相关论文: Stationarity of multivariate particle systems

In this paper, we are interested in obtaining answers to the following questions for particle flow filters: Can we provide a theoretical guarantee that particle flow filters give correct results such as unbiased estimates? Are particle…

We study the persistence in a class of continuous stochastic processes that are stationary only under integer shifts of time. We show that under certain conditions, the persistence of such a continuous process reduces to the persistence of…

Particle systems admit a variety of tensor product structures (TPSs) depending on the complete system of commuting observables chosen for the analysis. Different notions of entanglement are associated with these different TPSs. Global…

A general system of particles (of one or several species) on a one dimensional lattice with boundaries is considered. Two general behaviors of such systems are investigated. The stationary behavior of the system, and the dominant way of the…

By a physical system we recognize a set of propositions about a given system with their truth-values depending on the states of the system. Since every physical system can go from one state in another one, there exists a binary relation on…

A simple variogram model with two parameters is presented that includes the power variogram for the fractional Brownian motion, a modified De Wijsian model, the generalized Cauchy model and the multiquadrics model. One parameter controls…

We consider countable system of harmonic oscillators on the real line with quadratic interaction potential with finite support and local external force (stationary stochastic process) acting only on one fixed particle. In the case of…

In this paper I will review some basic aspects of the mechanism of stochastic resonance. Stochastic resonance was first introduced as a possible mechanism to explain long term climatic variation. Since then, there have been many…

The Bivariate Dynamic Contagion Processes (BDCP) are a broad class of bivariate point processes characterized by the intensities as a general class of piecewise deterministic Markov processes. The BDCP describes a rich dynamic structure…

Multisite phosphorylation networks are encountered in many intracellular processes like signal transduction, cell-cycle control or nuclear signal integration. In this contribution networks describing the phosphorylation and…

We consider a single Brownian particle in one dimension in a medium at a constant temperature in the underdamped regime. We stochastically reset the position of the Brownian particle to a fixed point in the space with a constant rate $r$…

In present paper we suggest a new universal approach to study complex systems by microscopic, mesoscopic and macroscopic methods. We discuss new possibilities of extracting information on nonstationarity, unsteadiness and non-Markovity of…

Particle suspensions are ubiquitous in our daily life, but are not well understood due to their complexity. During the last twenty years, various simulation methods have been developed in order to model these systems. Due to varying…

Systems switching between different dynamical phases is an ubiquitous phenomenon. The general understanding of such a process is limited. To this end, we present a general expression that captures fluctuations of a system exhibiting a…

Systems driven by $\alpha$-stable noises could be very different from their Gaussian counterparts. Stationary states in single-well potentials can be multimodal. Moreover, a potential well needs to be steep enough in order to produce…

A system of particles is studied in which the stochastic processes are one-particle type-change (or one-particle diffusion) and multi-particle annihilation. It is shown that, if the annihilation rate tends to zero but the initial values of…

Panel data, also known as longitudinal data, consist of a collection of time series. Each time series, which could itself be multivariate, comprises a sequence of measurements taken on a distinct unit. Mechanistic modeling involves writing…

The paper discusses linear fractional representations of parameter-dependent nonlinear systems with dynamics defined by real rational nonlinearities and a finite set of point delays. The global asymptotic stability is investigated via…

The density matrix, \rho, of a model polariton system is obtained numerically from a master equation which takes account of pumping and losses. In the stationary limit, the coherences between eigenstates of the Hamiltonian are three orders…

To mimic the complex transport-like collective phenomena in a man-made or natural system, we study an open network junction model of totally asymmetric simple exclusion process with bulk particle attachment and detachment. The stationary…