Related papers: The L\'evy Map: A two-dimensional nonlinear map ch…
We find that in "two-photon"-like processes in the scalar $\varphi^3_E$ model and also in hadron-pair production arising from the collisions of a real (transversely polarized) and a highly virtual, longitudinally polarized, photon in QCD,…
We consider a particle performing a stochastic motion on a one-dimensional lattice with jump widths distributed according to a power-law with exponent $\mu + 1$. Assuming that the walker moves in the presence of a distribution $a(x)$ of…
A L\'evy random medium, in a given space, is a random point process where the distances between points, a.k.a. targets, are long-tailed. Random walks visiting the targets of a L\'evy random medium have been used to model many (physical,…
We give hierarchy of one-parameter family F(a,x) of maps of the interval [0,1] with an invariant measure. Using the measure, we calculate Kolmogorov-Sinai entropy, or equivalently Lyapunov characteristic exponent, of these maps…
In this paper, we use Lyapunov exponents to analyze how the dynamical properties of the H\'enon map change as a function of the coefficients of a linear filter inserted in its feedback loop. We show that the generated orbits can be chaotic…
Using the method of symbolic dynamics, we show that a large class of classical chaotic maps exhibit exponential hypersensitivity to perturbation, i.e., a rapid increase with time of the information needed to describe the perturbed time…
This article shows a strong averaging principle for diffusions driven by discontinuous heavy-tailed L\'evy noise, which are invariant on the compact horizontal leaves of a foliated manifold subject to small transversal random perturbations.…
Random-matrix theory is used to show that the proximity to a superconductor opens a gap in the excitation spectrum of an electron gas confined to a billiard with a chaotic classical dynamics. In contrast, a gapless spectrum is obtained for…
We analyze two-dimensional (2D) random systems driven by a symmetric L\'{e}vy stable noise which, under the sole influence of external (force) potentials $\Phi (x) $, asymptotically set down at Boltzmann-type thermal equilibria. Such…
Levy flights and subdiffusive processes and their properties are discussed. We derive the space- and time-fractional transport equations, and consider their solutions in external potentials. An extensive list of references is included.
Given a $C^1$ planes distribution $P_T$ on all ${\mathbb R}^m$ we consider {\em horizontal $\alpha$-harmonic maps}, $\alpha\ge 1/2$, with respect to such a distribution. These are maps $u\in H^{\alpha}({{\mathbb R}}^k,{{\mathbb R}}^m)$…
A Path-Complete Lyapunov Function is an algebraic criterion composed of a finite number of functions, called its pieces, and a directed, labeled graph defining Lyapunov inequalities between these pieces. It provides a stability certificate…
The classical notion of L\'evy process is generalized to one that takes as its values probabilities on a first order model equipped with a commutative semigroup. This is achieved by applying a convolution product on definable probabilities…
We define a new family of multivariate stochastic processes over a finite time horizon that we call Generalised Liouville Processes (GLPs). GLPs are Markov processes constructed by splitting L\'evy random bridges into non-overlapping…
Bilinear systems emerge in a wide variety of fields as natural models for dynamical systems ranging from robotics to quantum dots. Analyzing controllability of such systems is of fundamental and practical importance, for example, for the…
In many applications involving binary variables, only pairwise dependence measures, such as correlations, are available. However, for multi-way tables involving more than two variables, these quantities do not uniquely determine the joint…
The first goal of this note is to prove the strong well-posedness of McKean-Vlasov SDEs driven by L{\'e}vy processes on $\mathbb{R}^d$ having a finite moment of order $\beta \in [1,2]$ and under standard Lipschitz assumptions on the…
The collection of all non-degenerate, continuous, two-piece, piecewise-linear maps on $\mathbb{R}^2$ can be reduced to a four-parameter family known as the two-dimensional border-collision normal form. We prove that throughout an open…
The objective in stochastic filtering is to reconstruct information about an unobserved (random) process, called the signal process, given the current available observations of a certain noisy transformation of that process. Usually X and Y…
In this article, we first review the connection between L\'evy processes and infinitely divisible random variables, and the classification of infinitely divisible distributions. Using this connection and the L\'evy-Khinchine representation…