相关论文: Stationarity and ergodicity for an affine two fact…
We propose a methodology for the homogenization of periodic elastic lattices that covers the case of unstable lattices, having affine (macroscopic) or periodic (microscopic) mechanisms. The singular cell problems that are encountered when a…
We examine two questions regarding Fourier frequencies for a class of iterated function systems (IFS). These are iteration limits arising from a fixed finite families of affine and contractive mappings in $\br^d$, and the ``IFS'' refers to…
We prove a result of delocalization for the Anderson model on the regular tree (Bethe lattice). When the disorder is weak, it is known that large parts of the spectrum are a.s. purely absolutely continuous, and that the dynamical transport…
We study properties of the Laplace transforms of non-negative additive functionals of Markov chains. We are namely interested in a multiplicative ergodicity property used in [18] to study bifurcating processes with ancestral dependence. We…
This paper deals with the problem of global parameter estimation of affine diffusions in $\mathbb{R}_+ \times \mathbb{R}^n$ denoted by $AD(1, n)$ where $n$ is a positive integer which is a subclass of affine diffusions introduced by Duffie…
We investigate a steady planar flow of an ideal fluid in a (bounded or unbounded) domain $\Omega\subset \mathbb{R}^2$. Let $\kappa_i\not=0$, $i=1,\ldots, m$, be $m$ arbitrary fixed constants. For any given non-degenerate critical point…
We consider a family of random locations, called intrinsic location functionals, of periodic stationary processes. This family includes but is not limited to the location of the path supremum and first/last hitting times. We first show that…
We study the concentration of the distribution of an additive function, when the sequence of prime values of $f$ decays fast and has good spacing properties. In particular, we prove a conjecture by Erdos and Katai on the concentration of…
Based on the recent developments in the irregular Riemann-Hilbert correspondence for holonomic D-modules and the Fourier-Sato transforms for enhanced ind-sheaves, we study the Fourier transforms of some irregular holonomic D-modules. For…
Consider a stationary renewal point process on the real line and divide each of the segments it defines in a proportion given by \iid realisations of a fixed distribution $G$ supported by [0,1]. We ask ourselves for which interpoint…
A root systems in Carroll spaces with degenerate metric are defined. It is shown that their Cartan matrices and reflection groups are affine. With the help of the geometric consideration the root system structure of affine algebras is…
In this paper, we discuss three extrapolation methods for alpha-stable random fields with 1<alpha<=2. We justify them, giving proofs of the existence and uniqueness of the solutions for each method and providing sufficient conditions for…
We consider three classes of linear differential equations on distribution functions, with a fractional order $\alpha\in [0,1].$ The integer case $\alpha =1$ corresponds to the three classical extreme families. In general, we show that…
We investigate a zero-range process where the underlying one-particle stationary distribution has multifractality. The multiparticle stationary probability measure can be written in a factorized form. If the number of the particles is…
We develop the theory of strong stationary duality for diffusion processes on compact intervals. We analytically derive the generator and boundary behavior of the dual process and recover a central tenet of the classical Markov chain theory…
We study the stochastic behavior of heterogeneous diffusion processes with the power-law dependence $D(x)\sim|x|^{\alpha}$ of the generalized diffusion coefficient encompassing sub- and superdiffusive anomalous diffusion. Based on…
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes with killing on $[0,\infty)$. We obtain criteria for the exponential convergence to a unique quasi-stationary distribution in total…
This paper revisits a recently developed methodology based on the matrix Lambert W function for the stability analysis of linear time invariant, time delay systems. By studying a particular, yet common, second order system, we show that in…
We consider a class of discrete time Markov chains with state space [0,1] and the following dynamics. At each time step, first the direction of the next transition is chosen at random with probability depending on the current location. Then…
In [FJ07], Favre and Jonsson developed tools from valuative theory to study the dynamics of a dominant endomorphism of the complex affine plane. We extend this theory to the case of any affine surface, over any field. We give a new method…