understanding these dynamic networks is to embed the dyadic relations into a latent metric space. While methods for…
We demonstrate the identification and classification of topological phase transitions from experimental data using Diffusion Maps: a nonlocal unsupervised machine learning method. We analyze experimental data from an optical system…
We introduce a regression model for data on non-linear manifolds. The model describes the relation between a set of manifold valued observations, such as shapes of anatomical objects, and Euclidean explanatory variables. The approach is…
This primer explains how continuous-time stochastic processes (precisely, Brownian motion and other Ito diffusions) can be defined and studied on manifolds. No knowledge is assumed of either differential geometry or continuous-time…
The usual random walk on a group (homogeneous both in time and in space) is determined by a probability measure on the group. In a random walk with random transition probabilities this single measure is replaced with a stationary sequence…
We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…
A non-perturbative approach to the time-averaging of nonlinear, autonomous ODE systems is developed based on invariant manifold methodology. The method is implemented computationally and applied to model problems arising in the mechanics of…
We are concerned with stochastic processes on surfaces in three-dimensional contact sub-Riemannian manifolds. Employing the Riemannian approximations to the sub-Riemannian manifold which make use of the Reeb vector field, we obtain a second…
Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some regularity condition assumed for the solution, the rate of…