相关论文: Stationary distributions for jump processes with i…
The zig-zag process is a piecewise deterministic Markov process in position and velocity space. The process can be designed to have an arbitrary Gibbs type marginal probability density for its position coordinate, which makes it suitable…
This paper investigates the entropy production rate and time-reversibility for general jump diffusions (L\'{e}vy processes) on $\mathbb{R}^n$. We first formulate the entropy production rate and explore its associated thermodynamic relations…
In the paper, stationary measures of stochastic differential equations with jumps are considered. Under some general conditions, existence of stationary measures is proved through Markov measures and Lyapunov functions. Moreover, for two…
In this note, we discuss the uniform ergodicity of a diffusion process given by an It\^o stochastic differential equation. We present an integral condition in terms of the drift and diffusion coefficients that ensures the uniform ergodicity…
We address the problem of the so-called ``granular gases'', i.e. gases of massive particles in rapid movement undergoing inelastic collisions. We introduce a class of models of driven granular gases for which the stationary state is the…
We investigate a zero-range process where the underlying one-particle stationary distribution has multifractality. The multiparticle stationary probability measure can be written in a factorized form. If the number of the particles is…
In this paper, we propose a new method to measure the probabilistic robustness of stochastic jump linear system with respect to both the initial state uncertainties and the randomness in switching. Wasserstein distance which defines a…
In this paper we present a general mathematical construction that allows us to define a parametric class of $H$-sssi stochastic processes (self-similar with stationary increments), which have marginal probability density function that…
This paper is focused on a class of spatial birth and death process of the Euclidean space where the birth rate is constant and the death rate of a given point is the shot noise created at its location by the other points of the current…
We study the dynamics of a single inertial run-and-tumble particle on a straight line. The motion of this particle is characterized by two intrinsic time-scales, namely, an inertial and an active time-scale. We show that interplay of these…
In this paper, we consider the $(1,R)$ state-dependent reflecting random walk (RW) on the half line, allowing the size of jumps to the right at maximal $R$ and to the left only 1. We provide an explicit criterion for positive recurrence and…
This is a continuation of the earlier work \cite{SSS} to characterize stationary unitary increment Gaussian processes. The earlier assumption of uniform continuity is replaced by weak continuity and with a technical assumption on the domain…
New results on uniform convergence in probability for expansions of Gaussian random processes using compactly supported wavelets are given. The main result is valid for general classes of nonstationary processes. An application of the…
We consider a single run-and-tumble particle (RTP) moving in one dimension. We assume that the velocity of the particle is drawn independently at each tumbling from a zero-mean Gaussian distribution and that the run times are exponentially…
Consider compound Poisson processes with negative drift and no negative jumps, which converge to some spectrally positive L\'evy process with non-zero L\'evy measure. In this paper we study the asymptotic behavior of the local time process,…
A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…
We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…
We compute the joint distribution of relative velocities and separations of identical inertial particles suspended in randomly mixing and turbulent flows. Our results are obtained by matching asymptotic forms of the distribution. The method…
We discuss the relation between three recent approaches of describing the dynamics and the spatial distribution of particles suspended in turbulent flows: phase-space singularities in the inertial particle dynamics (caustics), real-space…
We study the dynamics of condensation in a misanthrope process with nonlinear jump rates and factorized stationary states. For large enough density, it is known that such models have a phase separated state, with a non-zero fraction of the…