Related papers: Discrete Time Harness Processes
We study a class of dynamical systems generated by random substitutions, which contains both intrinsically ergodic systems and instances with several measures of maximal entropy. In this class, we show that the measures of maximal entropy…
We show the existence of Lebesgue-equivalent conservative and ergodic $\sigma$-finite invariant measures for a wide class of one-dimensional random maps consisting of piecewise convex maps. We also estimate the size of invariant measures…
We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…
We study a spatial diffusion process generated by velocity fluctuations of intermittent nature. We note that intermittence reduces the entropy production rate while enhancing the diffusion strength. We study a case of space-dependent…
We consider two-dimensional determinantal processes which are rotation-invariant and study the fluctuations of the number of points in disks. Based on the theory of mod-phi convergence, we obtain Berry-Esseen as well as precise moderate to…
This paper proves the uniqueness of measure for the two-dimensional Navier-Stokes equations under a random kick-force and a time-dependent deterministic force. By extending a result for uniqueness of measure for time-homogeneous Markov…
Real world-datasets characterized by discrete features are ubiquitous: from categorical surveys to clinical questionnaires, from unweighted networks to DNA sequences. Nevertheless, the most common unsupervised dimensional reduction methods…
We study central limit theorems for a totally asymmetric, one-dimensional interacting random system. The models we work with are the Aldous-Diaconis-Hammersley process and the related stick model. The A-D-H process represents a particle…
We investigate the dimensional dependence of dynamical fluctuations related to dynamic heterogeneity in supercooled liquid systems using kinetically constrained models. The $d$-dimensional spin-facilitated East model with embedded probe…
We construct explicit jointly invariant measures for the periodic KPZ equation (and therefore also the stochastic Burgers' and stochastic heat equations) for general slope parameters and prove their uniqueness via a one force--one solution…
Multidimensional hypoelliptic diffusions arise naturally in different fields, for example to model neuronal activity. Estimation in those models is complex because of the degenerate structure of the diffusion coefficient. In this paper we…
We show some results about the Hausdorff dimension of particular minimal but not uniquely ergodic interval exchange transformations. There is an appendix which shows that typical points for two different ergodic measures of an interval…
In this article, we pay attention to transitive dynamical systems having the shadowing property and the entropy functions are upper semicontinuous. As for these dynamical systems, when we consider ergodic optimization restricted on the…
It is well known that ergodic invariant measures for order preserving two-sided time random dynamical systems(RDS) on the real line $\mathbb R$ are Dirac. In the present note this is shown to hold also for one-sided time RDS.
In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes.…
The most general form of a marginal extended perturbation in a two-dimensional system is deduced from scaling considerations. It includes as particular cases extended perturbations decaying either from a surface, a line or a point for which…
Infinite determinantal measures introduced in this note are inductive limits of determinantal measures on an exhausting family of subsets of the phase space. Alternatively, an infinite determinantal measure can be described as a product of…
Due to its clustering and self-exciting properties, the Hawkes process has been used extensively in numerous fields ranging from sismology to finance. Since data is often aquired on regular time intervals, we propose a piece-wise constant…
We study a Markov process with two components: the first component evolves according to one of finitely many underlying Markovian dynamics, with a choice of dynamics that changes at the jump times of the second component. The second…
We introduce the ergodic condition which assures the existence of an invariant measure for Feller processes defined on an arbitrary complete and separable metric space.