1,601 research outputs found

    Five minutes with Anne Applebaum: “Putin cannot let Ukraine become a democratic, pro-European state”

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    Tensions have continued to rise in Crimea ahead of a planned referendum on the region seceding from Ukraine and joining Russia. In an interview with EUROPP’s Managing Editor Stuart Brown, Anne Applebaum discusses the importance of Vladimir Putin’s domestic situation to his handling of the crisis, the role of the Russian media in shaping public opinion, and why a key priority for the EU should be to enforce its own anti-corruption standards with regard to Russian investors

    First exit times of solutions of stochastic differential equations driven by multiplicative Levy noise with heavy tails

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    In this paper we study first exit times from a bounded domain of a gradient dynamical system Y˙t=U(Yt)\dot Y_t=-\nabla U(Y_t) perturbed by a small multiplicative L\'evy noise with heavy tails. A special attention is paid to the way the multiplicative noise is introduced. In particular we determine the asymptotics of the first exit time of solutions of It\^o, Stratonovich and Marcus canonical SDEs.Comment: 19 pages, 2 figure

    The role of the nature of the noise in the thermal conductance of mechanical systems

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    Focussing on a paradigmatic small system consisting of two coupled damped oscillators, we survey the role of the L\'evy-It\^o nature of the noise in the thermal conductance. For white noises, we prove that the L\'evy-It\^o composition (Lebesgue measure) of the noise is irrelevant for the thermal conductance of a non-equilibrium linearly coupled chain, which signals the independence between mechanical and thermodynamical properties. On the other hand, for the non-linearly coupled case, the two types of properties mix and the explicit definition of the noise plays a central role.Comment: 9 pages, 2 figures. To be published in Physical Review

    Fractional Fokker-Planck Equations for Subdiffusion with Space-and-Time-Dependent Forces

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    We have derived a fractional Fokker-Planck equation for subdiffusion in a general space-and- time-dependent force field from power law waiting time continuous time random walks biased by Boltzmann weights. The governing equation is derived from a generalized master equation and is shown to be equivalent to a subordinated stochastic Langevin equation.Comment: 5 page

    Stationary Random Fields on the Unitary Dual of a Compact Group

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    We generalise the notion of wide-sense stationarity from sequences of complex-valued random variables indexed by the integers, to fields of random variables that are labelled by elements of the unitary dual of a compact group. The covariance is positive definite, and so it is the Fourier transform of a finite central measure (the spectral measure of the field) on the group. Analogues of the Cramer and Kolmogorov theorems are extended to this framework. White noise makes sense in this context and so, for some classes of group, we can construct time series and investigate their stationarity. Finally we indicate how these ideas fit into the general theory of stationary random fields on hypergroups

    Transition Densities and Traces for Invariant Feller Processes on Compact Symmetric Spaces

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    We find necessary and sufficient conditions for a finite K–bi–invariant measure on a compact Gelfand pair (G, K) to have a square–integrable density. For convolution semigroups, this is equivalent to having a continuous density in positive time. When (G, K) is a compact Riemannian symmetric pair, we study the induced transition density for G–invariant Feller processes on the symmetric space X = G/K. These are obtained as projections of K–bi–invariant L´evy processes on G, whose laws form a convolution semigroup. We obtain a Fourier series expansion for the density, in terms of spherical functions, where the spectrum is described by Gangolli’s L´evy–Khintchine formula. The density of returns to any given point on X is given by the trace of the transition semigroup, and for subordinated Brownian motion, we can calculate the short time asymptotics of this quantity using recent work of Ba˜nuelos and Baudoin. In the case of the sphere, there is an interesting connection with the Funk–Hecke theorem

    A Generalised Gangolli-Levy-Khintchine Formula for Infinitely Divisible Measures and Levy Processes on Semi-Simple Lie Groups and Symmetric Spaces

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    In 1964 R.Gangolli published a Levy-Khintchine type formula which characterised K bi-invariant infinitely divisible probability measures on a symmetric space G=K. His main tool was Harish-Chandra's spherical functions which he used to construct a generalisation of the Fourier transform of a measure. In this paper we use generalised spherical functions (or Eisenstein integrals) and extensions of these which we construct using representation theory to obtain such a characterisation for arbitrary infinitely divisible probability measures on a non-compact symmetric space. We consider the example of hyperbolic space in some detail
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