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

Conditions for positive and polynomial recurrence have been proposed for a class of reliability models of two elements with transitions from working state to failure and back. As a consequence, uniqueness of stationary distribution of the…

The purpose of this paper is to study the existence, uniqueness and lifespan of solutions for a fractional Stokes-Transport system. This problem should be understood as a model for sedimentation in a fluid where the viscosity law is given…

This paper introduces Fourier duality for a class of affine iterated function systems (IFS) T_i. These systems are determined by a finite family of contractive affine maps in R^d. Our Fourier duality applies to the resulting probability…

The characterization of local regularity is a fundamental issue in signal and image processing, since it contains relevant information about the underlying systems. The 2-microlocal frontier, a monotone concave downward curve in $\mathbb…

We describe a construction of random meromorphic functions with prescribed simple poles with unit residues at a given stationary point process. We characterize those stationary processes with finite second moment for which, after…

The existence of stationary distributions to distribution dependent stochastic differential equations are investigated by using the ergodicity of the associated decoupled equation and the Schauder fixed point theorem. By using Zvonkin's…

We provide a new proof for regularity of affine processes on general state spaces by methods from the theory of Markovian semimartingales. On the way to this result we also show that the definition of an affine process, namely as…

Statistical analysis of the eigenfunctions of the Anderson tight-binding model with on-site disorder on regular random graphs strongly suggests that the extended states are multifractal at any finite disorder. The spectrum of fractal…

It is well known that stationary geometrically ergodic Markov chains are $\beta$-mixing (absolutely regular) with geometrically decaying mixing coefficients. Furthermore, for initial distributions other than the stationary one, geometric…

We study the non-stationary Feller process with time varying coefficients. We obtain the exact probability distribution exemplified by its characteristic function and cumulants. In some particular cases we exactly invert the distribution…

This paper establishes the spectral stability of monotone, stationary front solutions for reaction-diffusion equations where the reaction function is of Nagumo (or bistable) type and with diffusion coefficients which are density dependent…

We show analytically that there is anomalous diffusion when the diffusion constant depends on the concentration as a power law with a positive exponent or a negative exponent with absolute value less than one and the initial condition is a…

We construct minimal $m$-dimensional immersions in $\R^{m+1}$, equipped with a $C^{1, \alpha}$ metric, $\alpha\in [0,1)$, with a sequence of \emph{catenoidal necks} or \emph{floating disks} converging to an isolated, multiplicity $2$,…

We establish a novel mechanism of stripe formation in doped systems with alternating $t_{2g}$ orbital order --- the stripe takes the form of a ferro-orbitally ordered domain wall separating domains with staggered order and allowing for…

We analyse a stationary problem for the two dimensional model of morphogen transport introduced by Hufnagel et al. The model consists of one linear elliptic PDE posed on $(-1,1)\times(0,h)$ which is coupled via a nonlinear boundary…

This work studies the averaging principle for a fully coupled two time-scale system, whose slow process is a diffusion process and fast process is a purely jumping process on an infinitely countable state space. The ergodicity of the fast…

We consider actions of the free semigroup with two generators on the real line, where the generators act as affine maps, one contracting and one expanding, with distinct fixed points. Then every orbit is dense in a half-line, which leads to…

In this paper, we give a AR$(1)$ type of characterization covering all multivariate strictly stationary processes indexed by the set of integers. Consequently, we derive continuous time algebraic Riccati equations for the parameter matrix…

In this paper the distribution of charged particles is constructed under the approximation of ambipolar diffusion. The results of mathematical modelling in two-dimensional case taking into account the velocities of the system are presented.

We investigate one-dimensional driven diffusive systems where particles may also be created and annihilated in the bulk with sufficiently small rate. In an open geometry, i.e., coupled to particle reservoirs at the two ends, these systems…