相关论文: Stationarity and ergodicity for an affine two fact…

This paper investigates stability properties of affine optimal control problems constrained by semilinear elliptic partial differential equations. This is done by studying the so called metric subregularity of the set-valued mapping…

We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…

Stationary probability distributions of one-dimensional random walks on lattices with aperiodic disorder are investigated. The pattern of the distribution is closely related to the diffusional behavior, which depends on the wandering…

This paper studies the asymptotic behavior of the flux and circulation of a subclass of random fields within the family of 2-dimensional vector ambit fields. We show that, under proper normalization, the flux and the circulation converge…

In this article, we show that every stationary random measure on $\mathbb R^d$ that is essentially free (i.e., has no symmetries a.s.) admits a point process as a factor (i.e., as a measurable and translation-equivariant function of the…

The present paper studies existence and distributional uniqueness of subclasses of stationary hard-core particle systems arising as thinnings of stationary particle processes. These subclasses are defined by natural maximality criteria. We…

Geometrical invariance, in particular affine invariance, has been recently proposed as an important principle underlying the production of hand movements. However, tests of affine invariance have traditionally been applied to the…

Consider a reflecting diffusion in a domain in $R^d$ that acquires drift in proportion to the amount of local time spent on the boundary of the domain. We show that the stationary distribution for the joint law of the position of the…

We study the Volterra Volterra Cox-Ingersoll-Ross process on $\mathbb{R}_+$ and its stationary version. Based on a fine asymptotic analysis of the corresponding Volterra Riccati equation combined with the affine transformation formula, we…

True Volterra equations are inherently non stationary and therefore do not admit $\textit{genuine stationary regimes}$ over finite horizons. This motivates the study of the finite-time behavior of the solutions to scaled inhomogeneous…

We consider a family of $(2,1)$-rational functions given on the set of $p$-adic field $Q_p$. Each such function has a unique fixed point. We study ergodicity properties of the dynamical systems generated by $(2,1)$-rational functions. For…

We study the set of intrinsic singularities of flat affine systems with $n-1$ controls and $n$ states using the notion of Lie-B\"acklund atlas, previously introduced by the authors. For this purpose, we prove two easily computable…

The past few decades have seen robust research on questions regarding the existence, form, and properties of stationary distributions of stochastically modeled reaction networks. When a stochastic model admits a stationary distribution an…

For general (1+1)-affine Markov processes, we prove the ergodicity and exponential ergodicity in total variation distances. Our methods follow the arguments of ergodic properties for L\'{e}vy-driven OU-processes and a coupling of…

This paper elucidates the connection between stationary symmetric alpha-stable processes with 0<alpha<2 and nonsingular flows on measure spaces by describing a new and unique decomposition of stationary stable processes into those…

The goal of this article is to investigate infinite dimensional affine diffusion processes on the canonical state space. This includes a derivation of the corresponding system of Riccati differential equations and an existence proof for…

We study a family of piecewise expanding maps on the plane, generated by composition of a rotation and an expansive similitude of expansion constant $\beta$. We give two constants $B_1$ and $B_2$ depending only on the fundamental domain…

In this note we identify the distributional limits of non-negative, ergodic stationary processes, showing that all are possible. Consequences for infinite ergodic theory are also explored and new examples of distributionally stable- and…

An affine model of computation is defined as a subset of iterated immediate-snapshot runs, capturing a wide variety of shared-memory systems, such as wait-freedom, t-resilience, k-concurrency, and fair shared-memory adversaries. The…

The 2-dimensional inverse problem for first-order systems is analysed and a method to construct an affine Lagrangian for such systems is developed. The determination of such Lagrangians is based on the theory of the Jacobi multiplier for…