Related papers: Invariant measure selection by noise: An Example
This paper deals with uncertain dynamical systems in which predictions about the future state of a system are assessed by so called pseudomeasures. Two special cases are stochastic dynamical systems, where the pseudomeasure is the…
Prescribed-time algorithms based on time-varying gains may have remarkable properties, such as regulation in a user-prescribed finite time that is the same for every nonzero initial condition and that holds even under matched disturbances.…
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…
We provide an overview on how to use the measurable selection techniques to derive the dynamic programming principle for a general stochastic optimal control/stopping problem. By considering its martingale problem formulation on the…
We construct measure which determines a two-variable mean in a very natural way. Using that measure we can extend the mean to infinite sets as well. E.g. we can calculate the geometric mean of any set with positive Lebesgue measure. We also…
This paper concerns about the large time behavior of acoustic wave motion driven by a random force acting through the boundary. We begin with an abstract result showing the interconnection between the regularity of Markov semigroup…
In recent years, a range of measures of partial stochastic dominance have been introduced. These measures attempt to determine the extent to which one distribution is dominated by another. We assess these measures from intuitive, axiomatic,…
Notions of invariance pressure for control systems are introduced based on weights for the control values. The equivalence is shown between inner invariance pressure based on spanning sets of controls and on invariant open covers,…
A classic approach in dynamical systems is to use particular geometric structures to deduce statistical properties, for example the existence of invariant measures with stochastic-like behaviour such as large deviations or decay of…
We present a simple analysis of the force noise associated with the mechanical damping of the motion of a test body surrounded by a large volume of rarefied gas. The calculation is performed considering the momentum imparted by inelastic…
This paper focuses on the invariance control problem for discrete-time switched nonlinear systems. The proposed approach computes controlled invariant sets in a finite number of iterations and directly yields a partition-based invariance…
One of the broadest concepts of measurement in quantum theory is the generalized measurement. Another paradigm of measurement--arising naturally in quantum optics, among other fields--is that of continuous-time measurements, which can be…
An extension and generalization of a recently presented approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For a stochastic process in N dimensions which is superimposed…
This letter reports on a new method of analysing experimentally gained time series with respect to different types of noise involved, namely, we show that it is possible to differentiate between dynamical and measurement noise. This method…
It is often claimed that the fundamental laws of physics are deterministic and time-symmetric and that therefore our experience of the passage of time is an illusion. This paper will critically discuss these claims and show that they are…
In this note, we shall consider the existence of invariant measures for a class of infinite dimensional stochastic functional differential equations with delay whose driving semigroup is eventually norm continuous. The results obtained are…
The aim of this paper is to show how extracting dynamical behavior and ergodic properties from deterministic chaos with the assistance of exact invariant measures. On the one hand, we provide an approach to deal with the inverse problem of…
In this paper, we establish large deviation principle for the strong solution of a doubly nonlinear PDE driven by small multiplicative Brownian noise. Motononicity arguments and the weak convergence approach have been exploited in the…
We consider a general d-dimensional quantum system of non-interacting particles, with suitable statistics, in a very large (formally infinite) container. We prove that, in equilibrium, the fluctuations in the density of particles in a…
We show if a metric measure space admits a differentiable structure then porous sets have measure zero and hence the measure is pointwise doubling. We then give a construction to show if we only require an approximate differentiable…