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Full general relativity requires that chaos indicators should be invariant in various spacetime coordinate systems for a given relativistic dynamical problem. On the basis of this point, we calculate the invariant Lyapunov exponents (LEs)…
This paper studies distributional chaos in non-autonomous discrete systems generated by given sequences of maps in metric spaces. In the case that the metric space is compact, it is shown that a system is Li-Yorke{\delta}-chaotic if and…
The Mallows measure is measure on permutations which was introduced by Mallows in connection with ranking problems in statistics. Under this measure, the probability of a permutation $\pi$ is proportional to $q^{Inv(\pi)}$ where $q$ is a…
We investigate Gibbs measures for diffusive particles interacting through a two-body mean field energy. By identifying a gradient structure for the conditional law, we derive sharp bounds on the size of chaos, providing a quantitative…
This note shows how to considerably strengthen the usual mode of convergence of an $n$-particle system to its McKean-Vlasov limit, often known as propagation of chaos, when the volatility coefficient is nondegenerate and involves no…
Measure-valued Markov chains have raised interest in Bayesian nonparametrics since the seminal paper by (Math. Proc. Cambridge Philos. Soc. 105 (1989) 579--585) where a Markov chain having the law of the Dirichlet process as unique…
We study long-term behavior and stationary distributions for stochastic heat equations forced simultaneously by a multiplicative noise and an independent additive noise with the same distribution. We prove that nontrivial space-time…
A manifestly covariant relativistic statistical mechanics of the system of $N$ indistinguishable events with motion in space-time parametrized by an invariant ``historical time'' $\tau $ is considered. The relativistic mass distribution for…
We investigate the construction of chaotic probability measures on the Boltzmann's sphere, which is the state space of the stochastic process of a many-particle system undergoing a dynamics preserving energy and momentum. Firstly, based on…
We establish the sharp rate of propagation of chaos for McKean-Vlasov equations with coefficients that are non-linear in the measure argument, i.e., not necessarily given by pairwise interactions. Results are given both on bounded time…
We study the structure of invariant measures for continuous automorphisms of compact metrizable abelian groups satisfying the descending chain condition. We show that the finitely supported invariant measures are weak-* dense in the space…
We describe a construction process of a relevant measure in any non-empty compact metric space. This probability measure has invariance properties with respect to isometric maps defined on open sets. These properties imply that this measure…
Building upon a recent work by two of the authours and J. Seidler on bw-Feller property for stochastic nonlinear beam and wave equations, we prove the existence of an invariant measure to stochastic 2-D Navier-Stokes (with multiplicative…
Given a random variable $F$ regular enough in the sense of the Malliavin calculus, we are able to measure the distance between its law and almost any continuous probability law on the real line. The bounds are given in terms of the…
We consider the stochastic Ginzburg-Landau equation in a bounded domain. We assume the stochastic forcing acts only on high spatial frequencies. The low-lying frequencies are then only connected to this forcing through the non-linear…
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…
We establish a moderate deviation principle for processes with independent increments under certain growth conditions for the characteristics of the process. Using this moderate deviation principle, we give a new proof for Strassen's…
Inspired by the stochastic particle method, this paper establishes an easily implementable explicit numerical method for McKean-Vlasov stochastic differential equations (MV-SDEs) with superlinear growth coefficients. The paper establishes…
We will deal with finitely additive measures on integers extending the asymptotic density. We will study their relation to the L\'evy group $\mathcal{G}$ of permutations of $\mathbb N$. Using a new characterization of the L\'evy group…
Through certain appropriate constructions, we establish periodic solutions in distribution for some stochastic differential equations with infinite-dimensional Levy noise. Additionally, we obtain the corresponding periodic measures and…