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In this paper, we study the multifractal formalism of Lyapunov exponents for typical cocycles. We establish a variational relation between the Legendre transform of topological pressure of the generalized singular value function and…

Dynamical Systems · Mathematics 2023-01-05 Reza Mohammadpour

We prove the positivity of the top Lyapunov exponent of the twisted (spectral) cocycle, associated with IETs, with respect to a family of natural invariant measures. The proof relies on relating the top exponent to limits of exponents along…

Dynamical Systems · Mathematics 2023-09-12 Hesam Rajabzadeh , Pedram Safaee

The recent years have witnessed a growing interest for covariant Lyapunov vectors (CLVs) which span local intrinsic directions in the phase space of chaotic systems. Here we review the basic results of ergodic theory, with a specific…

Chaotic Dynamics · Physics 2015-06-12 Francesco Ginelli , Hugues Chate' , Roberto Livi , Antonio Politi

We study ergodic optimization and multifractal behavior of Lyapunov exponents for matrix cocycles. We show the continuity of the entropy spectrum at the boundary of Lyapunov spectrum in the sense that $h_{top}(E(\alpha_{t}))\ \rightarrow…

Dynamical Systems · Mathematics 2022-12-20 Reza Mohammadpour

This paper establishes a Freidlin-Wentzell large deviation principle for stochastic differential equations(SDEs) under locally weak monotonicity conditions and Lyapunov conditions. We illustrate the main result of the paper by showing that…

Probability · Mathematics 2021-10-14 Jian Wang , Hao Yang , Jianliang Zhai , Tusheng Zhang

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

Probability · Mathematics 2019-05-02 Adrian N. Bishop , Pierre Del Moral

This works investigates the Lyapunov-Oseledets spectrum of transfer operator cocycles associated to one-dimensional random paired tent maps depending on a parameter $\epsilon$, quantifying the strength of the \emph{leakage} between two…

Dynamical Systems · Mathematics 2021-01-19 Cecilia González-Tokman , Anthony Quas

We continue the investigation of the spectral theory and exponential asymptotics of Markov processes, following Kontoyiannis and Meyn (2003). We introduce a new family of nonlinear Lyapunov drift criteria, characterizing distinct subclasses…

Probability · Mathematics 2007-05-23 Ioannis Kontoyiannis , S. P. Meyn

In this paper, we study periodic linear systems on periodic time scales which include not only discrete and continuous dynamical systems but also systems with a mixture of discrete and continuous parts (e.g. hybrid dynamical systems). We…

Dynamical Systems · Mathematics 2009-01-27 Jeffrey J. DaCunha , John M. Davis

We prove that if the frequency of the quasi-periodic $\mathrm{SL}(2,\R)$ cocycle is Diophantine, then the following properties are dense in the subcritical regime: for any $\frac{1}{2}<\kappa<1$, the Lyapunov exponent is exactly…

Dynamical Systems · Mathematics 2020-12-22 Nikolaos Karaliolios , Xu Xu , Qi Zhou

We consider linear cocycles over non-uniformly hyperbolic dynamical systems. The base system is a diffeomorphism $f$ of a compact manifold $X$ preserving a hyperbolic ergodic probability measure $\mu$. The cocycle $A$ over $f$ is Holder…

Dynamical Systems · Mathematics 2017-07-20 Boris Kalinin , Victoria Sadovskaya

In this paper, we consider a general partially observed diffusion model with periodic coefficients and with non-degenerate diffusion component. The coefficients of such a model depend on an unknown (static and deterministic) parameter which…

Statistics Theory · Mathematics 2025-06-27 Ibrahim Ekren , Sergey Nadtochiy

In this paper, we provide a criterion on uniform large deviation principles (ULDP) for stochastic differential equations under locally weak monotone conditions and Lyapunov conditions, which can be applied to stochastic systems with…

Probability · Mathematics 2024-09-05 Jian Wang , Hao Yang

For a large class of transitive non-hyperbolic systems, we construct nonhyperbolic ergodic measures with entropy arbitrarily close to its maximal possible value. The systems we consider are partially hyperbolic with one-dimension central…

Dynamical Systems · Mathematics 2022-07-13 Lorenzo J. Díaz , Katrin Gelfert , Michał Rams

We study the linear cohomological equation in the smooth category over quasi-periodic cocycles in $\mathbb{T} ^{d} \times SU(2)$. We prove that, under a full measure condition on the rotation in $\mathbb{T} ^{d}$, for a generic cocycle in…

Dynamical Systems · Mathematics 2019-07-26 Nikolaos Karaliolios

This paper is concerned with the study of linear cocycles over uniformly ergodic Markov shifts on a compact space of symbols. We establish the joint H\"older continuity of the maximal Lyapunov exponent as a function of the cocycle and the…

Dynamical Systems · Mathematics 2022-12-02 Ao Cai , Marcelo Durães , Silvius Klein , Aline Melo

Nonlinear evolution of a continuous spectrum of unstable waves near the first bifurcation point in circular Couette flow has been investigated. The disturbance is represented by a Fourier integral over all possible axial wavenumbers, and an…

Mathematical Physics · Physics 2007-05-23 L. S. Yao , S. Ghosh Moulic

We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…

Probability · Mathematics 2020-09-23 Grégoire Ferré , Gabriel Stoltz

The climate system is a complex, chaotic system with many degrees of freedom and variability on a vast range of temporal and spatial scales. Attaining a deeper level of understanding of its dynamical processes is a scientific challenge of…

Statistical Mechanics · Physics 2021-06-28 Vera Melinda Galfi , Valerio Lucarini , Francesco Ragone , Jeroen Wouters

We prove quenched versions of (i) a large deviations principle (LDP), (ii) a central limit theorem (CLT), and (iii) a local central limit theorem (LCLT) for non-autonomous dynamical systems. A key advance is the extension of the spectral…

Dynamical Systems · Mathematics 2018-02-14 Davor Dragicevic , Gary Froyland , Cecilia Gonzalez-Tokman , Sandro Vaienti