相关论文: Generalized Stable Multivariate Distribution and A…

The modelling of linear and nonlinear reaction-subdiffusion processes is more subtle than normal diffusion and causes different phenomena. The resulting equations feature a spatial Laplacian with a temporal memory term through a time…

This paper introduces a new method for assessing the boundedness and stability of certain vector nonlinear systems with delays and variable coefficients. The approach is based on developing scalar counterparts to the given vector systems.…

Solutions of the bivariate, linear errors-in-variables estimation problem with unspecified errors are expected to be invariant under interchange and scaling of the coordinates. The appealing model of normally distributed true values and…

The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…

We consider the time-dependent nonlinear system $\dot q(t)=u(t)X(q(t))+(1-u(t))Y(q(t))$, where $q\in\R^2$, $X$ and $Y$ are two %$C^\infty$ smooth vector fields, globally asymptotically stable at the origin and $u:[0,\infty)\to\{0,1\}$ is an…

We develop a scale-invariant truncated L\'evy (STL) process to describe physical systems characterized by correlated stochastic variables. The STL process exhibits L\'evy stability for the probability density, and hence shows scaling…

Nonlinear waves in dispersive media can be succeptible to modulational instabilities. We examine a category of scalar equations, with general dispersion and monomial nonlinearity, including a large variety of KdV-like equations. For…

Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…

This article provides a characterization of stability for switched nonlinear systems under average dwell-time constraints, in terms of necessary and sufficient conditions involving multiple Lyapunov functions. Earlier converse results focus…

For a stationary sequence that is regularly varying and associated we give conditions which guarantee that partial sums of this sequence, under normalization related to the exponent of regular variation, converge in distribution to a…

To obtain further insight on possible power law generalizations of Boltzmann equilibrium concepts, a stochastic collision model is investigated. We consider the dynamics of a tracer particle of mass $M$, undergoing elastic collisions with…

Let ${\bf X}$ and ${\bf X}$ be two $n$-dimensional elliptical random vectors, we establish an identity for $E[f({\bf Y})]-E[f({\bf X})]$, where $f: \Bbb{R}^n \rightarrow \Bbb{R}$ fulfilling some regularity conditions. Using this identity we…

In this note, we extend the detailed study of the linearized dynamics obtained for cnoidal waves of the Korteweg--de Vries equation in \cite{JFA-R} to small-amplitude periodic traveling waves of the generalized Korteweg-de Vries equations…

Nonlinear conservation laws driven by L\'evy processes have solutions which, in the case of supercritical nonlinearities, have an asymptotic behavior dictated by the solutions of the linearized equations. Thus the explicit representation of…

We investigate equilibrium properties of two very different stochastic collision models: (i) the Rayleigh particle and (ii) the driven Maxwell gas. For both models the equilibrium velocity distribution is a L\'evy distribution, the Maxwell…

(This is an updated version; following an idea of Voevodsky, we have strengthened our results so all of them apply to one form of motivic homotopy theory). We give two general constructions for the passage from unstable to stable homotopy…

Complex systems are often non-stationary, typical indicators are continuously changing statistical properties of time series. In particular, the correlations between different time series fluctuate. Models that describe the multivariate…

This survey provides a self-contained account of $M$-estimation of multivariate scatter. In particular, we present new proofs for existence of the underlying $M$-functionals and discuss their weak continuity and differentiability. This is…

We analyze the stability and dynamics of bistable planar fronts in multicomponent reaction-diffusion systems on $\mathbb{R}^{d}$. Under standard spectral stability assumptions, we establish Lyapunov stability of the front against fully…

The Fundamental Theorem of Language Change (Yang, 2000) implies the impossibility of stable variation in the Variational Learning framework, but only in the special case where two, and not more, grammatical variants compete. Introducing the…