Related papers: L'Hospital-type rules for monotonicity and limits:…
We provide a systematic approach for deducing statistical limit laws via martingale-coboundary decomposition, for nonuniformly hyperbolic systems with slowly contracting and expanding directions. In particular, if the associated return time…
We investigate the incremental stability properties of It\^o stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two…
We investigate conditions for logarithmic complete monotonicity of product ratios of gamma and q-gamma functions whose arguments are linear functions of the variable. We give necessary and sufficient conditions in terms of nonnegativity of…
We consider perturbations of interval maps with indifferent fixed points, which we refer to as wobbly interval intermittent maps, for which stable laws for general H\"older observables fail. We obtain limit laws for such maps and H\"older…
We study the regularity and well-posedness of the local, first-order forward-backward mean field games system, assuming a polynomially growing cost function and a Hamiltonian of quadratic growth. We consider systems and terminal data that…
Stochastic monotonicity is a well known partial order relation between probability measures defined on the same partially ordered set. Strassen Theorem establishes equivalence between stochastic monotonicity and the existence of a coupling…
We consider functions which are subfunctions with respect to the differential operator $$L_\rho = \frac{\partial^2}{\partial x^2} + \frac{\partial^2}{\partial y^2} + 2\rho \frac{\partial}{\partial x} + \rho^2 $$ and are doubly periodic in…
We prove that a continuous function $f:(0,\infty) \to (0,\infty)$ is operator monotone increasing if and only if $f(A \: !_t \: B) \leqs f(A) \: !_t \: f(B)$ for any positive operators $A,B$ and scalar $t \in [0,1]$. Here, $!_t$ denotes the…
In this article, we provide further asymptotic analysis to the higher-order statistics (HOS) of the channel capacity over generalized fading channels, especially by proposing simple and closed-form expressions each of which can be easily…
Normal human heart rate shows complex fluctuations in time, which is natural, since heart rate is controlled by a large number of different feedback control loops. These unpredictable fluctuations have been shown to display fractal…
Consider the Lienard system $ u'' + f(u) u' + g(u) = 0$ with a center at the origin 0. In the case where the period function $T$ is monotonic, we examine periodic solutions of the perturbed equation $ u'' + a(u)u' + f(u) = \epsilon h(t)$.…
We study three different random walk models on several two-dimensional lattices by Monte Carlo simulations. One is the usual nearest neighbor random walk. Another is the nearest neighbor random walk which is not allowed to backtrack. The…
In this work we obtain recurrent formulae for the number of permutations with either increasing or monotonic (i.e., both increasing and decreasing) runs of bounded length. Our formulae allow one to efficiently compute the number of such…
The notion of quasi-Fej\'er monotonicity has proven to be an efficient tool to simplify and unify the convergence analysis of various algorithms arising in applied nonlinear analysis. In this paper, we extend this notion in the context of…
Let $f$ be a measurable, real function defined in a neighbourhood of infinity. The function $f$ is said to be of generalised regular variation if there exist functions $h \not\equiv 0$ and $g > 0$ such that $f(xt) - f(t) = h(x) g(t) +…
Evidence of a global trend in dose-response dependencies is commonly used in bio-medicine and epidemiology, especially because this represents a causality criterion. However, conventional trend tests indicate a significant trend even when…
A refracted L\'evy process is a L\'evy process whose dynamics change by subtracting off a fixed linear drift (of suitable size) whenever the aggregate process is above a pre-specified level. More precisely, whenever it exists, a refracted…
Distributionally robust optimization (DRO) is a widely used framework for optimizing objective functionals in the presence of both randomness and model-form uncertainty. A key step in the practical solution of many DRO problems is a…
A monotone function interval is the set of monotone functions that lie pointwise between two fixed monotone functions. We characterize the set of extreme points of monotone function intervals and apply this to a number of economic settings.…
A discrete version of Lagrangian reduction is developed in the context of discrete time Lagrangian systems on $G\times G$, where $G$ is a Lie group. We consider the case when the Lagrange function is invariant with respect to the action of…