English
Related papers

Related papers: A Multiplicative Ergodic Theorem for Discontinuous…

200 papers

We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…

Analysis of PDEs · Mathematics 2020-01-22 Davit Martirosyan , Vahagn Nersesyan

For a class of linear switched systems in continuous time a controllability condition implies that state feedbacks allow to achieve almost sure stabilization with arbitrary exponential decay rates. This is based on the Multiplicative…

Dynamical Systems · Mathematics 2019-01-11 Fritz Colonius , Guilherme Mazanti

We consider stationary stochastic dynamical systems evolving on a compact metric space, by perturbing a deterministic dynamics with a random noise, added according to an arbitrary probabilistic distribution. We prove the maximal and…

Dynamical Systems · Mathematics 2018-07-10 Eleonora Catsigeras

We show that singular stochastic delay differential equations (SDDEs) induce cocycle maps on a field of Banach spaces. A general Multiplicative Ergodic Theorem on fields of Banach spaces is proved and applied to linear SDDEs. In Part II of…

Probability · Mathematics 2019-12-16 Mazyar Ghani Varzaneh , Sebastian Riedel , Michael Scheutzow

We study ergodic properties of stochastic dissipative systems with additive noise. We show that the system is uniformly exponentially ergodic provided the growth of nonlinearity at infinity is faster than linear. The abstract result is…

Probability · Mathematics 2007-05-23 Beniamin Goldys , Bohdan Maslowski

In the framework of statistical mechanics the properties of macroscopic systems are deduced starting from the laws of their microscopic dynamics. One of the key assumptions in this procedure is the ergodic property, namely the equivalence…

Statistical Mechanics · Physics 2024-01-09 Marco Baldovin , Raffaele Marino , Angelo Vulpiani

We prove a multiplicative ergodic theorem for bistochastic completely positive (bcp) linear cocycles acting on finite-dimensional matrix algebras, giving an invariant splitting described explicitly in terms of the multiplicative domains of…

Quantum Physics · Physics 2025-11-17 Owen Ekblad

We prove a version of pointwise Ergodic Theorem for non-stationary random dynamical systems. Also, we discuss two specific examples where the result is applicable: non-stationary iterated function systems and non-stationary random matrix…

Dynamical Systems · Mathematics 2023-05-10 Anton Gorodetski , Victor Kleptsyn

We employ an extension of ergodic theory to the random setting to investigate the existence of random periodic solutions of random dynamical systems. Given that a random dynamical system has a dissipative structure, we proved that a random…

Probability · Mathematics 2016-02-25 Kenneth Uda

After defining non-Gaussian L\'evy processes for two-sided time, stochastic differential equations with such L\'evy processes are considered. Solution paths for these stochastic differential equations have countable jump discontinuities in…

Probability · Mathematics 2012-10-03 Huijie Qiao , Jinqiao Duan

By using a combination of algebraic, geometric, and dynamical techniques, together with input from higher dimensional Diophantine approximation, we give a complete characterization of all linearly repetitive cut and project sets with…

Dynamical Systems · Mathematics 2017-02-15 Alan Haynes , Henna Koivusalo , James Walton

The paper studies identification of linear systems with multiplicative noise from multiple-trajectory data. An algorithm based on the least-squares method and multiple-trajectory data is proposed for joint estimation of the nominal system…

Systems and Control · Electrical Eng. & Systems 2022-06-07 Yu Xing , Benjamin Gravell , Xingkang He , Karl Henrik Johansson , Tyler Summers

A result for subadditive ergodic cocycles is proved that provides more delicate information than Kingman's subadditive ergodic theorem. As an application we deduce a multiplicative ergodic theorem generalizing an earlier result of…

Dynamical Systems · Mathematics 2015-09-28 Sébastien Gouëzel , Anders Karlsson

We prove measurable Livsic theorems for dynamical systems modelled by Markov Towers. Our regularity results apply to solutions of cohomological equations posed on Henon-like mappings and a wide variety of nonuniformly hyperbolic systems. We…

Dynamical Systems · Mathematics 2007-05-23 Henk Bruin , Mark Holland , Matthew Nicol

Building on results obtained in [GVRS], we prove Local Stable and Unstable Manifold Theorems for nonlinear, singular stochastic delay differential equations. The main tools are rough paths theory and a semi-invertible Multiplicative Ergodic…

Probability · Mathematics 2020-03-09 Mazyar Ghani Varzaneh , Sebastian Riedel

This paper is concerned with the concept of linear repetitivity in the theory of tilings. We prove a general uniform subadditive ergodic theorem for linearly repetitive tilings. This theorem unifies and extends various known (sub)additive…

Dynamical Systems · Mathematics 2015-02-24 David Damanik , Daniel Lenz

We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…

Statistical Mechanics · Physics 2019-05-01 N. Leibovich , E. Barkai

A piecewise-deterministic Markov process, specified by random jumps and switching semi-flows, as well as the associated Markov chain given by its post-jump locations, are investigated in this paper. The existence of an exponentially…

Probability · Mathematics 2020-12-07 Dawid Czapla , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

We consider ergodic backward stochastic differential equations, in a setting where noise is generated by a countable state uniformly ergodic Markov chain. We show that for Lipschitz drivers such that a comparison theorem holds, these…

Probability · Mathematics 2012-07-25 Samuel N. Cohen , Ying Hu

The Oseledets Multiplicative Ergodic theorem is a basic result with numerous applications throughout dynamical systems. These notes provide an introduction to this theorem, as well as subsequent generalizations. They are based on lectures…

Dynamical Systems · Mathematics 2019-03-27 Simion Filip
‹ Prev 1 2 3 10 Next ›