English
Related papers

Related papers: Levy multiplicative chaos and star scale invariant…

200 papers

If an invertible linear dynamical systems is Li-York chaotic or other chaotic, what's about it's inverse dynamics? what's about it's adjoint dynamics? With this unresolved but basic problems, this paper will give a criterion for Lebesgue…

Functional Analysis · Mathematics 2015-04-07 Luo Lvlin , Hou Bingzhe

It is shown that some convolution semigroups of infinitely divisible measures are invariant under the random integral mappings $I^{h,r}_{(a,b]}$ defined in $(\star)$ below. The converse implication is specified for the semigroups of…

Probability · Mathematics 2012-10-23 Zbigniew J. Jurek

Anomalous diffusion and L\'evy flights, which are characterized by the occurrence of random discrete jumps of all scales, have been observed in a plethora of natural and engineered systems, ranging from the motion of molecules to climate…

Dynamical Systems · Mathematics 2023-09-04 Chunxi Jiao , Georg A. Gottwald

We establish distributional limit theorems for the shape statistics of a concave majorant (i.e. the fluctuations of its length, its supremum, the time it is attained and its value at $T$) of any L\'evy process on $[0,T]$ as $T\to\infty$.…

Probability · Mathematics 2023-11-20 David Bang , Jorge Ignacio González Cázares , Aleksandar Mijatović

We consider the invariant measure of a homogeneous continuous- time Markov process in the quarter-plane. The basic solutions of the global balance equation are the geometric distributions. We first show that the invariant measure can not be…

Probability · Mathematics 2014-02-25 Yanting Chen , Richard J. Boucherie , Jasper Goseling

An algorithm to characterize collective motion is presented, with the introduction of ``collective Lyapunov exponent'', as the orbital instability at a macroscopic level. By applying the algorithm to a globally coupled map, existence of…

chao-dyn · Physics 2009-10-31 Tatsuo Shibata , Kunihiko Kaneko

By using Bismut's approach about the Malliavin calculus with jumps, we study the regularity of the distributional density for SDEs driven by degenerate additive L\'evy noises. Under full H\"ormander's conditions, we prove the existence of…

Probability · Mathematics 2014-01-21 Yulin Song , Xicheng Zhang

For a certain parametrized family of maps on the circle, with critical points and logarithmic singularities where derivatives blow up to infinity, a positive measure set of parameters was constructed in [19], corresponding to maps which…

Dynamical Systems · Mathematics 2012-02-07 Hiroki Takahasi

In this paper we revisit an idea originally proposed by Mandelbrot about the possibility to observe ``negative dimensions'' in random multifractals. For that purpose, we define a new way to study scaling where the observation scale $\tau$…

Data Analysis, Statistics and Probability · Physics 2009-11-13 J. F. Muzy , E. Bacry , R. Baile , P. Poggi

In this paper we study spectra of Laplacians of infinite weighted graphs. Instead of the assumption of local finiteness we impose the condition of summability of the weight function. Such graphs correspond to reversible Markov chains with…

Combinatorics · Mathematics 2022-08-26 Michael Farber , Lewin Strauss

We develop a general framework for establishing non-uniqueness of stationary measures for stochastically forced dynamical systems possessing an almost surely invariant submanifold. Our main abstract result provides sufficient conditions for…

Dynamical Systems · Mathematics 2025-06-24 Jacob Bedrossian , Alex Blumenthal , Sam Punshon-Smith

In this note we prove the well-posedness for stochastic 2D Navier-Stokes equation driven by general L\'evy processes (in particular, $\alpha$-stable processes), and obtain the existence of invariant measures.

Probability · Mathematics 2011-03-29 Zhao Dong , Lihu Xu , Xicheng Zhang

We introduce pointwise measure expansivity for bi-measurable maps. We show through examples that this notion is weaker than measure expansivity. In spite of this fact, we show that many results for measure expansive systems hold true for…

Dynamical Systems · Mathematics 2019-09-26 Pramod Das , Abdul Gaffar Khan , Tarun Das

We consider empirical measures in a triangular array setup with underlying distributions varying as sample size grows. We study asymptotic properties of multiple integrals with respect to normalized empirical measures. Limit theorems…

Probability · Mathematics 2024-08-05 Shuyang Bai , Jiemiao Chen

A continuous approximation framework for non-linear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the It\^o lemma, we obtain a Langevin type…

Statistical Mechanics · Physics 2017-10-25 David A. Kessler , Stanislav Burov

In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…

Probability · Mathematics 2022-03-17 Balint Fárkas , Martin Friesen , Barbara Rüdiger , Dennis Schroers

The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes one we developed previously (Phys. Rev. E v.79, 011110, 2009) in order to describe the Levy type stochastic processes in terms of continuous…

Statistical Mechanics · Physics 2015-05-13 Ihor Lubashevsky , Rudolf Friedrich , Andreas Heuer

This paper establishes some criteria of chaos in non-autonomous discrete systems. Several criteria of strong Li-Yorke chaos are given. Based on these results, some criteria of distributional chaos in a sequence are established. Moreover,…

Dynamical Systems · Mathematics 2019-03-05 Hua Shao , Guanrong Chen , Yuming Shi

In this work, we characterise the statistics of Markov chains by constructing an associated sequence of periodic differential operators. Studying the density of states of these operators reveals the absolutely continuous invariant measure…

Dynamical Systems · Mathematics 2025-09-22 Bryn Davies , Angelica Yu Xiao

Combinatorial Levy processes evolve on general state spaces of countable combinatorial structures. In this setting, the usual Levy process properties of stationary, independent increments are defined in an unconventional way in terms of the…

Probability · Mathematics 2016-12-20 Harry Crane