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

First we provide a simple set of sufficient conditions for the weak convergence of scaled affine processes with state space $R_+ \times R^d$. We specialize our result to one-dimensional continuous state branching processes with immigration.…

This paper addresses the problem of stabilization of switched affine systems under dwell-time constraint, giving guarantees on the bound of the quadratic cost associated with the proposed state switching control law. Specifically, two…

We prove some invariance principles for processes which generalize FARIMA processes, when the innovations are in the domain of attraction of a nonGaussian stable distribution. The limiting processes are extensions of the fractional L\'evy…

We consider diffusion processes in media with pockets of large diffusivity. The asymptotic behavior of such processes is described when the diffusion coefficients in the pockets tend to infinity. The limiting process is identified as a…

We prove distributional limit theorems and one-sided laws of the iterated logarithm for a class of positive, mixing, stationary, stochastic processes which contains those obtained from non-integrable observables over certain piecewise…

Reaction-diffusion equations coupled to ordinary differential equations (ODEs) may exhibit spatially low-regular stationary solutions. This work provides a comprehensive theory of asymptotic stability of bounded, discontinuous or…

We consider a processor sharing queue where the number of jobs served at any time is limited to $K$, with the excess jobs waiting in a buffer. We use random counting measures on the positive axis to model this system. The limit of this…

In this article we prove a general theorem which establishes the existence of limiting distributions for a wide class of error terms from prime number theory. As a corollary to our main theorem, we deduce previous results of Wintner (1935),…

We investigate branching processes in nearly degenerate varying environment, where the offspring distribution converges to the degenerate distribution at 1. Such processes die out almost surely, therefore, we condition on non-extinction or…

We present a conception of the slow diffusion processes in the Euclidean spaces $\Bbb R^m, \; m\ge 1$, based on the theory of random flights with small constant speed that are driven by a homogeneous Poisson process of small rate. The slow…

Consider the Langevin process, described by a vector (positions and momenta) in $\mathbb{R}^{d}\times\mathbb{R}^d$. Let $\mathcal O$ be a $\mathcal{C}^2$ open bounded and connected set of $\mathbb{R}^d$. Recent works showed the existence of…

We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…

Scaling limits for continuous-time branching processes with discrete state space are provided as the initial state tends to infinity. Depending on the finiteness or non-finiteness of the mean and/or the variance of the offspring…

We define a new notion of affine subspace concentration conditions for lattice polytopes, and prove that they hold for smooth and reflexive polytopes with barycenter at the origin. Our proof involves considering the slope stability of the…

The dynamical behavior of switched affine systems is known to be more intricate than that of the well-studied switched linear systems, essentially due to the existence of distinct equilibrium points for each subsystem. First, under…

In this paper we define a class of coverage processes with infinitely divisible finite dimensional distributions and a particular type of correlation structure that can be thought of as generalizations of the classical Ornstein--Uhlenbeck…

We provide some on-off type criteria for recurrence and transience of regime-switching diffusion processes using the theory of M-matrix and the Perron-Frobenius theorem. State-independent and state-dependent regime-switching diffusion…

The question of the integrability of real-coupling affine toda field theory on a half-line is addressed. It is found, by examining low-spin conserved charges, that the boundary conditions preserving integrability are strongly constrained.…

We study the existence of a unique stationary distribution and ergodicity for a 2-dimensional affine process. The first coordinate is supposed to be a so-called alpha-root process with \alpha\in(1,2]. The existence of a unique stationary…

We introduce closed-form transition density expansions for multivariate affine jump-diffusion processes. The expansions rely on a general approximation theory which we develop in weighted Hilbert spaces for random variables which possess…