Related papers: Quasi-invariance and reversibility in the Fleming-…
This paper considers non-negative integer-valued autoregressive processes where the autoregression parameter is close to unity. We consider the asymptotics of this `near unit root' situation. The local asymptotic structure of the likelihood…
We study the long-time behavior of almost periodic solutions to stochastic scalar conservation laws in any space dimension, under the assumption of Lipschitz continuity of the flux functions and a non-degeneracy condition. We show the…
We are concerned with the absolute continuity of stationary distributions corresponding to some piecewise deterministic Markov process, being typically encountered in biological models. The process under investigation involves a…
The paper is to study the asymptotic dynamics in nonmonotone comparable almost periodic reaction-diffusion system with Dirichlet boundary condition, which is comparable with uniformly stable strongly order-preserving system. By appealing to…
The space-fractional and the time-fractional Poisson processes are two well-known models of fractional evolution. They can be constructed as standard Poisson processes with the time variable replaced by a stable subordinator and its…
With extensive variational simulations, dissipative quantum phase transitions in the sub-Ohmic spin-boson model are numerically studied in a dense limit of environmental modes. By employing a generalized trial wave function composed of…
We study the process of suitably normalized successive return times to rare events in the setting of infinite-measure preserving dynamical systems. Specifically, we consider small neighborhoods of points whose measure tends to zero. We…
The Mittag-Leffler function $E_{\alpha}$ being a natural generalization of the exponential function, an infinite-dimensional version of the fractional Poisson measure would have a characteristic functional \[ C_{\alpha}(\phi)…
We consider a Fleming-Viot-type particle system consisting of independently moving particles that are killed on the boundary of a domain. At the time of death of a particle, another particle branches. If there are only two particles and the…
Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. If…
Families of regimes for control systems are studied possessing the so called quasi-controllability property that is similar to the Kalman controllability property. A new approach is proposed to estimate the degree of transients overshooting…
We define a Gaussian invariant measure for the two-dimensional averaged-Euler equation and show the existence of its solution with initial conditions on the support of the measure. An invariant surface measure on the level sets of the…
We establish a one-to-one correspondence between (i) exchangeable sequences of random variables whose finite-dimensional distributions are minimum (or maximum) infinitely divisible and (ii) non-negative, non-decreasing, infinitely divisible…
We are concerned with Mosco type convergence for a non-symmetric $n$-particle Fleming-Viot system $\{X_1,\ldots,X_n\}$ in a bounded $d$-dimensional domain $D$ with smooth boundary. Moreover, we are interested in relative compactness of the…
The Sobolev regularity of invariant measures for diffusion processes is proved on non-smooth metric measure spaces with synthetic lower Ricci curvature bounds. As an application, the symmetrizability of semigroups is characterized, and the…
In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson…
We investigate two separate notions of dynamical phase transitions in the two-dimensional nearest-neighbor transverse-field Ising model on a square lattice using matrix product states and a new \textit{hybrid} infinite time-evolving block…
We extend the Dirichlet principle to non-reversible Markov processes on countable state spaces. We present two variational formulas for the solution of the Poisson equation or, equivalently, for the capacity between two disjoint sets. As an…
We show that the number of harmonics of the Wigner function, recently proposed as a measure of quantum complexity, can be also used to characterize quantum phase transitions. The non-analytic behavior of this quantity in the neighborhood of…
In the statistical description of dynamical systems, an indication of the irreversibility of a given state change is given geometrically by means of a (pre-)ordering of state pairs. Reversible state changes of classical and quantum systems…