English
Related papers

Related papers: Entry time statistics to different shrinking sets

200 papers

In this paper we study the quenched distributions of hitting times for a class of random dynamical systems. We prove that hitting times to dynamically defined cylinders converge to a Poisson point process under the law of random equivariant…

Dynamical Systems · Mathematics 2020-11-30 Harry Crimmins , Benoît Saussol

We consider a dynamical system to have memory if it remembers the current state as well as the state before that. The dynamics is defined as follows: $x_{n+1}=T_{\alpha}(x_{n-1},x_{n})=\tau (\alpha \cdot x_{n}+(1-\alpha)\cdot x_{n-1}),$…

Dynamical Systems · Mathematics 2016-04-26 Paweł Góra , Abraham Boyarsky , Zhenyang Li , Harald Proppe

This paper deals with empirical processes of the type \[C_n(B)=\sqrt{n}\{\mu_n(B)-P(X_{n+1}\in B\mid X_1,...,X_n)\},\] where $(X_n)$ is a sequence of random variables and $\mu_n=(1/n)\sum_{i=1}^n\delta_{X_i}$ the empirical measure.…

Statistics Theory · Mathematics 2010-01-14 Patrizia Berti , Irene Crimaldi , Luca Pratelli , Pietro Rigo

The paper studies thin times which are random times whose graph is contained in a countable union of the graphs of stopping times with respect to a reference filtration $\mathbb F$. We show that a generic random time can be decomposed into…

Probability · Mathematics 2018-04-06 Anna Aksamit , Tahir Choulli , Monique Jeanblanc

The volume of phase space may grow super-exponentially ("explosively") with the number of degrees of freedom for certain types of complex systems such as those encountered in biology and neuroscience, where components interact and create…

Statistical Mechanics · Physics 2018-07-26 Henrik Jeldtoft Jensen , Roozbeh H. Pazuki , Gunnar Pruessner , Piergiulio Tempesta

We study the non-equilibrium dynamics of a one-dimensional interacting particle system that is a mixture of the voter model and the exclusion process. With the process started from a finite perturbation of the ground state Heaviside…

Probability · Mathematics 2010-11-30 Iain M. MacPhee , Mikhail V. Menshikov , Stanislav Volkov , Andrew R. Wade

We analyze the statistical complexity vs. entropy plane-representation of sampled chaotic attractors as a function of the sampling period {\tau}. It is shown that if the Bandt and Pompe procedure is used to assign a probability distribution…

We investigate the linear statistics of random matrices with purely imaginary Bernoulli entries of the form $H_{pq} = \overline{H}_{qp} = \pm i$, that are either independently distributed or exhibit global correlations imposed by the…

Probability · Mathematics 2017-11-07 Christopher H. Joyner , Uzy Smilansky

The superstatistics approach recently introduced by Beck [C. Beck and E.G.D. Cohen, Physica A 322, 267 (2003)] is a formalism that aims to deal in a unifying way with a large variety of complex nonequilibrium systems, for which…

Statistical Mechanics · Physics 2007-05-23 Fabio Sattin

The review presents a parameter switching algorithm and his applications which allows numerical approximation of any attractor of a class of continuous-time dynamical systems depending linearly on a real parameter. The considered classes of…

Chaotic Dynamics · Physics 2011-02-16 M. -F. Danca , M. Romera , G. Pastor , F. Montoya

We consider parabolic stochastic partial differential equations driven by white noise in time. We prove exponential convergence of the transition probabilities towards a unique invariant measure under suitable conditions. These conditions…

Probability · Mathematics 2007-05-23 Martin Hairer

We consider the rates of noise-induced switching between the stable states of dissipative dynamical systems with delay and also the rates of noise-induced extinction, where such systems model population dynamics. We study a class of systems…

Statistical Mechanics · Physics 2015-01-27 Ira B. Schwartz , Lora Billings , Thomas W. Carr , Mark Dykman

In this work we study the main dynamical properties of the push-forward map, a transformation in the space of probabilities P(X) induced by a map T: X \to X, X a compact metric space. We also establish a connection between topological…

Dynamical Systems · Mathematics 2013-01-09 A. Baraviera , E. Oliveira , F. B. Rodrigues

We consider a one-dimensional stationary stochastic process $x(\tau)$ of duration $T$. We study the probability density function (PDF) $P(t_{\rm m}|T)$ of the time $t_{\rm m}$ at which $x(\tau)$ reaches its global maximum. By using a path…

Statistical Mechanics · Physics 2021-10-15 Francesco Mori , Satya N. Majumdar , Gregory Schehr

We propose a new approach concerning the introduction of time-irreversibility in statistical mechanics. It is based on a transition function defined in terms of path integral and verifying a time-irreversible equation. We show first how…

Statistical Mechanics · Physics 2015-03-02 J. P. Badiali

Asymptotically entropy of chaotic systems increases linearly and the sensitivity to initial conditions is exponential with time: these two behaviors are related. Such relationship is the analogous of and under specific conditions has been…

Statistical Mechanics · Physics 2011-01-04 Roberto Tonelli , Giuseppe Mezzorani , Franco Meloni , Marcello Lissia , Massimo Coraddu

We propose a dynamical model for group formation and switching behavior in systems where each group competes for members through attraction functions that are inversely proportional to their current sizes. This attraction is modulated by…

Dynamical Systems · Mathematics 2026-03-12 Samit Ghosh

Using statistical thermodynamics, we derive a general expression of the stationary probability distribution for thermodynamic systems driven out of equilibrium by several thermodynamic forces. The local equilibrium is defined by imposing…

Statistical Mechanics · Physics 2015-06-12 Giorgio Sonnino , György Steinbrecher , Alessandro Cardinali , Alberto Sonnino , Mustapha Tlidi

We describe society as a nonequilibrium probabilistic system: N individuals occupy W resource states in it and produce entropy S over definite time periods. Resulting thermodynamics is however unusual because a second entropy, H, measures a…

General Finance · Quantitative Finance 2019-02-20 J. Rosenblatt

We consider a model ecosystem of sessile species competing for space. In particular, we consider the system introduced in [Mathiesen et al. Phys. Rev. Lett. 107, 188101 (2011)] where species compete according to a fixed interaction network…

Populations and Evolution · Quantitative Biology 2017-03-22 Florian Uekermann , Joachim Mathiesen , Namiko Mitarai