Related papers: Stochastic processes on non-Archimedean spaces wit…
In this paper, models that approximate stochastic processes from the space $Sub_\varphi(\Omega)$ with given reliability and accuracy in $L_p(T)$ are considered for some specific functions $\varphi(t)$. For processes that are decomposited in…
The article is devoted to approximate, global and along curves differentiability of functions over non-archimedean infinite fields with non-trivial valuations. Fields with zero and non-zero characteristics are considered. Spaces of…
Stochastic thermodynamics investigates energetic and entropic bounds in small systems. Foundational results, e.g., the first and second laws, predominantly rely on the Markov (memoryless) assumption. Although physicists recognise that the…
We consider a measurable stationary Gaussian stochastic process. A criterion for testing hypotheses about the covariance function of such a process using estimates for its norm in the space $L_p(\mathbb {T}),\,p\geq1$, is constructed.
First, we review the notion of a Poisson structure on a noncommutative algebra due to Block-Getzler and Xu and introduce a notion of a Hamiltonian vector field on a noncommutative Poisson algebra. Then we describe a Poisson structure on a…
A scaling on some space is a measurable action of the group of positive real numbers. A measure on a measurable space equipped with a scaling is said to be $\alpha$-homogeneous for some nonzero real number $\alpha$ if the mass of any…
In this paper, we develop two stochastic models where the variable under consideration follows Harris distribution. The mean and variance of the processes are derived and the processes are shown to be non-stationary. In the second model,…
We study a system of $N$ interacting particles on $\bf{Z}$. The stochastic dynamics consists of two components: a free motion of each particle (independent random walks) and a pair-wise interaction between particles. The interaction belongs…
In the last two decades a number of structures on the classical space of translation invariant valuations on convex bodies were discovered, e.g. product, convolution, a Fourier type transform. In this paper a non-Archimedean analogue of the…
We develop a new approach for detecting changes in the behavior of stochastic processes and random fields based on tensor product representations such as the Karhunen-Lo\`{e}ve expansion. From the associated eigenspaces of the covariance…
An extension of the Hawkes model where the productivity is variable is considered. In particular, the case is considered where each point may have its own productivity and a simple analytic formula is derived for the maximum likelihood…
Time-dependent correlation functions of (unstable) particles undergoing biased or unbiased diffusion, coagulation and annihilation are calculated. This is achieved by similarity transformations between different stochastic models and…
Interacting particle systems can often be constructed from a graphical representation, by applying local maps at the times of associated Poisson processes. This leads to a natural coupling of systems started in different initial states. We…
The goal of this paper is to investigate the tools of extreme value theory originally introduced for discrete time stationary stochastic processes (time series), namely the tail process and the tail measure, in the framework of continuous…
An overview is given of recent advances in nonequilibrium statistical mechanics about the statistics of random paths and current fluctuations. Although statistics is carried out in space for equilibrium statistical mechanics, statistics is…
We survey known results about phase transitions in various models of statistical physics when the underlying space is a nonamenable graph. Most attention is devoted to transitive graphs and trees.
After defining non-Gaussian L\'evy processes for two-sided time, stochastic differential equations with such L\'evy processes are considered. Solution paths for these stochastic differential equations have countable jump discontinuities in…
We introduce the concept evolutionary semigroups on path spaces, generalizing the notion of transition semigroups to possibly non-Markovian stochastic processes. We study the basic properties of evolutionary semigroups and, in particular,…
Stochastic Thermodynamics (ST) extends the notions of classical thermodynamics to trajectories taken from a nonequilibrium ensemble. This extension yields a simple approach to fluctuation relations in small systems. Multiple time- and…
We consider the issue of non-Markovianity of a quantum dynamics starting from a comparison with the classical definition of Markovian process. We point to the fact that two sufficient but not necessary signatures of non-Markovianity of a…