相关论文: Stationarity and ergodicity for an affine two fact…
The scaling properties of the roughness of surfaces grown by two different processes randomly alternating in time, are addressed. The duration of each application of the two primary processes is assumed to be independently drawn from given…
We construct a point set in the Euclidean plane that elucidates the relationship between the fine-scale statistics of the fractional parts of $\sqrt n$ and directional statistics for a shifted lattice. We show that the randomly rotated, and…
We define on any affine invariant orbifold M a foliation FM that generalises the isoperiodic foliation on strata of the moduli space of translation surfaces and study the dynamics of its leaves in the rank 1 case. We establish a criterion…
Given a trigonometric polynomial f:[0,1]\to[0,1] of degree m, one can define a corresponding stationary process {X_i}_{i\in Z} via determinants of the Toeplitz matrix for f. We show that for m=1 this process, which is trivially…
For $\alpha \in (1,2]$, the $\alpha$-stable graph arises as the universal scaling limit of critical random graphs with i.i.d. degrees having a given $\alpha$-dependent power-law tail behavior. It consists of a sequence of compact measured…
A driven system of three species of particle diffusing on a ring is studied in detail. The dynamics is local and conserves the three densities. A simple argument suggesting that the model should phase separate and break the translational…
We derive sufficient conditions for subgeometric f-ergodicity of strongly Markovian processes. We first propose a criterion based on modulated moment of some delayed return-time to a petite set. We then formulate a criterion for polynomial…
In this work we study the degenerate diffusion equation $\partial_{t}=x^{\alpha}a\left(x\right)\partial_{x}^{2}+b\left(x\right)\partial_{x}$ for $\left(x,t\right)\in\left(0,\infty\right)^{2}$, equipped with a Cauchy initial data and the…
This paper considers multi-dimensional affine processes with continuous sample paths. By analyzing the Riccati system, which is associated with affine processes via the transform formula, we fully characterize the regions of exponents in…
The Airy process is characterized by its finite-dimensional distribution functions. We show that each finite-dimensional distribution function is expressible in terms of a solution to a system of differential equations.
It has been established under very general conditions that the ergodic properties of Markov processes are inherited by their conditional distributions given partial information. While the existing theory provides a rather complete picture…
The joint ergodicity classification problem aims to characterize those sequences which are jointly ergodic along an arbitrary dynamical system if and only if they satisfy two natural, simpler-to-verify conditions on this system. These two…
We show the existence of a family of frames of $L^2(\mathbb{R})$ which depend on a parameter $\alpha\in [0,1]$. If $\alpha=0$, we recover the usual Gabor frame, if $\alpha=1$ we obtain a frame system which is closely related to the so…
We investigate the asymmetric simple exclusion process (ASEP) on an interval with open boundaries. We provide a representation for its stationary distribution as a marginal of the top layer of a two-layer ensemble under Liggett's condition.…
We consider the general second order difference equation $x_{n+1}=F(x_n,x_{n-1})$ in which $F$ is continuous and of mixed monotonicity in its arguments. In equations with negative terms, a persistent set can be a proper subset of the…
We investigate fragmentation processes with a steady input of fragments. We find that the size distribution approaches a stationary form which exhibits a power law divergence in the small size limit, P(x) ~ x^{-3}. This algebraic behavior…
Discrete-time affine processes are widely used in finance and economics and encompass count, positive, and nonnegative-valued processes. This paper develops near-unit-root asymptotic theory for this class of models. Unlike linear AR(1)…
This paper relates - for point processes $\Phi$ on $\mathbb{R}$ - two types of asymptotic mean stationarity (AMS) properties and several absolute continuity results for the common probability measures emerging from point process theory. It…
The inflow problem for the full two-phase model in a half line is investigated in this paper. The existence and uniqueness of the stationary solution is shown by applications of center manifold theory, and its nonlinear stablility of the…
This work sets the statistical affine shape theory in the context of real normed division algebras. The general densities apply for every field: real, complex, quaternion, octonion, and for any noncentral and non-isotropic elliptical…