Related papers: Recurrence times and large deviations
A general separability condition on the second moment (covariance matrix) for continuous variable two-party systems is derived by an analysis analogous to the derivation of the Kennard's uncertainty relation without referring to the…
We study thermodynamical formalism of a discrete nonautonomous dynamical system determined by a sequence of continuous self-maps of a compact metric space. Using the methods of Convex Analysis we get variational principles for pressure…
We consider high temperature KMS states for quantum spin systems on a lattice. We prove a large deviation principle for the distribution of empirical averages $\frac{1}{|\Lambda|} \sum_{i\in\Lambda} X_i$, where the $X_i$'s are copies of a…
We consider the problem of detecting jumps in an otherwise smoothly evolving trend whilst the covariance and higher-order structures of the system can experience both smooth and abrupt changes over time. The number of jump points is allowed…
Many branches of theoretical and applied mathematics require a quantifiable notion of complexity. One such circumstance is a topological dynamical system - which involves a continuous self-map on a metric space. There are many notions of…
We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…
A criterion to obtain frequent hypercyclicity for a sequence of convolution operators on the space of entire functions on the complex plane is provided. The criterion involves that the generating functions of the operators do not vanish on…
We consider an irreducible continuous time Markov chain on a finite state space and with time periodic jump rates and prove the joint large deviation principle for the empirical measure and flow and the joint large deviation principle for…
Many multi-variate time series obtained in the natural sciences and engineering possess a repetitive behavior, as for instance state-space trajectories of industrial machines in discrete automation. Recovering the times of recurrence from…
In this paper we introduce the concept of random time changes in dynamical systems. The subordination principle may be applied to study the long time behavior of the random time systems. We show, under certain assumptions on the class of…
This work focuses on multivalued stochastic differential equations with jumps. First, by employing the weak convergence approach, we establish the Freidlin-Wentzell uniform large deviation principle and the Dembo-Zeitouni uniform large…
Let $Q_{\lambda}(t,y) $ be the number of people present at time $t$ with $y$ units of remaining service time in an infinite server system with arrival rate equal to $\lambda>0$. In the presence of a non-lattice renewal arrival process and…
Recurrence determinism, one of the fundamental characteristics of recurrence quantification analysis, measures predictability of a trajectory of a dynamical system. It is tightly connected with the conditional probability that, given a…
We first prove some weighted inequalities for compositions of functions on time scales which are in turn applied to establish some new dynamic Opial-type inequalities in several variables. Some generalizations and applications to partial…
We prove existence of the large deviation principle, with a proper convex rate function, for the distribution of the renormalized distance from the origin of a random walk on a free product of finitely generated groups. As a consequence, we…
The two-dimensional one-component plasma is an ubiquitous model for several vortex systems. For special values of the coupling constant $\beta q^2$ (where $q$ is the particles charge and $\beta$ the inverse temperature), the model also…
Applications of variational methods are typically restricted to conservative systems. Some extensions to dissipative systems have been reported too but require ad hoc techniques such as the artificial doubling of the dynamical variables.…
In this work, we establish the existence of large deviation principles of random walk in strongly mixing environments. The quenched and annealed rate functions have the same zero set whose shape is either a singleton point or a line…
Statistical differentiability of the measure along the reconstructed trajectory is a good candidate to quantify determinism in time series. The procedure is based upon a formula that explicitly shows the sensitivity of the measure to…
We present a method of discrete modeling and analysis of multilevel dynamics of complex large-scale hierarchical dynamic systems subject to external dynamic control mechanism. Architectural model of information system supporting simulation…