相关论文: Max-Semi-Selfdecomposable Laws and Related Process…

Two questions connected to the macroscopic Maxwell equations are addressed: First, which form do they assume in the hydrodynamic regime, for low frequencies, strong dissipation and arbitrary field strengths. Second, what does this tell us…

We study the second law in the context of combinatorial processes, focusing on the mechanisms that give rise to irreversible behavior from an underlying deterministic, invertible, and reversible dynamics.

Although implicit-explicit (IMEX) methods for approximating solutions to semilinear parabolic equations are relatively standard, most recent works examine the case of a fully discretized model. We show that by discretizing time only, one…

Master equation could be applied to model various kinds of biochemical systems. A general theory for its time-dependent nonequilibrium thermodynamics is rigorously derived. We not only introduce a concept of general internal energy, but…

For a generalized Hodge Laplace equation, we prove the quasi-optimal convergence rate of an adaptive mixed finite element method. This adaptive method can control the error in the natural mixed variational norm when the space of harmonic…

In this article we prove that it is possible to construct, using newest-vertex bisection, meshes that equidistribute the error in $H^1$-norm, whenever the function to approximate can be decomposed as a sum of a regular part plus a singular…

We link the large-scale dynamics of non-reversible Monte Carlo algorithms as well as a lifted TASEP to an exactly soluble model of self-repelling motion. We present arguments for the connection between the problems and perform simulations,…

This paper provides the basis for new methods of inference for max-stable processes \xi\ on general spaces that admit a certain incremental representation, which, in important cases, has a much simpler structure than the max-stable process…

An extension of non-deterministic processes driven by the random telegraph signal is introduced in the framework of "piecewise deterministic Markov processes" [Davis], including a broader category of random systems. The corresponding…

Reversible systems exhibit both forward computations and backward computations, where the aim of the latter is to undo the effects of the former. Such systems can be compared via forward-reverse bisimilarity as well as its two components,…

We develop classification results for max--stable processes, based on their spectral representations. The structure of max--linear isometries and minimal spectral representations play important roles. We propose a general classification…

Max-stable processes play an important role as models for spatial extreme events. Their complex structure as the pointwise maximum over an infinite number of random functions makes simulation highly nontrivial. Algorithms based on finite…

This paper is devoted to the construction of exponential integrators of first and second order for the time discretization of constrained parabolic systems. For this extend, we combine well-known exponential integrators for unconstrained…

This paper deals with the question of conditional sampling and prediction for the class of stationary max-stable processes which allow for a mixed moving maxima representation. We develop an exact procedure for conditional sampling using…

Based on the concept of self-decomposability, we extend some recent multivariate L\'evy models built using multivariate subordination with the aim of capturing situations in which a sudden event in one market is propagated onto related…

We show that any semi-algebraic sweeping process admits piecewise absolutely continuous solutions, and any such bounded trajectory must have finite length. Analogous results hold more generally for sweeping processes definable in o-minimal…

Continuing the study reported in Satheesh (2001),(arXiv:math.PR/0304499 dated 01May2003) here we study certain aspects of randomization in infinitely divisible (ID) and max-infinitely divisible (MID) laws. They generalize ID and MID laws.…

The method of self-similar factor approximants is completed by defining the approximants of odd orders, constructed from the power series with the largest term of an odd power. It is shown that the method provides good approximations for…

We use (nonconservative) dynamical semigroups to investigate the decay law of a quantum unstable system weakly coupled with a large environment. We find that the deviations from the classical exponential law are small and can be safely…

We consider M-estimators and derive supremal-inequalities of exponential-or polynomial type according as a boundedness- or a moment-condition is fulfilled. This enables us to derive rates of r-complete convergence and also to show r-qick…