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We study the uniform ergodicity property for non-invertible topological and measure-preserving dynamical systems. It is shown that for topological dynamical systems uniform ergodicity is equivalent to eventually periodicity and that for…

Dynamical Systems · Mathematics 2024-03-27 Julian Hölz

The second law of thermodynamics states that entropy production in macroscopic systems is non-negative, reaching zero only at thermodynamic equilibrium. As a corollary, this implies that the state trajectory of macroscopic systems is…

Statistical Mechanics · Physics 2025-01-30 O. Politano , Alejandro L. Garcia , F. Baras , M. Malek Mansour

The strict connection between Lie point-symmetries of a dynamical system and its constants of motion is discussed and emphasized, through old and new results. It is shown in particular how the knowledge of a symmetry of a dynamical system…

Mathematical Physics · Physics 2015-06-16 Giampaolo Cicogna

For non uniformly hyperbolic maps of the interval with exponential decay of correlations we prove that the law of closest return to a given point when suitably normalized is almost surely asymptotically exponential. A similar result holds…

Dynamical Systems · Mathematics 2007-05-23 P. Collet

We show that the probability of appearance of synchronisation in chaotic coupled map lattices is related to the distribution of the maximum of a certain observable evaluated along almost all orbit. We show that such distribution belongs to…

Dynamical Systems · Mathematics 2018-04-10 D. Faranda , H. Ghoudi , P. Guiraud , S. Vaienti

For flows whose return map on a cross section has sufficient mixing property, we show that the hitting time distribution of the flow to balls is exponential in limit. We also establish a link between the extreme value distribution of the…

Dynamical Systems · Mathematics 2016-09-26 Maria Jose Pacifico , Fan Yang

Statistical physics and dynamical systems theory are key tools to study high-impact geophysical events such as temperature extremes, cyclones, thunderstorms, geomagnetic storms and many more. Despite the intrinsic differences between these…

Steady state fluctuation relations for dynamical systems are commonly derived under the assumption of some form of time-reversibility and of chaos. There are, however, cases in which they are observed to hold even if the usual notion of…

Mathematical Physics · Physics 2015-05-27 Matteo Colangeli , Rainer Klages , Paolo De Gregorio , Lamberto Rondoni

We establish quantitative results for the statistical be\-ha\-vi\-our of \emph{infinite systems}. We consider two kinds of infinite system: i) a conservative dynamical system $(f,X,\mu)$ preserving a $\sigma$-finite measure $\mu$ such that…

Dynamical Systems · Mathematics 2019-04-26 Stefano Galatolo , Mark Holland , Tomas Persson , Yiwei Zhang

We consider random dynamical systems on manifolds modeled by a skew product which have certain geometric properties and whose measures satisfy quenched decay of correlations at a sufficient rate. We prove that the limiting distribution for…

Dynamical Systems · Mathematics 2019-10-03 Nicolai Haydn , Jerome Rousseau , Fan Yang

Extreme value statistics (EVS) concerns the study of the statistics of the maximum or the minimum of a set of random variables. This is an important problem for any time-series and has applications in climate, finance, sports, all the way…

Statistical Mechanics · Physics 2015-05-21 Satya N. Majumdar , Arnab Pal

The rate of uniform convergence in extreme value statistics is non-universal and can be arbitrarily slow. Further, the relative error can be unbounded in the tail of the approximation, leading to difficulty in extrapolating the extreme…

Statistics Theory · Mathematics 2014-12-05 Ashivni Shekhawat

The low temperature physics of disordered systems is governed by the statistics of extremely low energy states. It is thus rather important to discuss the possible universality classes for extreme value statistics. We compare the usual…

Disordered Systems and Neural Networks · Physics 2009-10-30 J. P. Bouchaud , M. Mezard

In the last years measure-valued solutions started to be considered as a relevant notion of solutions if they satisfy the so-called measure-valued -- strong uniqueness principle. This means that they coincide with a strong solution…

Analysis of PDEs · Mathematics 2018-01-04 Piotr Gwiazda , Ondřej Kreml , Agnieszka Świerczewska-Gwiazda

Dynamical Ensemble Equivalence between hydrodynamic dissipative equations and suitable time-reversible dynamical systems has been investigated in a class of dynamical systems for turbulence. The reversible dynamics is obtained from the…

chao-dyn · Physics 2009-10-30 L. Biferale , D. Pierotti , A. Vulpiani

We obtain a strong invariance principle for nonconventional sums and applying this result we derive for them a version of the law of iterated logarithm, as well as an almost sure central limit theorem. Among motivations for such results are…

Probability · Mathematics 2012-09-11 Yuri Kifer

The approach to the analysis of the dynamic of non-equilibrium open systems within the framework of the laws of classical mechanics on the example a hard-disks is offered. This approach was based on Hamilton and Liouville generalized…

Statistical Mechanics · Physics 2007-05-23 V. M. Somsikov

The extreme event statistics plays a very important role in the theory and practice of time series analysis. The reassembly of classical theoretical results is often undermined by non-stationarity and dependence between increments.…

Statistical Finance · Quantitative Finance 2015-05-28 Mauro Politi , Nicolas Millot , Anirban Chakraborti

A new theoretical approach to non-equilibrium statistical systems has recently been proposed by the author, a co-author and others. It is based on a variational principle which is associated with the discrepancy of a path through…

Statistical Mechanics · Physics 2019-08-06 Richard Kleeman

We consider bounded extremum seeking controls for time-varying linear systems with uncertain coefficient matrices and measurement uncertainty. Using a new change of variables, Lyapunov functions, and a comparison principle, we provide…

Optimization and Control · Mathematics 2025-01-20 Frederic Mazenc , Michael Malisoff , Emilia Fridman