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We analyze ecological systems that are influenced by random environmental fluctuations. We first provide general conditions which ensure that the species coexist and the system converges to a unique invariant probability measure (stationary…

Populations and Evolution · Quantitative Biology 2021-05-19 Alexandru Hening , Yao Li

The paper studies the problem of filtering a discrete-time linear system observed by a network of sensors. The sensors share a common communication medium to the estimator and transmission is bit and power budgeted. Under the assumption of…

Information Theory · Computer Science 2009-10-07 S. Kar , B. Sinopoli , J. M. F. Moura

This paper aims to develop the stability theory for singular stochastic Markov jump systems with state-dependent noise, including both continuous- and discrete-time cases. The sufficient conditions for the existence and uniqueness of a…

Optimization and Control · Mathematics 2015-09-04 Yong Zhao , Weihai Zhang

For random piecewise linear systems T of the interval that are expanding on average we construct explicitly the density functions of absolutely continuous T-invariant measures. In case the random system uses only expanding maps our…

Dynamical Systems · Mathematics 2023-06-22 Charlene Kalle , Marta Maggioni

A basic systems question concerns the concept of closure, meaning autonomomy (closed) in the sense of describing the (sub)system as fully consistent within itself. Alternatively, the system may be nonautonomous (open) meaning it receives…

Data Analysis, Statistics and Probability · Physics 2018-08-15 Erik M. Bollt

For a class of non-uniformly hyperbolic interval maps, we study rates of escape with respect to conformal measures associated with a family of geometric potentials. We establish the existence of physically relevant conditionally invariant…

Dynamical Systems · Mathematics 2016-04-13 Mark Demers , Mike Todd

We study independent and identically distributed random iterations of continuous maps defined on a connected closed subset $S$ of the Euclidean space $\mathbb{R}^{k}$. We assume the maps are monotone (with respect to a suitable partial…

Dynamical Systems · Mathematics 2020-05-28 Edgar Matias , Eduardo Silva

We discuss an application of the transfer operator approach to the analysis of the different spectral characteristics of 1d random band matrices (correlation functions of characteristic polynomials, density of states, spectral correlation…

Mathematical Physics · Physics 2019-05-22 Mariya Shcherbina , Tatyana Shcherbina

"Quantum mechanics must be regarded as open systems. On one hand, this is due to the fact that, like in classical physics, any realistic system is subjected to a coupling to an uncontrollable environment which influences it in a…

Quantum Physics · Physics 2007-05-23 S. Nicolosi

We consider the typical behaviour of random dynamical systems of order-preserving interval homeomorphisms with a positive Lyapunov exponent condition at the endpoints. Our study removes any requirement for continuous differentiability save…

Dynamical Systems · Mathematics 2021-08-19 Jaroslav Bradík , Samuel Roth

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

It is well established that the physical phenomenon of intermittency can be investigated via the spectral analysis of a transfer operator associated with the dynamics of an interval map with indifferent fixed point. We present here for the…

Chaotic Dynamics · Physics 2007-05-23 Thomas Prellberg

The existence of stationary Markov perfect equilibria in stochastic games is shown under a general condition called "(decomposable) coarser transition kernels". This result covers various earlier existence results on correlated equilibria,…

Optimization and Control · Mathematics 2017-01-24 Wei He , Yeneng Sun

We consider non-i.i.d. random holomorphic dynamical systems whose choice of maps depends on Markovian rules. We show that generically, such a system is mean stable or chaotic with full Julia set. If a system is mean stable, then the…

Dynamical Systems · Mathematics 2022-04-25 Hiroki Sumi , Takayuki Watanabe

A time-dependent finite-state Markov chain that uses doubly stochastic transition matrices, is considered. Entropic quantities that describe the randomness of the probability vectors, and also the randomness of the discrete paths, are…

Quantum Physics · Physics 2022-03-18 A. Vourdas

Analogous to Kolmogorov's theorem for the existence of stochastic processes describing random functions, we consider theorems for the existence of stochastic processes describing random measures, as limits of inverse measure systems.…

Probability · Mathematics 2025-05-16 B. J. K. Kleijn

We study a stochastic spatial epidemic model where the $N$ individuals carry two features: a position and an infection state, interact and move in $\R^d$. In this Markovian model, the evolution of the infection states are described with the…

Probability · Mathematics 2021-11-05 Yen V. Vuong , Maxime Hauray , Etienne Pardoux

A novel framework for the analysis of observation statistics on time discrete linear evolutions in Banach space is presented. The model differs from traditional models for stochastic processes and, in particular, clearly distinguishes…

Statistics Theory · Mathematics 2017-01-24 Ulrich Faigle , Gerhard Gierz

We investigate random complex dynamics of rational or polynomial maps on the Riemann sphere. We show that regarding random complex dynamics of polynomials, generically, the chaos of the averaged system disappears at any point in the Riemann…

Dynamical Systems · Mathematics 2013-07-15 Hiroki Sumi

The structure of the spectrum of random operators is studied. It is shown that if the density of states measure of some subsets of the spectrum is zero, then these subsets are empty. In particular follows that absolute continuity of the IDS…

Spectral Theory · Mathematics 2015-06-15 Rafael del Rio