相关论文: Stationarity and ergodicity for an affine two fact…
We consider diffusion processes with a spatially varying diffusivity giving rise to anomalous diffusion. Such heterogeneous diffusion processes are analysed for the cases of exponential, power-law, and logarithmic dependencies of the…
Analytical investigation is made on the two-dimensional traffic-flow model with alternative movement and exclude-volume effect between right and up arrows [Phys. Rev. {\bf A} 46 R6124 (1992)]. Several exact results are obtained, including…
The dynamical behavior of switched affine systems is known to be more intricate than that of the well-studied switched linear systems, essentially due to the existence of distinct equilibrium points for each subsystem. First, under…
The quantum affine symmetry of the sine-Gordon theory at q^2 = 1, which occurs at the reflectionless points, is studied. Conserved currents that correspond to the closure of simple root generators are considered, and shown to be local. We…
We study the ergodic theory of stationary directed nearest-neighbor polymer models on $\mathbb Z^2$, with i.i.d. weights. Such models are equivalent to specifying a stationary distribution on the space of weights and correctors that satisfy…
Several important properties of positive semidefinite processes of Ornstein--Uhlenbeck type are analysed. It is shown that linear operators of the form $X\mapsto AX+XA^{\mathrm{T}}$ with $A\in M_d(\mathbb{R})$ are the only ones that can be…
Consider a random planar point process whose law is invariant under planar isometries. We think of the process as a random distribution of point charges and consider the electric field generated by the charge distribution. In Part I of this…
We consider the construction and classification of some new mathematical objects, called ergodic spatial stationary processes, on locally compact Abelian groups, which provide a natural and very general setting for studying diffraction and…
We demonstrate the non-ergodicity of a simple Markovian stochastic processes with space-dependent diffusion coefficient $D(x)$. For power-law forms $D(x) \simeq|x|^{\alpha}$, this process yield anomalous diffusion of the form $\ < x^2(t)\ >…
In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes.…
We develop a method for calculating the persistence landscapes of affine fractals using the parameters of the corresponding transformations. Given an iterated function system of affine transformations that satisfies a certain compatibility…
A necessary and sufficient condition is obtained for the existence of strong stationary times for ergodic one-dimensional diffusions, whatever the initial distribution. The strong stationary times are constructed through intertwinings with…
The affine Toda field theory is studied as a 2+1-dimensional system. The third dimension appears as the discrete space dimension, corresponding to the simple roots in the $A_N$ affine root system, enumerated according to the cyclic order on…
This article investigates the long-time behavior of conservative affine processes on the cone of symmetric positive semidefinite $d\times d$-matrices. In particular, for conservative and subcritical affine processes on this cone we show…
We show that stochastically continuous, time-homogeneous affine processes on the canonical state space $\Rplus^m \times \RR^n$ are always regular. In the paper of \citet{Duffie2003} regularity was used as a crucial basic assumption. It was…
In this paper the existence and unicity of a stable periodic orbit is proven, for a class of piecewise affine differential equations in dimension 3 or more, provided their interaction structure is a negative feedback loop. It is also shown…
We study a class of stationary processes indexed by $\Z^d$ that are defined via minors of $d$-dimensional (multilevel) Toeplitz matrices. We obtain necessary and sufficient conditions for phase multiplicity (the existence of a phase…
Recent molecular dynamics simulations show that a dilute relativistic gas equilibrates to a Juettner velocity distribution if ensemble velocities are measured simultaneously in the observer frame. The analysis of relativistic Brownian…
Traditionally stationarity refers to shift invariance of the distribution of a stochastic process. In this paper, we rediscover stationarity as a path property instead of a distributional property. More precisely, we characterize a set of…
We study random dynamical systems of certain continuous functions on the unit interval. We use bounded variation to provide sufficient conditions for unique ergodicity of these systems. Several classes of examples are provided.