相关论文: From asymptotics to spectral measures: determinate…
We introduce the concept of stochastic measure-valued solutions to the complete Euler system describing the motion of a compressible inviscid fluid subject to stochastic forcing, where the nonlinear terms are described by defect measures.…
Matrix functions extend scalar function concepts to linear operators, offering a unified framework with broad applications in mathematics, science, and engineering. Classical definitions--via power series, spectral calculus, or Jordan…
The asymptotic discrimination problem of two quantum states is studied in the setting where measurements are required to be invariant under some symmetry group of the system. We consider various asymptotic error exponents in connection with…
The work concerns invariant measures for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the exponential ergodicity of these equations. Then for a sequence of these equations, when their coefficients…
Weyl theory for a non-classical system depending rationally on the spectral parameter is treated. Borg-Marchenko-type uniqueness theorem is proved. The solution of the inverse problem is constructed. An application to sine-Gordon equation…
Consider a continuous time particle system $\eta^t=(\eta^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its…
We establish convergence to an invariant measure as time tends to infinity, for a large class of (possibly non-Markovian) stochastic volatility models. Our arguments are based on a novel coupling idea for Markov chains which also extends to…
This work aims to investigate the existence of ergodic invariant measures and its uniqueness, associated with obstacle problems governed by a T-monotone operator defined on Sobolev spaces and driven by a multiplicative noise in a bounded…
The paper deals with the problem of integration of equations of motion in nonholonomic systems. By means of well-known theory of the differential equations with an invariant measure the new integrable systems are discovered. Among them…
The discrete data encoded in the power moments of a positive measure, fast decaying at infinity on euclidean space, is incomplete for recovery, leading to the concept of moment indeterminateness. On the other hand, classical integral…
We illustrate how the notion of asymptotic coupling provides a flexible and intuitive framework for proving the uniqueness of invariant measures for a variety of stochastic partial differential equations whose deterministic counterpart…
We consider the problem of asymptotic convergence to invariant sets in interconnected nonlinear dynamic systems. Standard approaches often require that the invariant sets be uniformly attracting. e.g. stable in the Lyapunov sense. This,…
Rank two parametric perturbations of operators and matrices are studied in various settings. In the finite dimensional case the formula for a characteristic polynomial is derived and the large parameter asymptotics of the spectrum is…
Consider the ensembles of real symmetric Toeplitz matrices and real symmetric Hankel matrices whose entries are i.i.d. random variables chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments.…
We consider the Laplacian $\Delta$ on an asymptotically hyperbolic manifold $X$, as defined by Mazzeo and Melrose. We give pointwise bounds on the spectral measure for the operator $(\Delta - n^2/4)_+^{1/2}$ on such manifolds, under the…
We discuss a method of the asymptotic computation of moments of the normalized eigenvalue counting measure of random matrices of large order. The method is based on the resolvent identity and on some formulas relating expectations of…
Systems of orthogonal polynomials whose recurrence coefficients tend to infinity are considered. A summability condition is imposed on the coefficients and the consequences for the measure of orthogonality are discussed. Also discussed are…
In an earlier work made by the first author with J. Turi (Degenerate Dirichlet Problems Related to the Invariant Measure of Elasto-Plastic Oscillators, AMO, 2008), the solution of a stochastic variational inequality modeling an…
We study moments of the logarithmic derivative of characteristic polynomials of orthogonal and symplectic random matrices. In particular, we compute the asymptotics for large matrix size, $N$, of these moments evaluated at points which are…
By applying Rohlin's result on the classification of homomorphisms of Lebesgue space, the random inertial manifold of a stochastic damped nonlinear wave equations with singular perturbation is proved to be approximated almost surely by that…