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We develop a time-non-local (TNL) formalism based on variational calculus, which allows for the analysis of TNL Lagrangians. We derive the generalized Euler-Lagrange equations starting from the Hamilton's principle and, by defining a…

Mathematical Physics · Physics 2015-06-03 Luca Ferialdi , Angelo Bassi

Determining functionals are tools to describe the finite dimensional long-term dynamics of infinite dimensional dynamical systems. There also exist several applications to infinite dimensional {\em random} dynamical systems. In these…

Chaotic Dynamics · Physics 2007-05-23 Igor Chueshov , Jinqiao Duan , Bjorn Schmalfuss

Starting from a representation of the early time evolution of a dynamical system in terms of the polynomial expression of some observable f (t) as a function of the time variable in some interval 0 < t < T, we investigate how to…

Statistical Mechanics · Physics 2009-11-07 Simon Gluzman , Didier Sornette

In this paper, we develop necessary and sufficient conditions for the validity of a martingale approximation for the partial sums of a stationary process in terms of the maximum of consecutive errors. Such an approximation is useful for…

Probability · Mathematics 2011-02-11 Mikhail Gordin , Magda Peligrad

Characteristic functions are shown to be useful for highly sensitive measurements. Redistributions of motional Fock states of a trapped atom can be directly monitored via the most fragile nonclassical part of the characteristic function.…

Quantum Physics · Physics 2009-11-13 Th. Richter , W. Vogel

From physical perspective, derivatives can be viewed as mathematical idealizations of the linear growth. The linear growth condition has special properties, which make it preferred. The manuscript investigates the general properties of the…

Classical Analysis and ODEs · Mathematics 2020-09-24 Dimiter Prodanov

When the limiting compensator of a sequence of martingales is continuous, we obtain a weak convergence theorem for the martingales; the limiting process can be written as a Brownian motion evaluated at the compensator and we find sufficient…

Probability · Mathematics 2024-01-22 Bruno Rémillard , Jean Vaillancourt

In this paper we study time-inhomogeneous affine processes beyond the common assumption of stochastic continuity. In this setting times of jumps can be both inaccessible and predictable. To this end we develop a general theory of finite…

Probability · Mathematics 2018-12-21 Martin Keller-Ressel , Thorsten Schmidt , Robert Wardenga

A general formalism is developed for constructing modified Hamiltonian dynamical systems which preserve a canonical equilibrium distribution by adding a time evolution equation for a single additional thermostat variable. When such systems…

Statistical Mechanics · Physics 2015-12-09 John D. Ramshaw

Motivated by recent results concerning the asymptotic behaviour of differential operators with highly contrasting coefficients, which have involved effective descriptions involving generalised resolvents, we construct the functional model…

Spectral Theory · Mathematics 2024-11-06 Kirill D. Cherednichenko , Yulia Yu. Ershova , Sergey N. Naboko

In a previous paper [1] it was discussed the viability of functional analysis using as a basis a couple of generic functions, and hence vectorial decomposition. Here we complete the paradigm exploiting one of the analysis methodologies…

Numerical Analysis · Computer Science 2013-11-26 Sossio Vergara

We introduce a broad class of fractal jet observables that recursively probe the collective properties of hadrons produced in jet fragmentation. To describe these collinear-unsafe observables, we generalize the formalism of fragmentation…

High Energy Physics - Phenomenology · Physics 2017-08-02 Benjamin T. Elder , Massimiliano Procura , Jesse Thaler , Wouter J. Waalewijn , Kevin Zhou

We construct $P(phi)_1$-processes indexed by the full time-line, separately derived from the functional integral representations of the relativistic and non-relativistic Nelson models in quantum field theory. These two cases differ…

Mathematical Physics · Physics 2020-11-25 Soumaya Gheryan , Fumio Hiroshima , Jozsef Lorinczi , Achref Majid , Habib Ouerdiane

We study generalised Taylor morphisms, functors which construct differential ring homomorphisms from ring homomorphisms in a uniform way, analogous to the Taylor expansion for smooth functions. We generalise the construction of the twisted…

Commutative Algebra · Mathematics 2026-04-29 Gabriel Ng

Gel'fand triples of test and generalized functionals in Gaussian spaces are constructed and characterized.

Functional Analysis · Mathematics 2007-05-23 Yu. G. Kondratiev , P. Leukert , J. Potthoff , L. Streit , W. Westerkamp

This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…

Probability · Mathematics 2020-08-20 Solesne Bourguin , Siragan Gailus , Konstantinos Spiliopoulos

We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…

Statistical Mechanics · Physics 2025-12-24 Yogeesh Reddy Yerrababu , Satya N. Majumdar , Benjamin Guiselin , Tridib Sadhu

Using kicked differential equations of motion with derivatives of noninteger orders, we obtain generalizations of the dissipative standard map. The main property of these generalized maps, which are called fractional maps, is long-term…

Chaotic Dynamics · Physics 2014-03-03 Vasily E. Tarasov , Mark Edelman

Determining functionals are tools to describe the finite dimensional long-term dynamics of infinite dimensional dynamical systems. There also exist several applications to infinite dimensional {\em random} dynamical systems. In these…

Dynamical Systems · Mathematics 2016-08-16 Igor Chueshov , Jinqiao Duan , Björn Schmalfuß

In this paper we study the convergence to fractional Brownian motion for long memory time series having independent innovations with infinite second moment. For the sake of applications we derive the self-normalized version of this theorem.…

Methodology · Statistics 2016-11-25 Magda Peligrad , Hailin Sang