相关论文: On Adjoint Additive Processes

The interplay of slow dynamics and thermodynamic features of dense liquids is studied by examinining how the glass transition changes depending on the presence or absence of Lennard-Jones-like attractions. Quite different thermodynamic…

We derive strong mixing conditions for many existing discrete-valued time series models that include exogenous covariates in the dynamic. Our main contribution is to study how a mixing condition on the covariate process transfers to a…

Given a solution to a recursive distributional equation, a natural (and non-trivial) question is whether the corresponding recursive tree process is endogenous. That is, whether the random environment almost surely defines the tree process.…

Transport of charge carriers can be controlled by doping through chemical and physical means. Unlike chemical doping, physical doping is carried out by a special technique through gate voltages in a field-effect transistor geometry. This…

We present the Additive Poisson Process (APP), a novel framework that can model the higher-order interaction effects of the intensity functions in stochastic processes using lower dimensional projections. Our model combines the techniques…

We say that the signs of association measures among three variables {X, Y, Z} are transitive if a positive association measure between the variable X and the intermediate variable Y and further a positive association measure between Y and…

We consider a physical system constituted by a finite chain of point masses consecutively linked by linear springs and dashpots. At one of the end points acts an external control force aligned with the chain and the system is observable by…

The convergence of a sequence of point processes with dependent points, defined by a symmetric function of iid high-dimensional random vectors, to a Poisson random measure is proved. This also implies the convergence of the joint…

A system can be driven out of equilibrium by both time-dependent and nonconservative forces, which gives rise to a decomposition of the dissipation into two non-negative components, called the excess and housekeeping entropy productions. We…

Given an increasing process $(A_t)_{t\geq 0}$, we characterize the right-continuous non-decreasing functions $f: \R_+\to \R_+$ that map $A$ to a pure-jump process. As an example of application, we show for instance that functions with…

We construct a stochastic dynamical systems theory in which sustainability is a structural boundary property of a fully coupled Earth--Human--Production system. Each subsystem is modelled as a vector-valued process governed by stochastic…

We show that in doubling, geodesic metric measure spaces (including, for example, Euclidean space), sets of positive measure have a certain large-scale metric density property. As an application, we prove that a set of positive measure in…

In this paper we define contractive and nonexpansive properties for adapted stochastic processes $X_1, X_2, \ldots $ which can be used to deduce limiting properties. In general, nonexpansive processes possess finite limits while contractive…

Changing time of simple continuous-time Markov counting processes by independent unit-rate Poisson processes results in Markov counting processes for which we provide closed-form transition rates via composition of trajectories and with…

Upper estimates of densities of convolution semigroups of probability measures are given under explicit assumptions on the corresponding L\'evy measure and the L\'evy--Khinchin exponent.

Repulsive point processes arise in models where competition forces entities to be more spread apart than if placed independently. Simulation of these types of processes can be accomplished using dominated coupling from the past with a…

Motivated by applications to mathematical biology, we study the averaging problem for slow-fast systems, {\em in the case in which the fast dynamics is a stochastic process with multiple invariant measures}. We consider both the case in…

We introduce and study a family of cooperative exclusion processes whose microscopic dynamics is governed by selective kinetic constraints. They display, in sharp contrast to the simple symmetric exclusion process, density profiles that can…

We present self-similar solutions for advection-dominated accretion flows with radial viscous force in the presence of outflows from the accretion flow or infall. The axisymmetric flow is treated in variables integrated over polar sections…

The results of this paper are 3-folded. Firstly, for any stationary determinantal process on the integer lattice, induced by strictly positive and strictly contractive involution kernel, we obtain the necessary and sufficient condition for…