Related papers: Infinite systems of non-colliding generalized mean…
In this article we investigate the properties of Bernstein processes generated by infinite hierarchies of forward-backward systems of decoupled linear deterministic parabolic partial differential equations defined in Rd, where d is…
In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…
In this paper a general theorem of constructing infinite particle systems of jump types with long range interactions is presented. It can be applied to the system that each particle undergoes an $\alpha$-stable process and interaction…
We consider a generalisation of the self-affine iterated function systems of Lalley and Gatzouras by allowing for a countable infinity of non-conformal contractions. It is shown that the Hausdorff dimension of the limit set is equal to the…
It is shown that in the multivariate case the orders p, of the AR part, and q, of the MA part, are not invariants of the time series. Thus, it is concluded that it only makes sense to define the class of ARMA(p,p)- irreducible models, where…
We compute bilinear integrals involving Macdonald and Gegenbauer functions. These integrals are convergent only for a limited range of parameters. However, when one uses generalized integrals they can be computed essentially without…
We study geometric and algebraic geometric properties of the continuous and discrete Neumann systems on cotangent bundles of Stiefel varieties $V_{n,r}$. The systems are integrable in the non-commutative sense, and by applying a $2r\times…
We study phase transitions in the thermodynamic description of Pomeau-Manneville intermittent maps from the point of view of infinite ergodic theory, which deals with diverging measure dynamical systems. For such systems, we use a…
In this paper, we extend recent work on the functions that we call Bernstein-gamma to the class of bivariate Bernstein-gamma functions. In the more general bivariate setting, we determine Stirling-type asymptotic bounds which generalise,…
The invariance of the Lagrangian under time translations and rotations in Kepler's problem yields the conservation laws related to the energy and angular momentum. Noether's theorem reveals that these same symmetries furnish generalized…
In Newtonian gravity, a self-gravitating collisionless gas around a massive object such as a star or a planet is modeled via the Vlasov--Poisson system with an external Kepler potential. The presence of this attractive potential allows for…
We recall that, at both the intermittency transitions and at the Feigenbaum attractor in unimodal maps of non-linearity of order $\zeta >1$, the dynamics rigorously obeys the Tsallis statistics. We account for the $q$-indices and the…
Symmetry groups allow to transform solutions of differential equations continuously into other solutions. This property can be used for the observability analysis of infinite-dimensional systems with input and output. In this contribution,…
Firstly we consider a finite dimensional Markov semigroup generated by Dunkl laplacian with drift terms. Using gradient bounds we show that for small coefficients this semigroup has an invariant measure. We then extend this analysis to an…
A class of shape-invariant bound-state problems which represent transition in a two-level system introduced earlier are generalized to include arbitrary energy splittings between the two levels as well as intensity-dependent interactions.…
It is shown that the deformed Calogero-Moser-Sutherland (CMS) operators can be described as the restrictions on certain affine subvarieties (called generalised discriminants) of the usual CMS operators for infinite number of particles. The…
We examine two questions regarding Fourier frequencies for a class of iterated function systems (IFS). These are iteration limits arising from a fixed finite families of affine and contractive mappings in $\br^d$, and the ``IFS'' refers to…
The goal of this work is to establish the global existence of nonnegative classical solutions in all dimensions for a system of highly nonlinear reaction-diffusion equations. We address the case for different diffusion coefficients and the…
We establish a general semiparametric Bernstein-von Mises theorem for Bayesian nonparametric priors based on continuous observations in a periodic reversible multidimensional diffusion model. We consider a wide range of functionals…
This is a review paper concerned with the global consistency of the quantum dynamics of non-commutative systems. Our point of departure is the theory of constrained systems, since it provides a unified description of the classical and…