Quantized feedback control for Markovian jumping singular systems driven by fractional Brownian motions
Sign Up to like & getrecommendations! Published in 2021 at "International Journal of Robust and Nonlinear Control"
DOI: 10.1002/rnc.5707
Abstract: The quantized feedback control for a type of delayed Markovian jumping singular systems driven by fractional Brownian motions is investigated. Firstly, the input is quantized by a uniform operator consisting of a linear part to… read more here.
Keywords: brownian motions; fractional brownian; markovian jumping; quantized feedback ... See more keywords
Fick Law and Sticky Brownian Motions
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Statistical Physics"
DOI: 10.1007/s10955-018-2190-y
Abstract: We consider an interacting particle system in the interval [1, N] with reservoirs at the boundaries. While the dynamics in the channel is the simple symmetric exclusion process, the reservoirs are also particle systems which interact… read more here.
Keywords: brownian motions; law sticky; fick law; sticky brownian ... See more keywords
ON BOUNCING GEOMETRIC BROWNIAN MOTIONS
Sign Up to like & getrecommendations! Published in 2019 at "Probability in the Engineering and Informational Sciences"
DOI: 10.1017/s0269964818000463
Abstract: A pair of bouncing geometric Brownian motions (GBMs) is studied. The bouncing GBMs behave like GBMs except that, when they meet, they bounce off away from each other. The object of interest is the position… read more here.
Keywords: brownian motions; gbms; bouncing geometric; position ... See more keywords
Constrained non-crossing Brownian motions, fermions and the Ferrari–Spohn distribution
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Statistical Mechanics: Theory and Experiment"
DOI: 10.1088/1742-5468/abe59c
Abstract: A conditioned stochastic process can display a very different behavior from the unconditioned process. In particular, a conditioned process can exhibit non-Gaussian fluctuations even if the unconditioned process is Gaussian. In this work, we revisit… read more here.
Keywords: constrained non; non crossing; ferrari spohn; brownian motions ... See more keywords
Three phases of multiple SLE driven by non-colliding Dyson’s Brownian motions
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Physics A: Mathematical and Theoretical"
DOI: 10.1088/1751-8121/ac0dee
Abstract: The present paper is concerned with properties of multiple Schramm–Loewner evolutions (SLEs) labelled by a parameter κ ∈ (0, 8]. Specifically, we consider the solution of the multiple Loewner equation driven by a time change… read more here.
Keywords: non colliding; dyson brownian; three phases; phases multiple ... See more keywords
Fingerprinting Brownian Motions of Polymers under Flow.
Sign Up to like & getrecommendations! Published in 2022 at "Physical review letters"
DOI: 10.1103/physrevlett.129.057801
Abstract: We present a quantitative approach to the self-dynamics of polymers under steady flow by employing a set of complementary reference frames and extending the spherical harmonic expansion technique to dynamic density correlations. Application of this… read more here.
Keywords: fingerprinting brownian; polymers flow; self dynamics; motions polymers ... See more keywords
Real Time Monitoring of Brownian Motions
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Transactions on Communications"
DOI: 10.1109/tcomm.2022.3190874
Abstract: Real-time monitoring has received considerable attention recently due to its potential in automatic driving, tele-surgery, and factory automation in the 6G era. In remote estimation or reconstruction of stochastic processes, the statistical properties of stochastic… read more here.
Keywords: time; error; time monitoring; real time ... See more keywords