Related papers: Law Of Large Numbers For Random Dynamical Systems
We establish an invariance principle for a one-dimensional random walk in a dynamical random environment given by a speed-change exclusion process. The jump probabilities of the walk depend on the configuration of the exclusion in a finite…
We consider random dynamical systems such as groups of conformal transformations with a probability measure, or transversaly conformal foliations with a Laplace operator along the leaves, in which case we consider the holonomy pseudo-group.…
We develop a rigorous theory of external influences on finite discrete dynamical systems, going beyond the perturbation paradigm, in that the external influence need not be a small contribution. Indeed, the covariance condition can be…
In this paper, we first study convergence rates in the law of large numbers for independent and identically distributed random variables. We obtain a strong $L^p$-convergence version and a strongly almost sure convergence version of the law…
Possible reasons for the uniqueness of the positive geometric law in the context of stability of random extremes are explored here culminating in a conjecture characterizing the geometric law. Our reasoning comes closer in justifying the…
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…
We give a criterion to determine the large deviation rate functions for abstract dynamical systems on towers. As an application of this criterion we show the level 2 large deviation principle for some class of smooth interval maps with…
The weak and strong laws of large numbers for time-inhomogeneous Markov chains are studied under general conditions. First, under Drift Condition and Contraction Condition in total variation, we prove the weak law of large numbers. Then,…
Persistence and permanence are properties of dynamical systems that describe the long-term behavior of the solutions, and in particular specify whether positive solutions approach the boundary of the positive orthant. Mass-action systems…
In classical probability theory, the convergence of empirical frequencies to theoretical probabilities: as captured by the Law of Large Numbers (LLN): is treated as axiomatic and emergent from statistical assumptions such as independence…
We present an inverse method to construct large classes of chaotic invariant sets together with their exact statistics. The associated dynamical systems are characterized by a probability distribution and a two-form. While our emphasis is…
Motivated by networked systems, stochastic control, optimization, and a wide variety of applications, this work is devoted to systems of switching jump diffusions. Treating such nonlinear systems, we focus on stability issues. First…
The problem of error growth due to the incomplete knowledge of the evolution law which rules the dynamics of a given physical system is addressed. Major interest is devoted to the analysis of error amplification in systems with many…
In this paper, we study rotation numbers of random dynamical systems on the circle. We prove the existence of rotation numbers and the continuous dependence of rotation numbers on the systems. As an application, we prove a theorem on…
We consider the averaging principle for deterministic or stochastic systems with a fast stochastic component (family of continuous-time Markov chains depending on the state of the system as a parameter). We show that, due to bifurcations in…
This paper is a sequel to the series of papers [gr-qc/9409010, gr-qc/9505034, gr-qc/9603022, gr-qc/9609035, gr-qc/9609046, gr-qc/9704033, gr-qc/9704038, gr-qc/9708014, gr-qc/9802016]. The problem of the meaning of objective a priori…
The law of proportionate growth simply states that the time dependent change of a quantity $x$ is proportional to $x$. Its applicability to a wide range of dynamic phenomena is based on various assumptions for the proportionality factor,…
Consider a system of independent random walks in the discrete torus with creation-annihilation of particles and possible explosion of the total number of particles in finite time. Rescaling space and rates for…
Random dynamical systems (RDS) evolve by a dynamical rule chosen independently with a certain probability, from a given set of deterministic rules. These dynamical systems in an interval reach a steady state with a unique well-defined…
Condition numbers of random polynomial systems have been widely studied in the literature under certain coefficient ensembles of invariant type. In this note we introduce a method that allows us to study these numbers for a broad family of…