相关论文: Linear fractional stable motion: a wavelet estimat…
Stability is an essential problem in theoretical and experimental studies of solitons in nonlinear media with fractional diffraction, which is represented by the Riesz derivative with Levy index (LI) taking values LI < 2. Fractional…
A regularly varying time series as introduced in Basrak and Segers (2009) is a (multivariate) time series such that all finite dimensional distributions are multivariate regularly varying. The extremal behavior of such a process can then be…
We investigate the fractional Vasicek model described by the stochastic differential equation $dX_t=(\alpha -\beta X_t)\,dt+\gamma \,dB^H_t$, $X_0=x_0$, driven by the fractional Brownian motion $B^H$ with the known Hurst parameter $H\in…
We consider Langevin equation involving fractional Brownian motion with Hurst index $H\in(0,\frac12)$. Its solution is the fractional Ornstein-Uhlenbeck process and with unknown drift parameter $\theta$. We construct the estimator that is…
A two-dimensional bidisperse granular fluid is shown to exhibit pronounced long-ranged dynamical heterogeneities as dynamical arrest is approached. Here we focus on the most direct approach to study these heterogeneities: we identify…
Self-similar stable mixed moving average processes can be related to nonsingular flows through their minimal representations. Self-similar stable mixed moving averages related to dissipative flows have been studied, as well as processes…
By analyzing the movements of quiet standing persons by means of wavelet statistics, we observe multiple scaling regions in the underlying body dynamics. The use of the wavelet-variance function opens the possibility to relate scaling…
Stochastic homogeneous hyperelastic solids are characterised by strain-energy densities where the parameters are random variables defined by probability density functions. These models allow for the propagation of uncertainties from input…
Statistical fluctuations of local tensorial fields beyond the mean are relevant to predict localized failure or overall behavior of the inelastic composites. The expression for second moments of the local fields can be established using the…
The set of infinite-dimensional, symmetric stable tail dependence functions associated with exchangeable max-stable sequences of random variables with unit Fr\'echet margins is shown to be a simplex. Except for a single element, the…
We consider instabilities of a single mode with finite wavenumber in inversion symmetric spatially one dimensional systems, where the character of the bifurcation changes from sub- to supercritical behaviour. Starting from a general…
Singular functions and, in general, H\"older functions represent conceptual models of nonlinear physical phenomena. The purpose of this survey is to demonstrate the applicability of fractional velocity as a tool to characterize Holder and…
This work establishes $H^1$-norm stability and convergence for an L2 method on general nonuniform meshes when applied to the subdiffusion equation. Under mild constraints on the time step ratio $\rho_k$, such as $0.4573328\leq \rho_k\leq…
We consider a diffusion $(\xi_t)_{t\ge 0}$ whose drift involves a $T$-periodic signal. $T$ is fixed and known, whereas the signal depends on an unknown $d$-dimensional parameter $\vartheta\in\Theta$. Assuming positive Harris recurrence of…
Asymptotics of maximum likelihood estimation for $\alpha$-stable law are analytically investigated with a continuous parameterization. The consistency and asymptotic normality are shown on the interior of the whole parameter space. Although…
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 demonstrate that the fractional Laplacian (FL) is the principal characteristic operator of harmonic systems with {\it self-similar} interparticle interactions. We show that the FL represents the "{\it fractional continuum limit}" of a…
This paper investigates the non-linear dynamics of horizontal shear instability in an incompressible, stratified and rotating fluid in the non-traditional $f$-plane, i.e. with the full Coriolis acceleration, using direct numerical…
Let $(Z^{q, H}_t)_{t \in [0, 1]^d}$ denote a $d$-parameter Hermite random field of order $q \geq 1$ and self-similarity parameter $H = (H_1, \ldots, H_d) \in (\frac{1}{2}, 1)^d$. This process is $H$-self-similar, has stationary increments…
The dynamics of complex-valued fractional-order neuronal networks are investigated, focusing on stability, instability and Hopf bifurcations. Sufficient conditions for the asymptotic stability and instability of a steady state of the…