Related papers: On unbounded invariant measures of stochastic dyna…
The Buridan's ass paradox is characterized by perpetual indecision between two states, which are never attained. When this problem is formulated as a dynamical system, indecision is modeled by a discrete-state Markov process determined by…
A novel data-driven method for formal verification is proposed to study complex systems operating in safety-critical domains. The proposed approach is able to formally verify discrete-time stochastic dynamical systems against temporal logic…
We continue the study of random continued fraction expansions, generated by random application of the Gauss and the R\'enyi backward continued fraction maps. We show that this random dynamical system admits a unique absolutely continuous…
This paper is concerned with robust performance criteria for linear continuous time invariant stochastic systems driven by statistically uncertain random processes. The uncertainty is understood as the deviation of imprecisely known…
One calls attention to the fact that the stochastic physical systems are not random completely. They have both random and regular components of their evolution. Dynamic system is considered to be a special case of physical system with…
A classical theorem of Hutchinson asserts that if an iterated function system acts on $\mathbb{R}^d$ by similitudes and satisfies the open set condition then it admits a unique self-similar measure with Hausdorff dimension equal to the…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
When an experimentalist measures a time series of qubits, the outcomes generate a classical stochastic process. We show that measurement induces high complexity in these processes in two specific senses: they are inherently unpredictable…
In this paper, we study invariant Poisson processes of lines (i.e, bi-infinite geodesics) in the $3$-regular tree. More precisely, there exists a unique (up to multiplicative constant) locally finite Borel measure on the space of lines that…
Some stochastic systems are particularly interesting as they exhibit critical behavior without fine-tuning of a parameter, a phenomenon called self-organized criticality. In the context of driven-dissipative steady states, one of the main…
We study continuous-time Markov chains on the non-negative integers under mild regularity conditions (in particular, the set of jump vectors is finite and both forward and backward jumps are possible). Based on the so-called flux balance…
This study investigates a stochastic version of a class of non-Newtonian fluids governed by third-grade fluid equations, which exhibit complex and highly nonlinear dynamics. In particular, we address the random dynamics and asymptotic…
The (e,n)-complexity functions describe total instability of trajectories in dynamical systems. They reflect an ability of trajectories going through a Borel set to diverge on the distance $\epsilon$ during the time interval n. Behavior of…
Change of measures has been an effective method in stochastic control and analysis; in continuous-time control this follows Girsanov's theorem applied to both fully observed and partially observed models, in decentralized stochastic control…
Let $\boldsymbol{X}=\{X_k\}_{k=0}^\infty$ be a sequence of compact metric spaces $X_{k}$ and $\boldsymbol{T}=\{T_k\}_{k=0}^\infty$ a sequence of continuous mappings $T_{k}: X_{k} \to X_{k+1}$. The pair $(\boldsymbol{X},\boldsymbol{T})$ is…
The aim of this paper is to study the dynamical behavior of non-autonomous stochastic lattice systems with Markovian switching. We first show existence of an evolution system of measures of the stochastic system. We then study the pullback…
We study the empirical measure associated to a sample of size $n$ and modified by $N$ iterations of the raking-ratio method. This empirical measure is adjusted to match the true probability of sets in a finite partition which changes each…
In the target tracking and its engineering applications, recursive state estimation of the target is of fundamental importance. This paper presents a recursive performance bound for dynamic estimation and filtering problem, in the framework…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…