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相关论文: Asymptotics for hitting times

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The aim of this article is to prove asymptotic shape theorems for the contact process in stationary random environment. These theorems generalize known results for the classical contact process. In particular, if H_t denotes the set of…

概率论 · 数学 2012-09-03 Olivier Garet , Régine Marchand

We prove that topologically generic orbits of C0 transitive and non-uniquely ergodic dynamical systems, exhibit an extremely oscillating asymptotical statistics. Precisely, the minimum weak* compact set of invariant probabilities, that…

动力系统 · 数学 2016-06-28 Eleonora Catsigeras

We study the short-time asymptotics of conditional expectations of smooth and non-smooth functions of a (discontinuous) Ito semimartingale; we compute the leading term in the asymptotics in terms of the local characteristics of the…

概率论 · 数学 2012-02-08 Amel Bentata , Rama Cont

In the framework of statistical mechanics the properties of macroscopic systems are deduced starting from the laws of their microscopic dynamics. One of the key assumptions in this procedure is the ergodic property, namely the equivalence…

统计力学 · 物理学 2024-01-09 Marco Baldovin , Raffaele Marino , Angelo Vulpiani

We consider parametric inference for an ergodic and stationary diffusion process, when the data are high-frequency observations of the integral of the diffusion process. Such data are obtained via certain measurement devices, or if…

统计理论 · 数学 2026-02-09 Emil S. Jørgensen , Michael Sørensen

We consider random walk on the structure given by a random hypergraph in the regime where there is a unique giant component. We give the asymptotics for hitting times, cover times, and commute times and show that the results obtained for…

概率论 · 数学 2019-03-05 Amine Helali , Matthias Löwe

Critical exponents are calculated exactly at the onset of an instability, using asymptotic expansiontechniques. When the unstable mode is subject to multiplicative noise whose spectrum at zero frequency vanishes, we show that the critical…

流体动力学 · 物理学 2015-06-03 F. Pétrélis , A. Alexakis

The asymptotic expansion method is generalized from the periodic setting to stationary ergodic stochastic geometries. This will demonstrate that results from periodic asymptotic expansion also apply to non-periodic structures of a certain…

数学物理 · 物理学 2015-03-17 Martin Heida

Using an asymptotically additive sequence of continuous functions as a restrictive condition, this paper studies the relations of several ergodic averages for asymptotically additive potentials. Basic properties of conditional maximum…

动力系统 · 数学 2014-05-08 Yun Zhao

We deal with a random graph model evolving in discrete time steps by duplicating and deleting the edges of randomly chosen vertices. We prove the existence of an a.s. asymptotic degree distribution, with streched exponential decay; more…

概率论 · 数学 2014-11-10 Ágnes Backhausz , Tamás F. Móri

We consider a finite collection of reinforced stochastic processes with a general network-based interaction among them. We provide sufficient and necessary conditions in order to have some form of almost sure asymptotic synchronization,…

概率论 · 数学 2025-06-11 Giacomo Aletti , Irene Crimaldi , Andrea Ghiglietti

We describe the asymptotic behaviour of a cylindrical elastic body, reinforced along identical $\epsilon$-periodically distributed fibers of size $r_{\epsilon}$, with $0 < r_{\epsilon} < \epsilon$, filled in with some different elastic…

偏微分方程分析 · 数学 2010-11-22 Mustapha El Jarroudi , Alain Brillard

Asymptotic hyperstability is achievable under certain switching laws if at least one of the feed-forward parameterization: 1) possesses a strictly positive real transfer function, 2) a minimum residence time interval is respected for each…

系统与控制 · 计算机科学 2013-09-24 M. De la Sen , A. Ibeas , S. Alonso-Quesada

This paper analyzes the asymptotic behavior of inter-event times in planar linear systems, under event-triggered control with a general class of scale-invariant event triggering rules. In this setting, the inter-event time is a function of…

系统与控制 · 电气工程与系统科学 2024-04-02 Anusree Rajan , Pavankumar Tallapragada

The mean absolute deviation about the mean is an alternative to the standard deviation for measuring dispersion in a sample or in a population. For stationary, ergodic time series with a finite first moment, an asymptotic expansion for the…

统计方法学 · 统计学 2014-06-18 Johan Segers

The paper presents new asymptotic recurrent algorithms of phase space reduction for regularly and singularly perturbed semi-Markov processes. These algorithms give effective conditions of weak convergence for distributions and convergence…

概率论 · 数学 2019-07-09 Dmitrii Silvestrov

This paper relates - for point processes $\Phi$ on $\mathbb{R}$ - two types of asymptotic mean stationarity (AMS) properties and several absolute continuity results for the common probability measures emerging from point process theory. It…

统计理论 · 数学 2013-12-11 Gert Nieuwenhuis

We study the 1D Hamilton systems and their statistical behaviour, assuming the initial microcanonical distribution and describing its change under a parametric kick, which by definition means a discontinuous jump of a control parameter of…

混沌动力学 · 物理学 2015-06-17 Dimitris Andresas , Benjamin Batistic , Marko Robnik

Classical conditions for asymptotic stability of periodic solutions bifurcating from a limit cycle rely on the derivative of the corresponding bifurcation function F at the bifurcation point t. We show that for analytic systems this result…

经典分析与常微分方程 · 数学 2009-09-25 O. Makarenkov , R. Ortega

We present recent results about the asymptotic behavior of ergodic products of isometries of a metric space X. If we assume that the displacement is integrable, then either there is a sublinear diffusion or there is, for almost every…

动力系统 · 数学 2011-11-01 Anders Karlsson , François Ledrappier