Search Results - "Baxendale, Peter"
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Renewal Theory and Computable Convergence Rates for Geometrically Ergodic Markov Chains
Published in The Annals of applied probability (01-02-2005)“…We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically…”
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Sustained oscillations for density dependent Markov processes
Published in Journal of mathematical biology (01-09-2011)“…Simulations of models of epidemics, biochemical systems, and other bio-systems show that when deterministic models yield damped oscillations, stochastic…”
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Lyapunov exponents and shear-induced chaos for a Hopf bifurcation with additive noise
Published in Probability theory and related fields (26-07-2024)“…This paper considers the effect of additive white noise on the normal form for the supercritical Hopf bifurcation in 2 dimensions. The main results involve the…”
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Stochastic averaging and asymptotic behavior of the stochastic Duffing–van der Pol equation
Published in Stochastic processes and their applications (01-10-2004)“…Consider the stochastic Duffing–van der Pol equation x ̈ =−ω 2x−Ax 3−Bx 2 x ̇ +ε 2β x ̇ +εσx W ̇ t with A⩾0 and B>0. If β/2+ σ 2/8 ω 2>0 then for small enough…”
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Quickest change detection in nonlinear hidden Markov models using a generalized CUSUM procedure with particle filters
Published in Nonlinear dynamics (20-07-2024)Get full text
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Bounded size bias coupling: a Gamma function bound, and universal Dickman-function behavior
Published in Probability theory and related fields (01-08-2015)“…Under the assumption that the distribution of a nonnegative random variable X admits a bounded coupling with its size biased version, we prove simple and…”
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Random concave functions
Published in The Annals of applied probability (01-04-2022)“…Spaces of convex and concave functions appear naturally in theory and applications. For example, convex regression and log-concave density estimation are…”
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Lyapunov Exponents for Small Random Perturbations of Hamiltonian Systems
Published in The Annals of probability (01-01-2002)“…Consider the stochastic nonlinear oscillator equation ẍ = - x - x3+ ε2β ẋ + εσ x Ẇtwith β < 0 and σ ≠ 0. If 4$\beta + \sigma^2 > 0$then for small…”
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T. E. HARRIS'S CONTRIBUTIONS TO RECURRENT MARKOV PROCESSES AND STOCHASTIC FLOWS
Published in The Annals of probability (01-03-2011)“…This is a brief survey of T. E. Harris's work on recurrent Markov processes and on stochastic flows, and of some more recent work in these fields…”
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Lyapunov exponents of nilpotent Itô systems with random coefficients
Published in Stochastic processes and their applications (01-10-2001)“…The paper considers the top Lyapunov exponent of a two-dimensional linear stochastic differential equation. The matrix coefficients are assumed to be functions…”
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Lyapunov exponents and shear-induced chaos for a Hopf bifurcation with additive noise
Published 06-12-2023“…This paper considers the effect of additive white noise on the normal form for the supercritical Hopf bifurcation in 2 dimensions. The main results involve the…”
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12
Uniform Shrinking and Expansion under Isotropic Brownian Flows
Published in Journal of theoretical probability (01-09-2009)“…We study some finite time transport properties of isotropic Brownian flows. Under a certain nondegeneracy condition on the potential spectral measure, we prove…”
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Almost-Sure Stability of the Single Mode Solution of a Noisy Nonlinear Autoparametric System
Published 04-02-2023“…For a pendulum suspended below a vibrating block with white noise forcing, the solution in which the pendulum remains vertical is called the single mode…”
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Almost sure and moment Lyapunov exponents for a stochastic beam equation
Published in Journal of functional analysis (15-02-2007)“…The transverse vibrations of an Euler–Bernoulli beam with axial tension P and axial white noise forcing are given by m y t t + m α y t + E I y x x x x − P y x…”
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Random concave functions
Published 30-10-2019“…Spaces of convex and concave functions appear naturally in theory and applications. For example, convex regression and log-concave density estimation are…”
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Noise Sharing and Mexican Hat Coupling in a Stochastic Neural Field
Published 23-09-2019“…A diffusion-type coupling operator biologically significant in neuroscience is a difference of Gaussian functions (Mexican Hat operator) used as a…”
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T. E. Harris's contributions to recurrent Markov processes and stochastic flows
Published 10-03-2011“…Annals of Probability 2011, Vol. 39, No. 2, 417-428 This is a brief survey of T. E. Harris's work on recurrent Markov processes and on stochastic flows, and of…”
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Bounded size bias coupling: a Gamma function bound, and universal Dickman-function behavior
Published 01-06-2013“…Under the assumption that the distribution of a nonnegative random variable $X$ admits a bounded coupling with its size biased version, we prove simple and…”
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A stochastic Hopf bifurcation
Published in Probability theory and related fields (01-12-1994)Get full text
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