In this paper, we consider the linear and circular consecutive $k$-out-of-$n$ systems consisting of arbitrarily dependent components. Under the condition that at least $n-r+1$ components ($r\le n$) of the system are working at time $t$, we study the reliability properties of the residual lifetime of such systems. Also, we present some stochastic ordering properties of residual lifetime of consecutive $k$-out-of-$n$ systems. In the following, we investigate the inactivity time of the component with lifetime...

We consider the linear Schrödinger equation under periodic boundary conditions, driven by a random force and damped by a quasilinear damping: $$\frac{\mathrm{d}}{\mathrm{d}t}u+\mathrm{i}\left(-\Delta +V\left(x\right)\right)u=\nu \left(\Delta u-{\gamma }_R{\left|u\right|}^{2p}u-\mathrm{i}{\gamma }_I{\left|u\right|}^{2q}u\right)+\sqrt{\nu }\eta (t,x).(*)$$ The force $\eta$ is white in time and smooth in $x$; the potential $V\left(x\right)$ is typical. We are concerned with the limiting, as $\nu \to 0$, behaviour of solutions on long time-intervals $0\le t\le {\nu }^{-1}T$, and with behaviour of these solutions under the double limit $t\to \infty$ and $\nu \to 0$. We show that these two limiting behaviours may be described in terms of solutions for the($*$) which is a well...

We formulate and study a model for inhomogeneous long-range percolation on ${\mathbb{Z}}^d$. Each vertex $x\in {\mathbb{Z}}^d$ is assigned a non-negative weight $W_x$, where ${\left(W_x\right)}_{x\in \mathbb{Z}}^d$ are i.i.d. random variables. Conditionally on the weights, and given two parameters $\alpha ,\lambda gt;0$, the edges are independent and the probability that there is an edge between $x$ and $y$ is given by $p_{xy}=1-exp\{-\lambda W_x{W}_y{/|x-y|}^{\alpha }\}$. The parameter $\lambda$ is the percolation parameter, while $\alpha$ describes the long-range nature of the model. We focus on the degree distribution in the resulting graph, on whether...

Consider a $N\times n$ non-centered matrix ${𝛴}_n$ with a separable variance profile: $${𝛴}_n=\frac{D_n^{1/2}{X}_n{\tilde{D}}_n^{1/2}}{\sqrt{n}}+A_n.$$ Matrices $D_n$ and ${\tilde{D}}_n$ are non-negative deterministic diagonal, while matrix $A_n$ is deterministic, and $X_n$ is a random matrix with complex independent and identically distributed random variables, each with mean zero and variance one. Denote by $Q_n\left(z\right)$ the resolvent associated to ${𝛴}_n{𝛴}_n^{*}$, i.e. $$Q_n\left(z\right)={\left({𝛴}_n{𝛴}_n^{*}-z{I}_N\right)}^{-1}.$$ Given two sequences of deterministic vectors $\left(u_n\right)$ and $\left(v_n\right)$ with bounded Euclidean norms, we study the limiting behavior of the random bilinear form:...

We consider a family of nonlinear stochastic heat equations of the form ${\partial }_{t}u=ℒu+\sigma \left(u\right)\dot{W}$, where $\dot{W}$ denotes space–time white noise, $ℒ$ the generator of a symmetric Lévy process on $𝐑$, and $\sigma$ is Lipschitz continuous and zero at 0. We show that this stochastic PDE has a random-field solution for every finite initial measure $u_0$. Tight a priori bounds on the moments of the solution are also obtained. In the particular case that $ℒf=c{f}^{\text{'}\text{'}}$ for some $cgt;0$, we prove that if $u_0$ is a finite measure of compact support, then the...

A generalized form of the usual Lognormal distribution, denoted with ${}_{\gamma }$, is introduced through the γ-order Normal distribution ${}_{\gamma }$, with its p.d.f. defined into (0,+∞). The study of the c.d.f. of ${}_{\gamma }$ is focused on a heuristic method that provides global approximations with two anchor points, at zero and at infinity. Also evaluations are provided while certain bounds are obtained.

For a smooth curve $\Gamma$ and a set $\Lambda$ in the plane ${ℝ}^2$, let $AC(\Gamma ;\Lambda )$ be the space of finite Borel measures in the plane supported on $\Gamma$, absolutely continuous with respect to the arc length and whose Fourier transform vanishes on $\Lambda$. Following [12], we say that $(\Gamma ,\Lambda )$ is a Heisenberg uniqueness pair if $AC(\Gamma ;\Lambda )=\left\{0\right\}$. In the context of a hyperbola $\Gamma$, the study of Heisenberg uniqueness pairs is the same as looking for uniqueness sets $\Lambda$ of a collection of solutions to the Klein-Gordon equation. In this work, we mainly...

We extend Champernowne’s construction of normal numbers to base b to the ${\mathbb{Z}}^d$ case and obtain an explicit construction of a generic point of the ${\mathbb{Z}}^d$ shift transformation of the set ${0,1,...,b-1}^{{\mathbb{Z}}^d}$.

We consider “nonconventional” averaging setup in the form $\frac{\mathrm{d}{X}^{\epsilon }\left(t\right)}{\mathrm{d}t}=\epsilon B(X^{\epsilon }\left(t\right)$, $𝛯\left(q_1\left(t\right)\right),𝛯\left(q_2\left(t\right)\right),...,𝛯\left(q_{\ell }\left(t\right)\right))$ where $𝛯\left(t\right)$, $t\ge 0$ is either a stochastic process or a dynamical system with sufficiently fast mixing while $q_j\left(t\right)={\alpha }_{j}t$, ${\alpha }_{1}lt;{\alpha }_{2}lt;\cdots lt;{\alpha }_k$ and $q_j$, $j=k+1,...,\ell$ grow faster than linearly. We show that the properly normalized error term in the “nonconventional” averaging principle is asymptotically Gaussian.

We study a one-dimensional stochastic differential equation driven by a stable Lévy process of order $\alpha$ with drift and diffusion coefficients $b$, $\sigma$. When $\alpha \in (1,2)$, we investigate pathwise uniqueness for this equation. When $\alpha \in (0,1)$, we study another stochastic differential equation, which is equivalent in law, but for which pathwise uniqueness holds under much weaker conditions. We obtain various results, depending on whether $\alpha \in (0,1)$ or $\alpha \in (1,2)$ and on whether the driving stable process is symmetric or not. Our...

We considerably improve upon the recent result of [37] on the mixing time of Glauber dynamics for the 2D Ising model in a box of side $L$ at low temperature and with random boundary conditions whose distribution $P$ stochastically dominates the extremal plus phase. An important special case is when $P$ is concentrated on the homogeneous all-plus configuration, where the mixing time $T_{MIX}$ is conjectured to be polynomial in $L$. In [37] it was shown that for a large enough inverse-temperature $\beta$ and...

Let 1 < p < ∞, q = p/(p-1) and for $f\in L^p(0,\infty )$ define $F\left(x\right)=(1/x){ʃ}_0^{x}f\left(t\right)dt$, x > 0. Moser’s Inequality states that there is a constant $C_p$ such that $su{p}_{a\le 1}su{p}_{f\in B_p}{ʃ}_0^{\infty }exp[a{x}^q{\left|F\left(x\right)\right|}^q-x]dx=C_p$ where $B_p$ is the unit ball of $L^p$. Moreover, the value a = 1 is sharp. We observe that $F=K_1$ f where the integral operator $K_1$ has a simple kernel K. We consider the question of for what kernels K(t,x), 0 ≤ t, x < ∞, this result can be extended, and proceed to discuss this when K is non-negative and homogeneous of degree -1. A sufficient condition on K is found for...

CONTENTSIntroduction......................................................................................................................................... 51. n-Monotonic functions on (— ∞, ∞)........................................................................................... 62. Order relations in the set of probability distribution functions....................................................... 12 2.1. Preliminary concepts...............................................................................................................

In this paper we establish a decoupling feature of the random interlacement process ${ℐ}^u\subset {\mathbb{Z}}^d$ at level $u$, $d\ge 3$. Roughly speaking, we show that observations of ${ℐ}^u$ restricted to two disjoint subsets $A_1$ and $A_2$ of ${\mathbb{Z}}^d$ are approximately independent, once we add a sprinkling to the process ${ℐ}^u$ by slightly increasing the parameter $u$. Our results differ from previous ones in that we allow the mutual distance between the sets $A_1$ and $A_2$ to be much smaller than their diameters. We then provide an important application...

We give new results on square functions $${\parallel x\parallel }_F=\parallel {\left({\int }_0^{\infty }{\left|F\left(tA\right)x\right|}^2\frac{\mathrm{d}t}{t}\right)}^{1/2}{\parallel }_p$$ associated to a sectorial operator $A$ on $L^p$ for $1\&lt;p\&lt;\infty$. Under the assumption that $A$ is actually $R$-sectorial, we prove equivalences of the form $K^{-1}{\parallel x\parallel }_G\le {\parallel x\parallel }_F\le K{\parallel x\parallel }_G$ for suitable functions $F,G$. We also show that $A$ has a bounded $H^{\infty }$ functional calculus with respect to ${\parallel .\parallel }_F$. Then we apply our results to the study of conditions under which we have an estimate $\parallel {({\int }_0^{\infty }|C{\mathrm{e}}^{-tA}{\left(x\right)|}^2\mathrm{d}t{)}^{1/2}\parallel }_q\le M{\parallel x\parallel }_p$, when $-A$ generates a bounded semigroup ${\mathrm{e}}^{-tA}$ on $L^p$ and $C:D\left(A\right)\to L^q$ is a linear mapping.

Let 0 < β < α < 1 and let p ∈ (0,1). We consider the functional equation φ(x) = pφ (x-β)/(1-β) + (1-p)φ(minx/α, (x(α-β)+β(1-α))/α(1-β)) and its solutions in two classes of functions, namely ℐ = φ: ℝ → ℝ|φ is increasing, ${\phi |}_{(-\infty ,0]}=0$, ${\phi |}_{[1,\infty )}=1$, = φ: ℝ → ℝ|φ is continuous, ${\phi |}_{(-\infty ,0]}=0$, ${\phi |}_{[1,\infty )}=1$. We prove that the above equation has at most one solution in and that for some parameters α,β and p such a solution exists, and for some it does not. We also determine all solutions of the equation in ℐ and we show the...

For a real number $q>1$ and a positive integer $m$, let $Y_m\left(q\right):=\left\{{\sum }_{i=0}^n{ϵ}_i{q}^i:{ϵ}_i\in \left\{0,\pm 1,...,\pm m\right\},n=0,1,...\right\}$. In this paper, we show that $Y_m\left(q\right)$ is dense in $ℝ$ if and only if $q<m+1$ and $q$ is not a Pisot number. This completes several previous results and answers an open question raised by Erdös, Joó and Komornik [8].