Related papers: SRB Measures For Certain Markov Processes

We study invariant boundary conditions for one dimensional discrete Gaussian Markov processes, basic toy models of spatial Markov processes in statistical mechanics. More precisely, we give a decomposition of boundary objects in a non…

Isotropic Brownian flows (IBFs) are a fairly natural class of stochastic flows which has been studied extensively by various authors. Their rich structure allows for explicit calculations in several situations and makes them a natural…

In this paper, we study the existence of SRB measures and their properties for infinite dimensional dynamical systems in a Hilbert space. We show several results including (i) if the system has a partially hyperbolic attractor with…

We study locally constant skew-product maps over full shifts of finite symbols with arbitrary compact metric spaces as fiber spaces. We introduce a new criterion to determine the density of leaves of the strong unstable (and strong stable)…

Random dynamical systems with countably many maps which admit countable Markov partitions on complete metric spaces such that the resulting Markov systems are uniformly continuous and contractive are considered. A non-degeneracy and a…

Iteration of randomly chosen quadratic maps defines a Markov process: X_{n+1}=\epsilon_{n+1}X_n(1-X_n), where \epsilon_n are i.i.d. with values in the parameter space [0,4] of quadratic maps F_{\theta}(x)=\theta x(1-x). Its study is of…

Let $\bS=\{S_1,...,S_K\}$ be a finite set of complex $d\times d$ matrices and $\varSigma_{K}^+$ the compact space of all one-sided infinite sequences $i_{\bcdot}\colon\mathbb{N}\rightarrow\{1,...,K\}$. An ergodic probability $\mu_*$ of the…

We consider C^2 families t->f_t of C^4 nondegenerate unimodal maps. We study the absolutely continuous invariant probability (SRB) measure m_t of f_t, as a function of t on the set of Collet-Eckmann (CE) parameters: Upper bounds: Assuming…

This paper provides a general and abstract approach to approximate ergodic regimes of Markov and Feller processes. More precisely, we show that the recursive algorithm presented in Lamberton & Pages (2002) and based on simulation algorithms…

We study infinite-horizon robust Markov decision processes (MDPs) on continuous state spaces with structured rectangular ambiguity set. The proposed ambiguity set falls within the convex hull of unknown generating kernels. We utilize the…

The aim of this paper is to investigate risk-averse and distributionally robust modeling of Stochastic Optimal Control (SOC) and Markov Decision Process (MDP). We discuss construction of conditional nested risk functionals, a particular…

This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose the time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization condition, it is shown that, for any measurable bounded…

We introduce stochastic Interaction-Round-a-Face (IRF) models that are related to representations of the elliptic quantum group $E_{\tau,\eta}(sl_2)$. For stochasic IRF models in a quadrant, we evaluate averages for a broad family of…

(I.) We consider generalizations of an iterated function system and the associated Markov operators. A Markov operator, defined on the space of (deficient) topological measures on a locally compact space, is an infinite convex linear…

This paper introduces an intrinsic theory of Thermodynamic Formalism for Iterated Functions Systems with general positive continuous weights (IFSw).We study the spectral properties of the Transfer and Markov operators and one of our first…

Consider a Moran-type iterated function system (IFS) \( \{\phi_{k,d}\}_{d\in D_{2p_k}, k\geq 1} \), where each contraction map is defined as \[ \phi_{k,d}(x) = (-1)^d b_k^{-1}(x + d), \] with integer sequences \( \{b_k\}_{k=1}^\infty \) and…

Let $\{S_i\}_{i=1}^\ell$ be an iterated function system (IFS) on $\R^d$ with attractor $K$. Let $(\Sigma,\sigma)$ denote the one-sided full shift over the alphabet $\{1,..., \ell\}$. We define the projection entropy function $h_\pi$ on the…

Multivariate tempered stable random measures (ISRMs) are constructed and their corresponding space of integrable functions is characterized in terms of a quasi-norm utilizing the so-called Rosinski measure of a tempered stable law. In the…

Let $f : [0, 1] \to [0, 1]$ be a piecewise expanding unimodal map of class $C^{k+1}$, with $k \geq 1$, and $\mu = \rho dx$ the (unique) SRB measure associated to it. We study the regularity of $\rho$. In particular, points $\mathcal{N}$…

In this paper, we consider risk-sensitive Markov Decision Processes (MDPs) with Borel state and action spaces and unbounded cost under both finite and infinite planning horizons. Our optimality criterion is based on the recursive…