相关论文: On Adjoint Additive Processes

We are studying here the classical operator creating secondary polynomials associated with an orthogonal system for a continuous probability density function on a real interval. We know it is possible with the coupling of Stietjes…

This paper is the first part of a project devoted to studying the interconnection between controllability properties of a dynamical system and the large-time asymptotics of trajectories for the associated stochastic system. It is proved…

This paper presents an identity between the multivariate and univariate saddlepoint approximations applied to sample path probabilities for a certain class of stochastic processes. This class, which we term the recursively compounded…

It is well known that any pair of random variables $(X,Y)$ with values in Polish spaces, provided that $Y$ is nonatomic, can be approximated in joint law by random variables of the form $(X',Y)$ where $X'$ is $Y$-measurable and $X'…

The adaptive and surprising emergent properties of biological materials self-assembled in far-from-equilibrium environments serve as an inspiration for efforts to design nanomaterials and their properties. In particular, controlling the…

Consider $n$ independent Goldstein-Kac telegraph processes $X_1(t), \dots ,X_n(t), \; n\ge 2, \; t\ge 0,$ on the real line $\Bbb R$. Each the process $X_k(t), \; k=1,\dots,n,$ describes a stochastic motion at constant finite speed $c_k>0$…

Let $X$ be a L\'evy process with absolutely continuous L\'evy measure $\nu$. Small time polynomial expansions of order $n$ in $t$ are obtained for the tails $P(X_{t}\geq{}y)$ of the process, assuming smoothness conditions on the L\'evy…

Analysis is presented of a system whose dynamics are dramatically simplified by tiny amounts of additive noise. The dynamics divide naturally into two phases. In the slower phase, trajectories are close to an invariant manifold; this allows…

We prove new quantitative bounds on the additive structure of sets obeying an $L^3$ 'control' assumption, which arises naturally in several questions within additive combinatorics. This has a number of applications - in particular we…

Counters that hold natural numbers are ubiquitous in modeling and verifying software systems; for example, they model dynamic creation and use of resources in concurrent programs. Unfortunately, such discrete counters often lead to…

A self-stabilizing processes $\{Z(t), t\in [t_0,t_1)\}$ is a random process which when localized, that is scaled to a fine limit near a given $t\in [t_0,t_1)$, has the distribution of an $\alpha(Z(t))$-stable process, where $\alpha:…

In this work we have analyzed the adsorption-desorption kinetics in the framework of the lattice gas model. We have shown that the coefficients representing the transition probabilities must be carefully chosen even when they fulfill the…

For a class of one-dimensional determinantal point processes including those induced by orthogonal projections with integrable kernels satisfying a growth condition, it is proved that their conditional measures, with respect to the…

The sizes of subsets of the natural numbers are typically quantified in terms of asymptotic (linear) and logarithmic densities. These concepts have been generalized to weighted $w$-densities, where a specific weight function $w$ plays a key…

Let $(X_1, \xi_1), (X_2,\xi_2),\ldots$ be i.i.d.~copies of a pair $(X,\xi)$ where $X$ is a random process with paths in the Skorokhod space $D[0,\infty)$ and $\xi$ is a positive random variable. Define $S_k := \xi_1+\ldots+\xi_k$, $k \in…

We introduce an autocatalytic aggregation model in which the rate at which two clusters merge to form a cluster is controlled by the presence of a third "catalytic" cluster whose mass must equal to the mass of one of the reaction partners.…

Gaussian processes are a widely embraced technique for regression and classification due to their good prediction accuracy, analytical tractability and built-in capabilities for uncertainty quantification. However, they suffer from the…

Self-similar symmetric $\alpha$-stable, $\alpha\in(0,2)$, mixed moving averages can be related to nonsingular flows. By using this relation and the structure of the underlying flows, one can decompose self-similar mixed moving averages into…

A novel adjoint-based framework oriented to optimal flow control in compressible direct numerical simulations is presented. Also, a new formulation of the adjoint characteristic boundary conditions is introduced, which enhances the…

This paper focuses on estimating the invariant density function $f_X$ of the strongly mixing stationary process $X_t$ in the multiplicative measurement errors model $Y_t = X_t U_t$, where $U_t$ is also a strongly mixing stationary process.…