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

In this paper we discuss how the notion of subgeometric ergodicity in Markov chain theory can be exploited to study stationarity and ergodicity of nonlinear time series models. Subgeometric ergodicity means that the transition probability…

We study the problem of stationarity and ergodicity for autoregressive multinomial logistic time series models which possibly include a latent process and are defined by a GARCH-type recursive equation. We improve considerably upon the…

We study the one-dimensional diffusion process which takes place between two reflecting boundaries and which is acted upon by a time-dependent and spatially-constant force. The assumed force possesses both the harmonically oscillating and…

The paper is devoted to the investigation of the solvability of an integro-differential equation in the case of the double scale anomalous diffusion with a sum of two negative Laplacians in different fractional powers in R^3. The proof of…

Emerging experimental platforms use amorphousness, a constrained form of disorder, to tailor meta-material properties. We study localization under this type of disorder in a family of 2D models generalizing recent experiments on photonic…

The possible functional forms of the effective conductivity sigma_{eff} of the randomly inhomogeneous two-phase system at arbitrary values of concentrations are discussed. A new functional equation, generalizing the duality relation, is…

We contrast analytical results of a variety of growth models involving subdiffusion, thermal noise and quenched disorder with simulations of these models, concluding that the assumed self-affinity property is more an exception than a rule.…

For stationary two-valued harmonic functions with H\"older regularity, we establish their Lipschitz regularity and prove that the nodal set consists of analytic hypersurfaces away from a singular set. The main tools are the Almgren…

The stationary distribution of the diffusion limit of the 2-island, 2-allele Wright-Fisher with small but otherwise arbitrary mutation and migration rates is investigated. Following a method developed by Burden and Tang (2016, 2017) for…

We study certain families of oscillatory integrals $I_\varphi(a)$, parametrised by phase functions $\varphi$ and amplitude functions $a$ globally defined on $\mathbb{R}^d$, which give rise to tempered distributions, avoiding the standard…

This paper contains a very simple and general proof that eigenfunctions of quantizations of classically ergodic systems become uniformly distributed in phase space. This ergodicity property of eigenfunctions f is shown to follow from a…

We consider discrete-time switching systems composed of a finite family of affine sub-dynamics. First, we recall existing results and present further analysis on the stability problem, the existence and characterization of compact…

We study stationary stable processes related to periodic and cyclic flows in the sense of Rosinski [Ann. Probab. 23 (1995) 1163-1187]. These processes are not ergodic. We provide their canonical representations, consider examples and show…

We establish a connection between the structure of a stationary symmetric alpha-stable random field (0 < alpha < 2) and ergodic theory of non-singular group actions, elaborating on a previous work by Rosinski (2000). With the help of this…

Let $f : [0,1)\rightarrow [0,1)$ be a $2$-interval piecewise affine increasing map which is injective but not surjective. Such a map $f$ has a rotation number and can be parametrized by three real numbers. We make fully explicit the…

We study the formation of singularities for the Euler-Alignment system with influence function $\psi=\frac{k_\alpha}{|x|^\alpha}$ in 1D. As in [20] the problem is reduced to the analysis of a nonlocal 1D equation. We show the existence of…

This paper quantifies the ergodicity and the rate of decay of the tail of the stationary distribution for a broad class of storage models, encompassing constant, linear, and power-type release rates with both finite and infinite activity…

This paper is devoted to the study of codimension two holomorphic foliations and distributions. We prove the stability of complete intersection of codimension two distributions and foliations in the local case. Converserly we show the…

In this note we prove some sufficient conditions for ergodicity of a Levy-type process, such that on the test functions the generator of the respective semigroup is of the form $$ Lf(x) = a(x)f'(x) + \int_{\mathbb{R}}{ \left( f(x+u)-f(x)-…

We investigate the one-dimensional telegraph random process in the presence of an elastic boundary at the origin. This process describes a finite-velocity random motion that alternates between two possible directions of motion (positive or…