Related papers: Stationary dynamical systems
We establish almost sure invariance principles, a strong form of approximation by Brownian motion, for non-stationary time-series arising as observations on dynamical systems. Our examples include observations on sequential expanding maps,…
We present a theorem that allows to simplify linear stability analysis of periodic and quasiperiodic nonlinear regimes in N-particle mechanical systems (both conservative and dissipative) with different kinds of discrete symmetry. This…
We find logarithmic asymptotics of $L_2$-small deviation probabilities for weighted stationary Gaussian processes (both for real and complex-valued) having power-type discrete or continuous spectrum. As in the recent work by Hong, Lifshits…
Given a finite-dimensional real vector space $V$, a probability measure $\mu$ on $\operatorname{PGL}(V)$ and a $\mu$-invariant subspace $W$, under a block-Lyapunov contraction assumption, we prove existence and uniqueness of lifts to…
Sensitivity is a prominent aspect of chaotic behavior of a dynamical system. We study the relevance of nonsensitivity to fixed point theory in affine dynamical systems. We prove a fixed point theorem which extends Ryll-Nardzewski's theorem…
In this paper, we examine some basic properties of the multiple-Sine-Gordon (MSG) systems, which constitute a generalization of the celebrated sine-Gordon (SG) system. We start by showing how MSG systems can be viewed as a general class of…
The topic of statistical inference for dynamical systems has been studied extensively across several fields. In this survey we focus on the problem of parameter estimation for non-linear dynamical systems. Our objective is to place results…
This paper is a preliminary work to address the problem of dynamical systems with parameters varying in time. An idea to predict their behaviour is proposed. These systems are called \emph{transient systems}, and are distinguished from…
Invariant manifolds provide the geometric structures for describing and understanding dynamics of nonlinear systems. The theory of invariant manifolds for both finite and infinite dimensional autonomous deterministic systems, and for…
We establish results for the first sensitivity analysis of the stochastic fluid models (SFMs). We derive expressions for the sensitivity analysis of the key stationary and transient (time-dependent) quantities of this class of models. We…
We investigate the incremental stability properties of It\^o stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two…
The main subject of the thesis is the study of stationary nonequilibrium states trough the use of microscopic stochastic models that encode the physical interaction in the rules of Markovian dynamics for particles configurations. These…
The linear fractional stable motion generalizes two prominent classes of stochastic processes, namely stable L\'evy processes, and fractional Brownian motion. For this reason it may be regarded as a basic building block for continuous time…
A particle system is a family of i.i.d. stochastic processes with values translated by Poisson points. We obtain conditions that ensure the stationarity in time of the particle system in R^d and in some cases provide a full characterisation…
The paper discusses linear fractional representations of parameter-dependent nonlinear systems with dynamics defined by real rational nonlinearities and a finite set of point delays. The global asymptotic stability is investigated via…
In this work a theory is developed for unifying large classes of nonlinear discrete-time dynamical systems obeying a superposition of a weighted maximum or minimum type. The state vectors and input-output signals evolve on nonlinear spaces…
The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…
This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…
These are introductory notes on some aspects of concentration of measure in the presence of an acting group and its links to Ramsey theory.
The study of non-stationary processes whose local form has controlled properties is a fruitful and important area of research, both in theory and applications. We present here a construction of multifractional multistable processes, based…