Related papers: An Autoregressive Model with Semi-stable Marginals
The study of resonances (and well-posedness) for complex systems under time-periodic loading is of broad interest in application. The work of Galdi et al.~(2014) connects asymptotic stability of solutions to an unforced Cauchy problem to…
We consider self-organization and memory formation in a mesoscopic model of an amorphous solid subject to a random shear strain protocol confined to a strain range $\pm \varepsilon_{\rm max}$. We develop proper read-out protocols to show…
We investigate the long-time behavior of solutions of quasilinear hyperbolic systems with transparent boundary conditions when small source terms are incorporated in the system. Even if the finite-time stability of the system is not…
Consensus is a well-studied problem in distributed sensing, computation and control, yet deriving useful and easily computable bounds on the rate of convergence to consensus remains a challenge. This paper discusses the use of seminorms for…
We derive analytic expressions for the wavefunctions and energy levels in the semiclassical approximation for perturbed integrable systems. We find that some eigenstates of such systems are substantially different from any of the…
In the present work, we demonstrate how the pseudoinverse concept from linear algebra can be used to represent and analyze the boundary conditions of linear systems of partial differential equations. This approach has theoretical and…
In this paper, we use the variational approach to investigate recurrent properties of solutions for stochastic partial differential equations, which is in contrast to the previous semigroup framework. Consider stochastic differential…
We establish that stabilization of a class of linear, hyperbolic partial differential equations (PDEs) with a large (nevertheless finite) number of components, can be achieved via employment of a backstepping-based control law, which is…
We prove that the convolution of a selfdecomposable distribution with its background driving law is again selfdecomposable if and only if the background driving law is s-selfdecomposable. We will refer to this as the factorization property…
We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…
We study a new class of infinite dimensional Lie algebras, which has important applications to the theory of integrable equations. The construction of these algebras is very similar to the one for automorphic functions and this motivates…
We investigate the statistical stability of a class of dynamical systems semi-conjugate to pre-piecewise \textit{convex or expanding} maps with countably many branches. These systems naturally arise in the study of transformations with…
Motivated by positivity-, monotonicity-, and convexity preserving differential equations, we introduce a definition of shape preserving operator semigroups and analyze their fundamental properties. In particular, we prove that the class of…
We introduce and explore a new class of stationary time series models for variance matrices based on a constructive definition exploiting inverse Wishart distribution theory. The main class of models explored is a novel class of stationary,…
We characterise connected cubic graphs admitting a vertex- transitive group of automorphisms with an abelian normal subgroup that is not semiregular. We illustrate the utility of this result by using it to prove that the order of a…
A statistical inference for random coefficient first-order autoregressive model $[RCAR(1)]$ was investigated by P.M. ROBINSON (1978) in which the coefficients varying over individuals. In this paper we attempt to generalize this result to…
We continue the investigation of the correspondence between systems of conservation laws and congruences of lines in projective space. Relationship between "additional" conservation laws and hypersurfaces conjugate to a congruence is…
An initial-boundary value problem for the 1D self-adjoint parabolic equation on the half-axis is solved. We study a broad family of two-level finite-difference schemes with two parameters related to averagings both in time and space.…
In this paper we show that the chain recurrent set of a flow of automorphisms on a connected Lie group coincides with the central subgroup of the flow, if the group is decomposable. Moreover, in the decomposable case, the flow satisfies the…
Conditions for positive and polynomial recurrence have been proposed for a class of reliability models of two elements with transitions from working state to failure and back. As a consequence, uniqueness of stationary distribution of the…