3 papers
math.PR2026
Compressibility and Stochastic Stability of Monotone Markov Chain
Sergey Foss, Michael Scheutzow
For a stochastically monotone Markov chain taking values in a Polish space, we present a number of conditions for existence and for uniqueness of its stationary regime, as well as…
math.PR2026
Only Segmented Heavy Tails Can Produce a Light-Tailed Minimum
Sergey Foss, Michael Scheutzow, Anton Tarasenko
A random variable has a {\it light-tailed} distribution (for short: is light-tailed) if it possesses a finite exponential moment, $\E \exp (λξ) <\infty$ for some , and…
math.PR2025
Rivers under Noise
Michael Scheutzow, Michael Grinfeld
We consider the deterministic and stochastic versions of a first order non-autonomous differential equation which allows us to discuss the persistence of rivers ("fleuves") under n…