Related papers: Extending Chacon-Walsh: minimality and generalised…

This paper concerns the problem of integrability of non closed distributions on Banach manifolds. We introduce the notion of weak distribution and we look for conditions under which these distributions admit weak integral submanifolds. We…

In this paper we present a relativistic Shakhov-type generalization of the Anderson-Witting relaxation time model for the Boltzmann collision integral. The extension is performed by modifying the path on which the distribution function…

We prove several general conditional convergence results on ergodic averages for horocycle and geodesic subgroups of any continuous action of the Lie group SL(2, R) on a locally compact space. These results are motivated by theorems of…

In this paper we consider stopping problems for continuous-time Markov chains under a general risk-sensitive optimization criterion for problems with finite and infinite time horizon. More precisely our aim is to maximize the certainty…

This paper introduces a version of the argmax continuous mapping theorem that applies to M-estimation problems in which the objective functions converge to a limiting process with multiple maximizers. The concept of the smallest maximizer…

Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…

Stochastic Event Timing is a fundamental issue in developing both analytic and simulation models for stochastic systems. Generalized Erlang distributions are quite useful for generating those random events in a quite general way by…

We propose a general method for constructing a minimal cover of high-dimensional chaotic attractors by embedded unstable recurrent patterns. By minimal cover we mean a subset of available patterns such that the approximation of chaotic…

Skorokhod problem arises in studying Reflected Brownian Motion (RBM) on an non-negative orthant, specifically in the context of queueing networks in the heavy traffic regime. One of the key problems is identifying conditions for stability…

This paper is a survey of various proofs of the so called {\em fundamental theorem of Markov chains}: every ergodic Markov chain has a unique positive stationary distribution and the chain attains this distribution in the limit independent…

We study a generalized notion of a homogeneous skew-product extension of a probability-preserving system in which the homogeneous space fibres are allowed to vary over the ergodic decomposition of the base. The construction of such…

We consider the asymmetric simple exclusion process in one dimension with weak asymmetry (WASEP) and 0-1 step initial condition. Our interest are the fluctuations of the time-integrated particle current at some prescribed spatial location.…

For a discrete time Markov chain and in line with Strotz' consistent planning we develop a framework for problems of optimal stopping that are time-inconsistent due to the consideration of a non-linear function of an expected reward. We…

We consider TASEP in continuous time with non-random initial conditions and arbitrary fixed density of particles rho. We show GOE Tracy-Widom universality of the one-point fluctuations of the associated height function. The result phrased…

We consider a controlled-diffusion process pertaining to a chain of distributed systems with random perturbations that satisfies a weak H\"ormander type condition. In particular, we consider a stochastic control problem with the following…

We continue our study of the dynamics of mappings with small topological degree on (projective) complex surfaces. Previously, under mild hypotheses, we have constructed an ergodic ``equilibrium'' measure for each such mapping. Here we study…

This paper follows on from our previous work, where we introduced the notion of \emph{confined extensions}, and our purpose is to widen the context in which such extensions appear. We do so in the setup of Poisson suspensions: we take a…

This paper presents a numerical investigation of acoustic wave propagation in an obstacle with periodically time-modulated material parameters. We focus on the numerical construction of Floquet$-$Bloch solutions, which are quasi-periodic…

This paper provides sufficient conditions over the sequence of samples and parameters of an adaptive Markov Chain Monte Carlo (MCMC) algorithm to ensure ergodicity with respect to a target distribution that can have unbounded support. These…

We present a general method for constructing integrable stochastic processes, with two-step discrete time Floquet dynamics, from the transfer matrix formalism. The models can be interpreted as a discrete time parallel update. The method can…