Related papers: Long-run growth rate in a random multiplicative mo…
We study the stability of $\mathcal{M}_0$, an invariant subset of a Markov process $(X_t)_{t\geq 0}$ on a metric space $\mathcal{M}$. By building the theory of average Lyapunov functions, we formulate general criteria based on the signs of…
This paper analyzes the robust long-term growth rate of expected utility and expected return from holding a leveraged exchange-traded fund (LETF). When the Markovian model parameters in the reference asset are uncertain, the robust…
The parabolic Anderson model is defined as the partial differential equation \partial u(x,t)/\partial t = \kappa\Delta u(x,t) + \xi(x,t)u(x,t), x\in\Z^d, t\geq 0, where \kappa \in [0,\infty) is the diffusion constant, \Delta is the discrete…
We studied the asymptotic behavior of solutions with quadratic growth condition of a class of Lagrangian mean curvature equations $F_{\tau}(\lambda(D^2u))=f(x)$ in exterior domain, where $f$ satisfies a given asymptotic behavior at…
We investigate statistics of lead changes of the maxima of two discrete-time random walks in one dimension. We show that the average number of lead changes grows as $\pi^{-1}\ln(t)$ in the long-time limit. We present theoretical and…
We consider a branching particle system where each particle moves as an independent Brownian motion and breeds at a rate proportional to its distance from the origin raised to the power $p$, for $p\in[0,2)$. The asymptotic behaviour of the…
We analyze the two-point motions of iterated function systems on the unit interval generated by expanding and contracting affine maps, where the expansion and contraction rates are determined by a pair $(M,N)$ of integers. This dynamics…
In this paper, a Hamiltonian mean field model with long-range four-body interactions is proposed. The model describes a long-range mean-field system in which N unit-mass particles move on a unit circle. Each particle theta_i interacts with…
For a fast particle moving within a two-dimensional array of soft scatterers - centers of weak and short-range potential - the dependence of the Lyapunov exponent on the system parameters is studied. The use of the linearized equations for…
A family of exponential martingales of a stochastic Laplacian growth problem is proposed. Stochastic Laplacian growth describes a regularized interface dynamics in a two-fluid system, where the viscous fluid is incompressible at a large…
Given a positive energy solution of the Klein-Gordon equation, the motion of the free, spinless, relativistic particle is described in a fixed Lorentz frame by a Markov diffusion process with non-constant diffusion coefficient. Proper time…
Quantum chaos in many-body systems may be characterized by the Lyapunov exponent defined as the exponential growth rate of out-of-time-order correlators (OTOC). So far Lyaponov exponents around various quantum critical points (QCP) remain…
We present a novel approach to quantifying and optimizing stability in robotic systems based on the Lyapunov exponents addressing an open challenge in the field of robot analysis, design, and optimization. Our method leverages…
To study the manifestation of the Aharonov-Bohm effect in many-body systems we consider the statistical mechanics of the Gross-Neveu model on a ring (1+1 dimensions) and on a cylinder (2+1 dimensions) with a thin solenoid coinciding with…
In this paper, we discuss general criteria of limsup law of iterated logarithm (LIL) for continuous-time Markov processes. We consider minimal assumptions for LILs to hold at zero(at infinity, respectively) in general metric measure spaces.…
Suppose that A_1,\dots, A_N are independent random matrices whose atoms are iid copies of a random variable \xi of mean zero and variance one. It is known from the works of Newman et. al. in the late 80s that when \xi is gaussian then…
We study the dynamics of an exactly solvable lattice model for inhomogeneous interface growth. The interface grows deterministically with constant velocity except along a defect line where the growth process is random. We obtain exact…
A lattice version of the driven inelastic Maxwell gas is studied in one dimension with periodic boundary conditions. Each site $i$ of the lattice is assigned with a scalar `velocity', $v_i$. Nearest neighbors on the lattice interact, with a…
We study two kinds of random Fibonacci sequences defined by $F_1=F_2=1$ and for $n\ge 1$, $F_{n+2} = F_{n+1} \pm F_{n}$ (linear case) or $F_{n+2} = |F_{n+1} \pm F_{n}|$ (non-linear case), where each sign is independent and either + with…
The present paper is devoted to the study of the long term dynamics of diffusion processes modelling a single species that experiences both demographic and environmental stochasticity. In our setting, the long term dynamics of the diffusion…