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In this paper, we consider the dynamics of integrable stochastic Hamiltonian systems. Utilizing the Nagaev-Guivarc'h method, we obtain several generalized results of the central limit theorem. Making use of this technique and the Birkhoff…

Dynamical Systems · Mathematics 2024-04-04 Chen Wang , Yong Li

We prove the convergence at an exponential rate towards the invariant probability measure for a class of solutions of stochastic differential equations with finite delay. This is done, in this non-Markovian setting, using the cluster…

Probability · Mathematics 2016-07-11 Laure Pédèches

A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…

Statistics Theory · Mathematics 2021-11-30 Morgane Austern , Peter Orbanz

We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds with boundary in Hilbert spaces for stochastic partial differential equations driven by Wiener processes and Poisson random…

Probability · Mathematics 2014-06-23 Damir Filipovic , Stefan Tappe , Josef Teichmann

In this work we obtain some metric and ergodic properties of $C^{1+}$ partially hyperbolic diffeomorphisms with one-dimensional topological neutral center, mainly regarding the behavior of its center foliation. Based on a trichotomy for the…

Dynamical Systems · Mathematics 2022-10-20 Gabriel Ponce

We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…

Statistical Mechanics · Physics 2026-03-09 Talia Baravi , Eli Barkai

We present the observation that the process of stochastic model predictive control can be formulated in the framework of iterated function systems. The latter has a rich ergodic theory that can be applied to study the system's long-run…

Optimization and Control · Mathematics 2022-10-14 Vyacheslav Kungurtsev , Jakub Marecek , Robert Shorten

In [30] different statistical behavior of dynamical orbits without syndetic center are considered. In present paper we continue this project and consider different statistical behavior of dynamical orbits with nonempty syndetic center: Two…

Dynamical Systems · Mathematics 2018-03-20 Yiwei Dong , Xueting Tian

The purpose of this paper is to provide a first class of explicit sufficient conditions for the central limit theorem and related results in the setup of non-uniformly (partially) expanding non iid random transformations, considered as…

Dynamical Systems · Mathematics 2023-07-25 Yeor Hafouta

Stochastic dynamical systems consisting of non-invertible continuous maps on an interval are studied. It is proved that if they satisfy the recently introduced so-called $\mu$-injectivity and some mild assumptions, then proximality,…

Dynamical Systems · Mathematics 2025-12-11 Sander C. Hille , Katarzyna Horbacz , Hanna Oppelmayer , Tomasz Szarek

We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds for solutions of stochastic partial differential equations (SPDEs) in continuously embedded Hilbert spaces with non-smooth…

Probability · Mathematics 2025-11-21 Rajeev Bhaskaran , Stefan Tappe

Chaotic linear dynamics deals primarily with various topological ergodic properties of semigroups of continuous linear operators acting on a topological vector space. We treat questions of characterizing which of the spaces from a given…

Functional Analysis · Mathematics 2008-10-22 S. Shkarin

The dynamics of interacting quantum systems in the presence of disorder is studied and an exact representation for disorder-averaged quantities via Ito stochastic calculus is obtained. The stochastic integral representation affords many…

Quantum Physics · Physics 2018-09-13 Ivana Kurecic , Tobias J. Osborne

Although diffusion models have successfully extended to function-valued data, stochastic interpolants -- which offer a flexible way to bridge arbitrary distributions -- remain limited to finite-dimensional settings. This work bridges this…

Machine Learning · Statistics 2026-02-03 James Boran Yu , RuiKang OuYang , Julien Horwood , José Miguel Hernández-Lobato

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 prove the existence of measurable invariant manifolds for small perturbations of linear Random Dynamical Systems evolving on a Banach space and admitting a general type of dichotomy, both for continuous and discrete time. Moreover, the…

Dynamical Systems · Mathematics 2020-08-25 António J. G. Bento , Helder Vilarinho

The article presents a new perspective on the isomorphism problem for non-ergodic measure-preserving dynamical systems with discrete spectrum which is based on the connection between ergodic theory and topological dynamics constituted by…

Dynamical Systems · Mathematics 2018-01-08 Nikolai Edeko

A Riemannian stochastic representation of model uncertainties in molecular dynamics is proposed. The approach relies on a reduced-order model, the projection basis of which is randomized on a subset of the Stiefel manifold characterized by…

Computational Physics · Physics 2022-10-27 Hao Zhang , Johann Guilleminot

Consider the focusing cubic semilinear Schroedinger equation in R^3 i \partial_t \psi + \Delta \psi + | \psi |^2 \psi = 0. It admits an eight-dimensional manifold of special solutions called ground state solitons. We exhibit a…

Analysis of PDEs · Mathematics 2011-05-13 Marius Beceanu

A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…

Statistical Mechanics · Physics 2014-09-15 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane