相关论文: Stable stationary processes related to cyclic flow…
This paper elucidates the connection between stationary symmetric alpha-stable processes with 0<alpha<2 and nonsingular flows on measure spaces by describing a new and unique decomposition of stationary stable processes into those…
Stable non-Gaussian self-similar mixed moving averages can be decomposed into several components. Two of these are the periodic and cyclic fractional stable motions which are the subject of this study. We focus on the structure of their…
Self-similar stable mixed moving average processes can be related to nonsingular flows through their minimal representations. Self-similar stable mixed moving averages related to dissipative flows have been studied, as well as processes…
Analytical expressions for coordinates of stationary points and conditions for their existence in the ABC flow are received. The type of the stationary points is shown analytically to be saddle-node. Exact expressions for eigenvalues and…
We revisit processes generated by iterated random functions driven by a stationary and ergodic sequence. Such a process is called strongly stable if a random initialization exists, for which the process is stationary and ergodic, and for…
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…
We characterize all possible independent symmetric alpha-stable (SaS) components of an SaS process, 0<alpha<2. In particular, we focus on stationary SaS processes and their independent stationary SaS components. We also develop a parallel…
Mixed moving average processes appear in the ergodic decomposition of stationary symmetric \alpha-stable (S\alpha S) processes. They correspond to the dissipative part of "deterministic" flows generating S\alpha S processes (Rosinski,…
We consider a process on $\mathbb{T}^2$, which consists of fast motion along the stream lines of an incompressible periodic vector field perturbed by white noise. It gives rise to a process on the graph naturally associated to the structure…
We develop new variational principles to study stability and equilibrium of axisymmetric flows. We show that there is an infinite number of steady state solutions. We show that these steady states maximize a (non-universal) $H$-function. We…
It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…
We investigate the large deviation behaviour of a point process sequence based on a stationary symmetric stable non-Gaussian discrete-parameter random field using the framework of Hult and Samorodnitsky (2010). Depending on the ergodic…
We study ergodic properties of a family of traffic maps acting in the space of bi-infinite sequences of real numbers. The corresponding dynamics mimics the motion of vehicles in a simple traffic flow, which explains the name. Using…
We outline a general theory for the analysis of flow-distributed standing and travelling wave patterns in one-dimensional, open plug-flows of oscillatory chemical media. We treat both the amplitude and phase dynamics of small and…
This paper deals with measurable stationary symmetric stable random fields indexed by R^d and their relationship with the ergodic theory of nonsingular R^d-actions. Based on the phenomenal work of Rosinski(2000), we establish extensions of…
We investigate a class of stochastic fragmentation processes involving stable and unstable fragments. We solve analytically for the fragment length density and find that a generic algebraic divergence characterizes its small-size tail.…
In this note we identify the distributional limits of non-negative, ergodic stationary processes, showing that all are possible. Consequences for infinite ergodic theory are also explored and new examples of distributionally stable- and…
In our previous papers we proposed a continuum model for the dynamics of the systems of self-propelling particles with conservative kinematic constraints on the velocities. We have determined a class of stationary solutions of this…
In many applications, the common assumption that a driving noise process affecting a system is independent or Markovian may not be realistic, but the noise process may be assumed to be stationary. To study such problems, this paper…
This is a set of four lectures devoted to simple ideas about turbulent transport, a ubiquitous non-equilibrium phenomenon. In the course similar to that given by the author in 2006 in Warwick [45], we discuss lessons which have been learned…