Related papers: On dynamical systems perturbed by a null-recurrent…
In this paper we consider the rate of convergence of solutions of a scalar ordinary differential equation which is a perturbed version of an autonomous equation with a globally stable equilibrium. Under weak assumptions on the nonlinear…
We consider a symmetric random walk on the $\nu$-dimensional lattice, whose exit probability from the origin is modified by an antisymmetric perturbation and prove the local central limit theorem for this process. A short-range correction…
We study nonautonomous discrete dynamical systems with randomly perturbed trajectories. We suppose that such a system is generated by a sequence of continuous maps which converges uniformly to a map $f$. We give conditions, under which a…
A general approach to a broad class of asymptotic problems related to long-time influence of small perturbations, of both deterministic and stochastic type, is presented in the paper. The main characteristic of this influence is a limiting…
This paper derives a diffusion approximation for a sequence of discrete-time one-sided limit order book models with non-linear state dependent order arrival and cancellation dynamics. The discrete time sequences are specified in terms of an…
Current fluctuations in boundary-driven diffusive systems are, in many cases, studied using hydrodynamic theories. Their predictions are then expected to be valid for currents which scale inversely with the system size. To study this…
We investigate superdiffusion for stochastic processes generated by nonuniformly hyperbolic system models, in terms of the convergence of rescaled distributions to the normal distribution following the abnormal central limit theorem, which…
We obtain a exponential large deviation upper bound for continuous observables on suspension semiflows over a non-uniformly expanding base transformation with non-flat singularities or criticalities, where the roof function defining the…
We study how the Einstein relation between spontaneous fluctuations and the response to an external perturbation holds in the absence of currents, for the comb model and the elastic single-file, which are examples of systems with…
We study the Einstein relation between diffusion and response to an external field in systems showing superdiffusion. In particular, we investigate a continuous time Levy walk where the velocity remains constant for a time \tau, with…
We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…
We study the zero-noise limit for autonomous, one-dimensional ordinary differential equations with discontinuous right-hand sides. Although the deterministic equation might have infinitely many solutions, we show, under rather general…
Stability of linear systems with uncertain bounded time-varying delays is studied under assumption that the nominal delay values are not equal to zero. An input-output approach to stability of such systems is known to be based on the bound…
We study the almost sure behavior of solutions of stochastic differential equations (SDEs) as time goes to zero. Our main general result establishes a functional law of the iterated logarithm (LIL) that applies in the setting of SDEs with…
A discrete quantum process is represented by a sequence of quantum operations, which are completely positive maps that are not necessarily trace preserving. We consider quantum processes that are obtained by repeated iterations of a quantum…
We investigate the dynamics of several slender rigid bodies moving in a flow driven by the three-dimensional steady Stokes system in presence of a smooth background flow. More precisely we consider the limit where the thickness of these…
We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…
We consider a finite region of a d-dimensional lattice of nonlinear Hamiltonian rotators, where neighbouring rotators have opposite spins and are coupled by a small potential of order $\varepsilon^a,\, a\geq1/2$. We weakly stochastically…
This paper deals with the realisation of affine constraints on nonreversible stochastic differential equations (SDE) by strong confining forces. We prove that the confined dynamics converges pathwise and on bounded time intervals to the…
We prove a Central Limit Theorem for the empirical measure in the one-dimensional Totally Asymmetric Zero-Range Process in the hyperbolic scaling $N$, starting from the equilibrium measure $\nu_{\rho}$. We also show that when taking the…