17 citations · 86 across the 21 of their papers we have counts for
27 papers
Ornstein-Uhlenbeck process conditioned to have restricted -norm
Frank Aurzada, Mikhail Lifshits, Max Wiegand
We condition an Ornstein-Uhlenbeck process on having an atypically small -norm on long time intervals. The weak limit of these conditioned processes is again an Ornstein-Uhlen…
Estimates of -entropy of a stable Lévy process
Viktor Khamzin, Mikhail Lifshits
In the article the -entropy (an entropy of a metric measure space) introduced by C. Shannon is evaluated for an -stable Lévy process. For the double-sided estimates of…
Asymptotic distribution of the derivative of the taut string accompanying Wiener process
Mikhail Lifshits, Andrei Podchishchailov
In the article, we find the asymptotic distribution of the derivative of the taut string accompanying a Wiener process in a strip of fixed width on long time intervals. This enable…
Brownian motion conditioned to have restricted -norm
Frank Aurzada, Mikhail Lifshits, Dominic T. Schickentanz
We condition a Brownian motion on having an atypically small -norm on a long time interval. The obtained limiting process is a non-stationary Ornstein-Uhlenbeck process.
Scaling limit of stretched Brownian chains
Frank Aurzada, Volker Betz, Mikhail Lifshits
We show that a properly scaled stretched long Brownian chain converges to a two-parametric stochastic process, given by the sum of an explicit deterministic continuous function and…
Analysis of Time- versus Event-Triggered Consensus for a Single-Integrator Multi-Agent System
David Meister, Frank Aurzada, Mikhail A. Lifshits +1
It is well known that the employed triggering scheme has great impact on the control performance when control loops operate under scarce communication resources. Various practical…