相关论文: Testing the Flux-based statistical prediction of t…

We derive the first two moments of generic positive stochastic functionals in terms of the one- and two-time probability density functions of the underlying random walk, and we prove ergodicity of observables in stationary random walks.…

We obtain the large scale limit of the fluctuations around its hydrodynamic limit of the density of particles of a weakly asymmetric exclusion process in dimension up to three. The proof is based upon a sharp estimate on the relative…

We study a simple stochastic differential equation that models the dispersion of close heavy particles moving in a turbulent flow. In one and two dimensions, the model is closely related to the one-dimensional stationary Schroedinger…

We propose a novel family of test statistics to detect the presence of changepoints in a sequence of dependent, possibly multivariate, functional-valued observations. Our approach allows to test for a very general class of changepoints,…

In this paper, we study ergodic properties of the slow relation function (or entry-exit function) in planar slow-fast systems. It is well known that zeros of the slow divergence integral associated with canard limit periodic sets give…

We study the maximum likelihood estimator of the drift parameters of a stochastic differential equation, with both drift and diffusion coefficients constant on the positive and negative axis, yet discontinuous at zero. This threshold…

Quantum many-body systems can exhibit distinct regimes where dynamics is either ergodic, dynamically exploring an extensive region of available state-space, or non-ergodic, where the dynamics may be restricted. An example is the many-body…

We consider a one-dimensional continuous time random walk with transition rates depending on an underlying autonomous simple symmetric exclusion process starting out of equilibrium. This model represents an example of a random walk in a…

Studies of transient dynamics captures the time history of any dramatic changes in the dynamics of a system. The transient dynamics is investigated here in a classic ecological model of a bistable tri-trophic food chain. All the species in…

This paper is the third part of our study started with Cattiaux, Le\'{o}n and Prieur [Stochastic Process. Appl. 124 (2014) 1236-1260; ALEA Lat. Am. J. Probab. Math. Stat. 11 (2014) 359-384]. For some ergodic Hamiltonian systems, we obtained…

The combination of nondeterminism and probability in concurrent systems lead to the development of several interpretations of process behavior. If we restrict our attention to linear properties only, we can identify three main approaches to…

The ergodic hypothesis is examined for energetically open fluid systems represented by the barotropic Navier--Stokes equations with general inflow/outflow boundary conditions. We show that any globally bounded trajectory generates a…

One of the most important empirical findings in microeconometrics is the pervasiveness of heterogeneity in economic behaviour (cf. Heckman 2001). This paper shows that cumulative distribution functions and quantiles of the nonparametric…

We present a set of effective outflow/open boundary conditions and an associated algorithm for simulating the dynamics of multiphase flows consisting of $N$ ($N\geqslant 2$) immiscible incompressible fluids in domains involving outflows or…

Estimating probability distributions which describe where an object is likely to be from camera data is a task with many applications. In this work we describe properties which we argue such methods should conform to. We also design a…

We analyze the asymptotic behavior for a system of fully nonlinear parabolic and elliptic quasi variational inequalities. These equations are related to robust switching control problems introduced in [3]. We prove that, as time horizon…

Three body systems where one of the bodies is ejected without escaping the binary system have previously been studied in various restricted forms. However, none of these studies dwells on the problem in a general setting. Thus, to study…

We describe a particular approach for the construction of a nonequilibrium statistical ensemble formalism for the treatment of dissipative many-body systems. This is the so-called Nonequilibrium Statistical Operator Method, based on the…

I study partial identification of distributional parameters in triangular systems. This model consists of a nonparametric outcome equation and a selection equation. This allows for general unobserved heterogeneity and selection on…

This paper is concerned with nonparametric estimation of the weighted stochastic block model. We first show that the model implies a set of multilinear restrictions on the joint distribution of edge weights of certain subgraphs involving…