相关论文: Stationary measures for the Porous Medium Model
We study stochastic particle systems with stationary product measures that exhibit a condensation transition due to particle interactions or spatial inhomogeneities. We review previous work on the stationary behaviour and put it in the…
We consider two kinds of stochastic volatility models. Both kinds of models contain a stationary volatility process, the density of which, at a fixed instant in time, we aim to estimate. We discuss discrete time models where for instance a…
Non-equilibrium real-space condensation is a phenomenon in which a finite fraction of some conserved quantity (mass, particles, etc.) becomes spatially localised. We review two popular stochastic models of hopping particles that lead to…
For a class of piecewise deterministic Markov processes, the supports of the invariant measures are characterized. This is based on the analysis of controllability properties of an associated deterministic control system. Its invariant…
The uniform probability measure on a convex polytope induces piecewise polynomial densities on its projections. For a fixed combinatorial type of simplicial polytopes, the moments of these measures are rational functions in the vertex…
We study the incompressible limit of the porous medium equation with a reaction term that is non-monotone with respect to the pressure variable. More specifically we consider reaction terms that are either bistable or monostable. We show…
In this paper, we consider isotropic and stationary max-stable, inverse max-stable and max-mixture processes $X=(X(s))\_{s\in\bR^2}$ and the damage function $\cD\_X^{\nu}= |X|^\nu$ with $0<\nu<1/2$. We study the quantitative behavior of a…
We study the stationary fluctuations of independent run-and-tumble particles. We prove that the joint densities of particles with given internal state converges to an infinite dimensional Ornstein-Uhlenbeck process. We also consider an…
The homogeneous partly pinned fluid systems are simple models of a fluid confined in a disordered porous matrix obtained by arresting randomly chosen particles in a one-component bulk fluid or one of the two components of a binary mixture.…
We consider impulsive dynamical systems defined on compact metric spaces and their respective impulsive semiflows. We establish sufficient conditions for the existence of probability measures which are invariant by such impulsive semiflows.…
We consider the symmetric simple exclusion process on Z^d, for d>= 5, and study the regularity of the quasi-stationary measures of the dynamics conditionned on not occupying the origin. For each \rho\in ]0,1[, we establish uniqueness of the…
In this work the issue of Bayesian inference for stationary data is addressed. Therefor a parametrization of a statistically suitable subspace of the the shift-ergodic probability measures on a Cartesian product of some finite state space…
Vibrational spectra and normal modes of mechanically stable particle packings in three dimensions are analyzed over a range of compressions, from near the jamming transition, where the packings lose their rigidity, to far above it. At high…
This paper is concerned with the problem of counting solutions of stationary nonlinear Partial Differential Equations (PDEs) when the PDE is known to admit more than one solution. We suggest tackling the problem via a sampling-based…
We consider partially observed multiscale diffusion models that are specified up to an unknown vector parameter. We establish for a very general class of test functions that the filter of the original model converges to a filter of reduced…
Condensation is characterized with a single macroscopic condensate whose mass is proportional to a system size $N$. We demonstrate how important particle interactions are in condensation phenomena. We study a modified version of the…
We study the stationary states of variants of the noisy voter model, subject to fluctuating parameters or external environments. Specifically, we consider scenarios in which the herding-to-noise ratio switches randomly and on different time…
Many spatial processes exhibit nonstationary features. We estimate a variance function from a single process observation where the errors are nonstationary and correlated. We propose a difference-based approach for a one-dimensional…
In this paper, we first explore exponential stability by using Monotonicity inequality and use this information to obtain the existence of Invariant measure for linear Stochastic PDEs with potential in the space of tempered distributions.…
The bulk phase behavior of a fluid is typically altered when the fluid is brought into confinement by the walls of a random porous medium. Inside the porous medium, phase transition points are shifted, or may disappear altogether. A crucial…