相关论文: Existence of limiting distribution for affine proc…

We consider a cross-diffusion system for which the diffusion of each species is governed solely by the aggregate density through a pressure law of logarithmic or fast diffusion type. The model is set over a one dimensional bounded interval,…

We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…

We consider the setting of either a general non-local branching particle process or a general non-local superprocess. Under the assumption that the mean semigroup has a Perron-Frobenious type behaviour in combination with a regularly…

We study limit laws for return time processes defined on infinite conservative ergodic measure preserving dynamical systems. Especially for the critical cases with purely atomic limiting distribution we derive distorted processes posessing…

Assume a finite set of complex random variables form a determinantal point process, we obtain a theorem on the limit of the empirical distribution of these random variables. The result is applied to %We study the limits of the empirical…

The limiting stability of invariant probability measures of time homogeneous transition semigroups for autonomous stochastic systems has been extensively discussed in the literature. In this paper we initially initiate a program to study…

We consider a model for interest rates, where the short rate is given by a time-homogenous, one-dimensional affine process in the sense of Duffie, Filipovic and Schachermayer. We show that in such a model yield curves can only be normal,…

Superpositions of Ornstein-Uhlenbeck type (supOU) processes provide a rich class of stationary stochastic processes for which the marginal distribution and the dependence structure may be modeled independently. We show that they can also…

We prove an averaging principle which asserts convergence of diffusion processes on domains separated by semi-permeable membranes, when diffusion coefficients tend to infinity while the flux through the membranes remains constant. In the…

We consider a terminal control problem for processes governed by a nonlinear system of fractional ODEs. In order to show existence of the control, we first consider the linear counterpart of the system and reprove a number of classical…

We show that, in conserved-mass transport processes, the steady-state distribution of mass in a subsystem is uniquely determined from the functional dependence of variance of the subsystem mass on its mean, provided that joint mass…

This paper proposes the use of $F$-split and globally $F$-regular conditions in the pursuit of BAB type results in positive characteristic. The main technical work comes in the form of a detailed study of threefold Mori fibre spaces over…

We consider a Markov process $ X(t) $ on the nonnegative integers $E= S \cup \{0\}$, where $S=\{1,2,...\}$ is an irreducible class and 0 is an absorbing state. In this paper, we investigate conditions under which the quasi-stationary…

Prediction-based transformation is applied to control-affine systems with distributed input delays. Transformed system state is calculated as a prediction of the system's future response to the past input with future input set to zero.…

This paper studies quantized control for discrete-time piecewise affine systems. For given stabilizing feedback controllers, we propose an encoding strategy for local stability. If the quantized state is near the boundaries of quantization…

We consider an affine Euclidean lattice and record the directions of all lattice vectors of length at most $T$. Str\"ombergsson and the second author proved in [Annals of Math.~173 (2010), 1949--2033] that the distribution of gaps between…

We study an instance of the Affine Sieve, producing a level of distribution beyond that which can be obtained from current techniques, even assuming a Selberg/Ramanujan-type spectral gap. In particular, we consider the set of hypotenuses in…

Light propagation in a medium made of densely packed dielectric spheres is investigated by using a rigorous diffraction theory. It is shown that a substantial suppression of the local density of states occurs in spectral domains where the…

We prove the existence of limiting distributions for a large class of Markov chains on a general state space in a random environment. We assume suitable versions of the standard drift and minorization conditions. In particular, the system…

In this article we derive a self-normalized functional limit theorem for strictly stationary linear processes with i.i.d. heavy-tailed innovations and random coefficients under the condition that all partial sums of the series of…