Related papers: Quasi-product forms for Levy-driven fluid networks
The objective in stochastic filtering is to reconstruct information about an unobserved (random) process, called the signal process, given the current available observations of a certain noisy transformation of that process. Usually X and Y…
Open chaotic systems are expected to possess universal transport statistics and recently there have been many advances in understanding and obtaining expressions for their transport moments. However when tunnel barriers are added, which…
In this thesis, we propose and analyze a multi-server model that captures a performance trade-off between centralized and distributed processing. In our model, a fraction $p$ of an available resource is deployed in a centralized manner…
The paper addresses one-dimensional transport in a Goupillaud medium (a layered medium in which the layer thickness is proportional to the propagation speed), as a prototypical case of wave propagation in random media. Suitable stochastic…
Quantum transitions are described semiclassically as motions of systems along (complex) trajectories. We consider the cases when the semiclassical trajectories are unstable and find that durations of the corresponding transitions are large.…
We give a realization of the stable L\'evy forest of a given size conditioned by its mass from the path of the unconditioned forest. Then, we prove an invariance principle for this conditioned forest by considering $k$ independent…
We present a rotation equivariant, quasi-monolithic graph neural network framework for the reduced-order modeling of fluid-structure interaction systems. With the aid of an arbitrary Lagrangian-Eulerian formulation, the system states are…
Protoplasmic streaming in plant cells is directly visible in the cases of \textit{Chara corallina} and \textit{Nitella flexilis}, and this streaming is understood to play a role in the transport of biological materials. For this reason,…
We derive a necessary and sufficient condition for stochastic processes to have almost periodic finite dimensional distributions; in particular, we obtain characterizations for infinitely divisible processes to be almost periodic in terms…
The present work investigates the evolution of linear perturbations of time-dependent ideal fluid flows with advected quantities, expressed in terms of the second order variations of the action corresponding to a Lagrangian defined on a…
This paper studies a stochastic model that describes the evolution of vehicle densities in a road network. It is consistent with the class of (deterministic) kinematic wave models, which describe traffic flows on the basis of conservation…
A version of the saddle point method is developed, which allows one to describe exactly the asymptotic behavior of distribution densities of Levy driven stochastic integrals with deterministic kernels. Exact asymptotic behavior is…
We investigate different turnpike phenomena of generalized discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic…
Levy walk is a fundamental model with applications ranging from quantum physics to paths of animal foraging. Taking animal foraging as an example, a natural idea that comes to one's mind is to introduce the multiple internal states for…
This paper investigates an insurance model with a finite number of major clients and a large number of small clients, where the dynamics of the latter group are modeled by a spectrally positive L\'evy process. We begin by analyzing this…
We provide a general framework for dual representations of Laplace transforms of Markov processes. Such representations state that the Laplace transform of a finite-dimensional distribution of a Markov process can be expressed in terms of a…
The turnpike phenomenon stipulates that the solution of an optimal control problem in large time, remains essentially close to a steady-state of the dynamics, itself being the optimal solution of an associated static optimal control…
Minimal models of active and driven particles have recently been used to elucidate many properties non-equilibrium systems. However, the relation between energy consumption and changes in the structure and transport properties of these…
The distributed computing analysis of the accuracy of automodel solutions for the Green's function of a wide class of superdiffusive transport of perturbation on a uniform background is carried out. The approximate automodel solutions have…
We study the asymptotic behaviour of a properly normalized time-changed multidimensional Wiener process; the time change is given by an additive functional of the Wiener process itself. At the level of generators, the time change means that…