Related papers: Weak stability and generalized weak convolution fo…

Let $X$ be a Banach space and $\mu$ a probability measure. A set $K \subseteq L^1(\mu,X)$ is said to be a $\delta\mathcal{S}$-set if it is uniformly integrable and for every $\delta>0$ there is a weakly compact set $W \subseteq X$ such that…

In a recent article, we studied the global solvability of the so-called cohomological equation L_X f=g in C^\infty(\Rt), where X is a regular vector field on the plane and L_X the corresponding Lie derivative. In a joint article with T.…

In this paper the asymptotic behavior of the conditional least squares estimators of the autoregressive parameters $(\alpha,\beta)$, of the stability parameter $\varrho := \alpha + \beta$, and of the mean $\mu$ of the innovation $\vare_k$,…

We define various higher-order Markov properties for stochastic processes $(X(t))_{t\in \mathbb{T}}$, indexed by an interval $\mathbb{T} \subseteq \mathbb{R}$ and taking values in a real and separable Hilbert space $U$. We furthermore…

Several consistency notions are available for a lower prevision P assessed on a set D of gambles (bounded random variables), ranging from the well known coherence to convexity and to the recently introduced 2-coherence and 2-convexity. In…

We consider a modification of classical branching random walk, where we add i.i.d. perturbations to the positions of the particles in each generation. In this model, which was introduced and studied by Bandyopadhyay and Ghosh (2023),…

We present an abstract framework to study weak convergence of numerical approximations of linear stochastic partial differential equations driven by additive L\'evy noise. We first derive a representation formula for the error which we then…

Our main goal is to understand the stability of second order linear homogeneous differential equations $\ddot x(t)+\alpha(t)\dot x(t)+\beta(t)x(t)=0$ for $C^0$-generic values of the variable parameters $\alpha(t)$ and $\beta(t)$. For that…

This paper explores mixture distributions induced by a product of the positive stable random variable and a power of another positive random variable. The paper also considers the convolution of the stable density with a gamma density.…

In statistical physics lately a specific kind of average, called the q-expectation value, has been extensively used in the context of q-generalized statistics dealing with distributions following power-laws. In this context q-expectation…

Subordinating a multivariate L\'evy process, the subordinate, with a univariate subordinator gives rise to a pathwise construction of a new L\'evy process, provided the subordinator and the subordinate are independent processes. The…

Stable random variables are motivated by the central limit theorem for densities with (potentially) unbounded variance and can be thought of as natural generalizations of the Gaussian distribution to skewed and heavy-tailed phenomenon. In…

This paper discusses generalized weak rigidity theory, and aims to apply the theory to formation control problems with a gradient flow law. The generalized weak rigidity theory is utilized in order that desired formations are characterized…

This paper analyzes the limit properties of the empirical process of $\alpha$-stable random variables with long range dependence. The $\alpha$-stable random variables are constructed by non-linear transformations of bivariate sequences of…

In evolutionary dynamics, a key measure of a mutant trait's success is the probability that it takes over the population given some initial mutant-appearance distribution. This "fixation probability" is difficult to compute in general, as…

This paper conducts sensitivity analysis of random constraint and variational systems related to stochastic optimization and variational inequalities. We establish efficient conditions for well-posedness, in the sense of robust Lipschitzian…

We consider here one-parameter semigroups ${\bf T}=(T(t))_{t>0}$ of bounded operators on a Banach space $X$ which are weakly continuous in the sense of Arveson. For such a semigroup ${\bf T}$ denote by ${\mathcal M}_{\omega_{\bf T}}$ the…

It is shown, that the Aharonov-Albert-Vaidman concept of weak values appears to be a consequence of a more general quantum phenomenon of weak quantum evolution. Here the concept of weak quantum evolution is introduced and discussed for the…

In this paper, we propose a weak formulation of the singular diffusion equation subject to the dynamic boundary condition. The weak formulation is based on a reformulation method by an evolution equation including the subdifferential of a…

The weighted forms of generalized survival and failure entropies of order ($\alpha,\beta$) are proposed and some properties are obtained. We further propose the dynamic versions of weighted generalized survival and failures entropies and…