相关论文: Windings of planar stable processes

Symmetric matrix-valued dynamical systems are an important class of systems that can describe important processes such as covariance/second-order moment processes, or processes on manifolds and Lie Groups. We address here the case of…

Let $\{X_i(t),t\ge0\}, 1\le i\le n$ be independent copies of a random process $\{X(t), t\ge0\}$. For a given positive constant $u$, define the set of $r$th conjunctions $C_r(u):=\{t\in[0,1]: X_{r:n}(t)>u\}$ with $ X_{r:n}$ the $r$th largest…

We consider a standard one-dimensional Brownian motion on the time interval $[0,1]$ conditioned to have vanishing iterated time integrals up to order $N$. We show that the resulting processes can be expressed explicitly in terms of shifted…

We study the existence of asymptotically stable periodic trajectories induced by reset feedback. The analysis is developed for a planar system. Casting the problem into the hybrid setting, we show that a periodic orbit arises from the…

Non-equilibrium molecular dynamics simulations are used to demonstrate the asymptotic convergence of the Transient and Steady State forms of the Fluctuation Theorem. In the case of planar Poiseuille flow, we find that the Transient form,…

We show how coupling techniques can be used in some metastable systems to prove that mean metastable exit times are almost constant as functions of the starting microscopic configuration within a "meta-stable set." In the example of the…

We establish metastability in the sense of Lebowitz and Penrose under practical and simple hypothesis for (families of) Markov chains on finite configuration space in some asymptotic regime, including the case of configuration space size…

A simplified model of the tumor angiogenesis can be described by a Keller-Segel equation \cite{FrTe,Le,Pe}. The stability of traveling waves for the one dimensional system has recently been known by \cite{JinLiWa,LiWa}. In this paper we…

We prove Price's law with an explicit leading order term for solutions $\phi(t,x)$ of the scalar wave equation on a class of stationary asymptotically flat $(3+1)$-dimensional spacetimes including subextremal Kerr black holes. Our precise…

We extend classical results about the convergence of nearly unstable AR(p) processes to the infinite order case. To do so, we proceed as in recent works about Hawkes processes by using limit theorems for some well chosen geometric sums. We…

We consider the time-dependent nonlinear system $\dot q(t)=u(t)X(q(t))+(1-u(t))Y(q(t))$, where $q\in\R^2$, $X$ and $Y$ are two %$C^\infty$ smooth vector fields, globally asymptotically stable at the origin and $u:[0,\infty)\to\{0,1\}$ is an…

Fair termination is the property of programs that may diverge "in principle" but that terminate "in practice", i.e. under suitable fairness assumptions concerning the resolution of non-deterministic choices. We study a conservative…

Long memory processes driven by L\'evy noise with finite second-order moments have been well studied in the literature. They form a very rich class of processes presenting an autocovariance function which decays like a power function. Here,…

We characterize the asymptotic behaviour of the weighted power variation processes associated with iterated Brownian motion. We prove weak convergence results in the sense of finite dimensional distributions, and show that the laws of the…

We simulate several models of random curves in the half plane and numerically compute their stochastic driving process (as given by the Loewner equation). Our models include models whose scaling limit is the Schramm-Loewner evolution (SLE)…

We introduce system norms which assess transient behavior of stable Linear Time-Invariant (LTI) systems. This allows us to address undesired responses to initial conditions, finite resource consumption signals, or persistent perturbations.…

The long-time asymptotics is analyzed for finite energy solutions of the 1D Schr\"odinger equation coupled to a nonlinear oscillator. The coupled system is invariant with respect to the phase rotation group U(1). For initial states close to…

We derive the Whitham modulation equations for the nonlinear Schr\"odinger equation in the plane (2d NLS) with small dispersion. The modulation equations are derived in terms of both physical and Riemann variables; the latter yields…

We establish nonlinear stability and asymptotic behavior of traveling periodic waves of viscous conservation laws under localized perturbations or nonlocalized perturbations asymptotic to constant shifts in phase, showing that long-time…

We study some asymptotic properties of cylinder processes in the plane defined as union sets of dilated straight lines (appearing as mutually overlapping infinitely long strips) derived from a stationary independently marked point process…