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We show existence of an invariant probability measure for a class of functional McKean-Vlasov SDEs by applying Kakutani's fixed point theorem to a suitable class of probability measures on a space of continuous functions. Unlike some…

Probability · Mathematics 2021-07-30 Jianhai Bao , Michael Scheutzow , Chenggui Yuan

We consider classes of dynamical systems admitting Markov induced maps. Under general assumptions, which in particular guarantee the existence of SRB measures, we prove that the entropy of the SRB measure varies continuously with the…

Dynamical Systems · Mathematics 2007-05-23 Jose F. Alves , Krerley Oliveira , Ali Tahzibi

Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…

Chaotic Dynamics · Physics 2025-10-06 Chenyu Dong , Davide Faranda , Adriano Gualandi , Valerio Lucarini , Gianmarco Mengaldo

Given a Brownian motion $W$ and a stationary Poisson point process $p$ with values in ${\mathbb R}^d$, we prove a Dynamic Programming Principle (DPP) in a strong formulation for a stochastic control problem involving controlled SDEs of the…

Probability · Mathematics 2024-09-12 Alessandro Bondi , Enrico Priola

This paper deals with random dynamical systems of polynomial automorphisms (complex generalized H\'{e}non maps and their conjugate maps) of $\Bbb{C}^{2}.$ We show that a generic random dynamical system of polynomial automorphisms has ``mean…

Dynamical Systems · Mathematics 2025-05-30 Hiroki Sumi

Consider a proper metric space X and a sequence of i.i.d. random continuous mappings F_n from X to X. It induces the stochastic dynamical system (SDS) X_n^x = F_n(X_{n-1}^x) starting at x in X. In this paper, we study existence and…

Probability · Mathematics 2012-12-05 Marc Peigné , Wolfgang Woess

We propose a new point of view on multidimensional continued fraction algorithms inspired by Rauzy induction. The generic behaviour of such an algorithm is described here as a random walk on a graph that we call simplicial system. These…

Dynamical Systems · Mathematics 2020-11-17 Charles Fougeron

We show that for a large class of maps on manifolds of arbitrary finite dimension, the existence of a Gibbs-Markov-Young structure (with Lebesgue as the reference measure) is a necessary as well as sufficient condition for the existence of…

Dynamical Systems · Mathematics 2012-11-07 Jose F. Alves , Carla L. Dias , Stefano Luzzatto

This report investigates the dynamical stability conjectures of Palis and Smale, and Pugh and Shub from the standpoint of numerical observation and lays the foundation for a stability conjecture. As the dimension of a dissipative dynamical…

Chaotic Dynamics · Physics 2007-05-23 D. J. Albers , J. C. Sprott

In this paper, we give the definition of the random periodic solutions of random dynamical systems. We prove the existence of such periodic solutions for a $C^1$ perfect cocycle on a cylinder using a random invariant set, the Lyapunov…

Probability · Mathematics 2015-02-11 Huaizhong Zhao , Zuo-Huan Zheng

We consider suitable weak solutions of 2-dimensional Euler equations on bounded domains, and show that the class of completely random measures is infinitesimally invariant for the dynamics. Space regularity of samples of these random fields…

Probability · Mathematics 2021-10-12 Francesco Grotto , Giovanni Peccati

In this paper, we consider a stochastic model of incompressible non-Newtonian fluids of second grade on a bounded domain of $\mathbb{R}^2$ with multiplicative noise. We first show that the solutions to the stochastic equations of second…

Probability · Mathematics 2018-04-17 Shijie Shang

We construct the entropic measure $\mathbb{P}^\beta$ on compact manifolds of any dimension. It is defined as the push forward of the Dirichlet process (another random probability measure, well-known to exist on spaces of any dimension)…

Probability · Mathematics 2009-01-14 Karl-Theodor Sturm

When describing the effective dynamics of an observable in a many-body system, the repeated randomness assumption, which states that the system returns in a short time to a maximum entropy state, is a crucial hypothesis to guarantee that…

Quantum Physics · Physics 2024-09-25 Philipp Strasberg , Andreas Winter , Jochen Gemmer , Jiaozi Wang

In this paper a new formulation of quantum dynamics of totally constrained systems is developed, in which physical quantities representing time are included as observables. In this formulation the hamiltonian constraints are imposed on a…

General Relativity and Quantum Cosmology · Physics 2010-11-19 Hideo Kodama

We develop a quenched thermodynamic formalism for a wide class of random maps with non-uniform expansion, where no Markov structure, no uniformly bounded degree or the existence of some expanding dynamics is required. We prove that every…

Dynamical Systems · Mathematics 2024-04-19 Manuel Stadlbauer , Shintaro Suzuki , Paulo Varandas

A family of heterogeneous mean-field systems with jumps is analyzed. These systems are constructed as a Gibbs measure on block graphs. When the total number of particles goes to infinity, a law of large numbers is shown to hold in a…

Probability · Mathematics 2021-11-10 D. A. Dawson , A. Sid-Ali , Y. Q. Zhao

This paper presents the Poisson-randomized gamma dynamical system (PRGDS), a model for sequentially observed count tensors that encodes a strong inductive bias toward sparsity and burstiness. The PRGDS is based on a new motif in Bayesian…

Machine Learning · Statistics 2019-10-30 Aaron Schein , Scott W. Linderman , Mingyuan Zhou , David M. Blei , Hanna Wallach

We prove that multimodal maps with an absolutely continuous invariant measure have exponential return time statistics around a.e. point. We also show a `polynomial Gibbs property' for these systems, and that the convergence to the entropy…

Dynamical Systems · Mathematics 2009-04-20 Henk Bruin , Mike Todd

Let $\phi:X\times\mathbb{R} \rightarrow X$ be a continuous flow on a compact metric space $(X,d)$. In this article we constructively prove the existence of a continuous Lyapunov function for $\phi$ which is strictly decreasing outside…

Dynamical Systems · Mathematics 2020-11-20 Olga Bernardi , Anna Florio , Jim Wiseman