相关论文: Windings of planar stable processes
We introduce a notion of stability for non-autonomous Hamiltonian flows on two-dimensional annular surfaces. This notion of stability is designed to capture the sustained twisting of particle trajectories. The main Theorem is applied to…
Conditioning stable L\'evy processes on zero probability events recently became a tractable subject since several explicit formulas emerged from a deep analysis using the Lamperti transformations for self-similar Markov processes. In this…
In this paper we study the behaviour in time of the trace (the partition function) of the heat semigroup associated with symmetric stable processes in domains of $\Rd$. In particular, we show that for domains with the so called…
Recent results on the stationary state Fluctuation Theorems for work and heat fluctuations of Langevin systems are presented. The relevance of finite time corrections in understanding experimental and simulation results is explained in the…
We develop efficient methods for simulating processes of Ornstein-Uhlenbeck type related to the class of $p$-tempered $\alpha$-stable ($\ts$) distributions. Our results hold for both the univariate and multivariate cases and we consider…
We study exit times from a set for a family of multivariate autoregressive processes with normally distributed noise. By using the large deviation principle, and other methods, we show that the asymptotic behavior of the exit time depends…
This paper deals with the exponential stabilization of a time-delay system with an average of the state as the output. A general stability theorem with a guaranteed exponential decay-rate based on a Wirtinger-based inequality is provided.…
In this paper we study the asymptotic behavior of linear processes having as innovations mean zero, square integrable functions of stationary reversible Markov chains. In doing so we shall preserve the generality of coefficients assuming…
We consider a Markov-modulated Brownian motion reflected to stay in a strip [0,B]. The stationary distribution of this process is known to have a simple form under some assumptions. We provide a short probabilistic argument leading to this…
Stability of solitary waves in a thin inextensible and unshearable rod of infinite length is studied. Solitary-wave profile ofthe elastica of such a rod without torsion has the form of a planar loop and its speed depends on a tension in the…
We derive a rate of convergence of the Loewner driving function for planar loop-erased random walk to Brownian motion with speed 2 on the unit circle, the Loewner driving function for radial SLE(2). The proof uses a new estimate of the…
Recently, it has been shown that stochastic spatial Lotka-Volterra models when suitably rescaled can converge to a super Brownian motion. We show that the limit process could be a super stable process if the kernel of the underlying motion…
We present a stability theory for kink propagation in chains of coupled oscillators and a new algorithm for the numerical study of kink dynamics. The numerical solutions are computed using an equivalent integral equation instead of a system…
Consider the $n$th iterated Brownian motion $I^{(n)}=B_n \circ\cdots \circ B_1$. Curien and Konstantopoulos proved that for any distinct numbers $t_i\neq 0$, $(I^{(n)}(t_1),\dots,I^{(n)}(t_k))$ converges in distribution to a limit $I[k]$…
The Levy Walk is the process with continuous sample paths which arises from consecutive linear motions of i.i.d. lengths with i.i.d. directions. Assuming speed 1 and motions in the domain of beta-stable attraction, we prove functional limit…
We study discrete time Markov processes with periodic or open boundary conditions and with inhomogeneous rates in the bulk. The Markov matrices are given by the inhomogeneous transfer matrices introduced previously to prove the…
We consider solutions in frequency bands of dispersive equations on the line defined by Fourier multipliers, these solutions being considered as wave packets. In this paper, a refinement of an existing method permitting to expand…
The present contribution contains a quite extensive theory for the stability analysis of plane periodic waves of general Schr{\"o}dinger equations. On one hand, we put the one-dimensional theory, or in other words the stability theory for…
In this paper we derive consistent shallow water equations for thin films of power law fluids down an incline. These models account for the streamwise diffusion of momentum which is important to describe accurately the full dynamic of the…
Guided by the relationship between the breadth-first walk of a rooted tree and its sequence of generation sizes, we are able to include immigration in the Lamperti representation of continuous-state branching processes. We provide a…