相关论文: Stationarity of multivariate particle systems
We consider a model in which positive and negative particles with equal densities diffuse in an asymmetric, CP invariant way on a ring. The positive particles hop clockwise, the negative counter-clockwise and oppositely-charged adjacent…
We study stochastic particle systems made up of heterogeneous units. We introduce a general framework suitable to analytically study this kind of systems and apply it to two particular models of interest in economy and epidemiology. We show…
A definition of metastable states applicable to arbitrary finite state Markov processes satisfying detailed balance is discussed. In particular, we identify a crucial condition that distinguishes genuine metastable states from other types…
Particles in space periodic potentials constitute standard models for investigation of crystalline phenomena in solid state physics. Time periodicity of periodically driven systems is a close analogue of space periodicity of solid state…
We discuss relaxation in bosonic and fermionic many-particle systems. For integrable systems, the time evolution can cause a dephasing effect, leading for finite subsystems to certain steady states. We give an explicit derivation of those…
In stochastic models for queues and their networks, random events evolve in time. A process for their backward evolution is referred to as a time reversed process. It is often greatly helpful to view a stochastic model from two different…
Random processes with stationary increments and intrinsic random processes are two concepts commonly used to deal with non-stationary random processes. They are broader classes than stationary random processes and conceptually closely…
This paper derives two stabilizability theorems for a basic class of discrete-time nonlinear systems with multiple unknown parameters. First, we claim that a discrete-time multi-parameter system is stabilizable if its nonlinear growth rate…
Estimating and quantifying uncertainty in unknown system parameters from limited data remains a challenging inverse problem in a variety of real-world applications. While many approaches focus on estimating constant parameters, a subset of…
The question of the stability of unstable states of dynamical systems that do not explicitly contain a small parameter, chaos and bifurcations in them has attracted attention ever since [1-14]. This is due to the fact that this problem…
The Nelson stochastic mechanics is derived as a consequence of the basic physical principles such as the principle of relativity of observations and the invariance of the action quantum. The unitary group of quantum mechanics is represented…
Condition numbers of random polynomial systems have been widely studied in the literature under certain coefficient ensembles of invariant type. In this note we introduce a method that allows us to study these numbers for a broad family of…
A one-dimensional reaction-diffusion model consisting of two species of particles and vacancies on a ring is introduced. The number of particles in one species is conserved while in the other species it can fluctuate because of creation and…
This paper deals a continuous-time state-dependent jump linear system, a particular kind of stochastic switching system. In particular, we consider a situation when the transition rate of the random jump process depends on the state…
This paper is devoted to the description of the evolution of states of quantum many-particle systems within the framework of a one-particle density operator, which enables to construct the kinetic equations in scaling limits in the presence…
The paper introduces a new numerical characteristic of one dimensional stochastic systems. This quantity is a measure of minimal periodicity, can be detected in the process deep differential structure. The claim is that this new measure of…
The steady states of an isotone electric system are described by an isotone function with respect to the componentwise order. When there are steady states, we highlight a dominant steady state and we study its domain of attraction for the…
We study stationarity and moments properties of some count time series models from contraction and stability properties of iterated random maps. Both univariate and multivariate processes are considered, including the recent multivariate…
We consider inference for a collection of partially observed, stochastic, interacting, nonlinear dynamic processes. Each process is identified with a label called its unit, and our primary motivation arises in biological metapopulation…
In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also…