Related papers: Return times at periodic points in random dynamics

Let $B_s$ be a three dimensional Brownian motion and $\omega(dx)$ be an independent Poisson field on $\mathbb{R}^3$. It is proved that for any $t>0$, conditionally on $\omega(\cdot)$, \label{*} \mathbb{E}_0 \exp\{\theta \int_0^t…

We consider a particle undergoing run and tumble dynamics, in which its velocity stochastically reverses, in one dimension. We study the addition of a Poissonian resetting process occurring with rate $r$. At a reset event the particle's…

The perceived randomness in the time evolution of "chaotic" dynamical systems can be characterized by universal probabilistic limit laws, which do not depend on the fine features of the individual system. One important example is the…

We study the recurrence to mistake dynamical balls, that is, dynamical balls that admit some errors and whose proportion of errors decrease tends to zero with the length of the dynamical ball. We prove, under mild assumptions, that the…

We study the length of cycles of random permutations drawn from the Mallows distribution. Under this distribution, the probability of a permutation $\pi \in \mathbb{S}_n$ is proportional to $q^{\textrm{inv}(\pi)}$ where $0<q\le 1$ and…

For ergodic measures we consider the return and entry times for a measure preserving transformation and its induced map on a positive measure subset. We then show that the limiting entry and return times distributions are the same for the…

We prove that for any $\alpha$-mixing stationnary process the hitting time of any $n$-string $A_n$ converges, when suitably normalized, to an exponential law. We identify the normalization constant $\lambda(A_n)$. A similar statement holds…

We derive sufficient conditions for a family $(X^n,\rho_n,P_n)$ of metric probability spaces to have the measure concentration property. Specifically, if the sequence $\{P_n\}$ of probability measures satisfies a strong mixing condition…

This work is devoted to examining qualitative properties of dynamic systems, in particular, limit cycles of stochastic differential equations with both rapid switching and small diffusion. The systems are featured by multi-scale…

The goal of this paper is to analyse the asymptotic behavior of the cycle process and the total number of cycles of weighted and generalized weighted random permutations which are relevant models in physics and which extend the Ewens…

We derive sufficient conditions for the mixing of all orders of interacting transformations of a spatial Poisson point process, under a zero-type condition in probability and a generalized adaptedness condition. This extends a classical…

A classical scenario for tipping is that a dynamical system experiences a slow parameter drift across a fold tipping point, caused by a run-away positive feedback loop. We study what happens if one turns around after one has crossed the…

We consider the problem of understanding the basic features displayed by quantum systems described by parametric oscillators whose time-dependent frequency parameter $\omega(t)$ varies continuously during evolution so to realise quenching…

We describe a new construction of a family of measures on a group with the same Poisson boundary. Our approach is based on applying Markov stopping times to an extension of the original random walk.

Analogous to Kolmogorov's theorem for the existence of stochastic processes describing random functions, we consider theorems for the existence of stochastic processes describing random measures, as limits of inverse measure systems.…

We apply the techniques developed in Comets and Popov (2003) to present a new proof to Sinai's theorem (Sinai, 1982) on one-dimensional random walk in random environment (RWRE), working in a scale-free way to avoid rescaling arguments and…

We study the asymptotic behavior of short cycles of random permutations with cycle weights. More specifically, on a specially constructed metric space whose elements encode all possible cycles, we consider a point process containing all…

Let $X$ and $Y$ be two independent random walks on $\Z^2$ with zero mean and finite variances, and let $L_t(X,Y)$ be the local time of $X-Y$ at the origin at time $t$. We show that almost surely with respect to $Y$, $L_t(X,Y)/\log t$…

We consider the random conductance model in a stationary and ergodic environment. Under suitable moment conditions on the conductances and their inverse, we prove a quenched invariance principle for the random walk among the random…

We continue our study of exponential law for occurrences and returns of patterns in the context of Gibbsian random fields. For the low temperature plus phase of the Ising model, we prove exponential laws with error bounds for occurrence,…