Related papers: Weak convergence to extremal processes and record …
Predictive equivalence in discrete stochastic processes have been applied with great success to identify randomness and structure in statistical physics and chaotic dynamical systems and to inferring hidden Markov models. We examine the…
In recent advances in finite-time thermodynamics, optimization of entropy production required for finite-time information processing is an important issue. In this work, we consider finite-time feedback processes in classical discrete…
The extremal process of a branching random walk is the point measure recording the position of particles alive at time $n$, shifted around the expected position of the minimal position. Madaule proved that this point measure converges, as…
We survey an area of recent development, relating dynamics to theoretical computer science. We discuss the theoretical limits of simulation and computation of interesting quantities in dynamical systems. We will focus on central objects of…
A natural criticism of the optimal protocol of the irreversible work found for weakly driven processes is its experimental difficulty in being implementable due to its singular part. In this work, I explore the possibility of taking its…
This paper is concerned with the study of the stability of dynamical systems evolving on time scales. We first {formalize the notion of matrix measures on time scales, prove some of their key properties and make use of this notion to study…
We consider a chain of $n$ coupled oscillators placed on a one-dimensional lattice with periodic boundary conditions. The interaction between particles is determined by a weakly anharmonic potential $V_n = r^2/2 + \sigma_nU(r)$, where $U$…
The extremal index is a quantity introduced in extreme value theory to measure the presence of clusters of exceedances. In the dynamical systems framework, it provides important information about the dynamics of the underlying systems. In…
We develop and generalize the theory of extreme value for non-stationary stochastic processes, mostly by weakening the uniform mixing condition that was previously used in this setting. We apply our results to non-autonomous dynamical…
This paper deals with semigroups of holomorphic self-maps of the upper half-plane that exhibit an extremal (i.e. the slowest possible) rate of convergence to their Denjoy--Wolff point. The main novelty lies in the parabolic case of zero…
This work deals with the stability analysis of nonlinear sampled-data systems under nonuniform sampling. It establishes novel relationships between the stability property of the exact discrete-time model for a given sequence of (aperiodic)…
In this paper an efficient model based diagnostic process is described for systems whose components possess a causal relation between their inputs and their outputs. In this diagnostic process, firstly, a set of focuses on likely broken…
This note is concerned with approximation of dynamical indicators as pressures, Lyapunov exponents and dimension-like quantities, in systems with nonuniformly hyperbolic behavior. For this we let $P^*(\Phi) := \sup_{\mu}\{h(\mu) +…
Let $(X_k)_{k\geq1}$ be a Gaussian long-range dependent process with $EX_1=0$, $EX_1^2=1$ and covariance function $r(k)=k^{-D}L(k)$. For any measurable function $G$ let $(Y_k)_{k\geq1}=(G(X_k))_{k\geq1}$. We study the asymptotic behaviour…
We provide a systematic approach for deducing statistical limit laws via martingale-coboundary decomposition, for nonuniformly hyperbolic systems with slowly contracting and expanding directions. In particular, if the associated return time…
We propose a definition o meta-stability and obtain sufficient conditions for a sequence of Markov processes on finite state spaces to be meta-stable. In the reversible case, these conditions reduce to estimates of the capacity and the…
The second part of the paper mainly deals with convergence of infinite determinantal measures, understood as the convergence of the approximating finite determinantal measures. In addition to the usual weak topology on the space of…
The analysis of spatial extremes requires the joint modeling of a spatial process at a large number of stations and max-stable processes have been developed as a class of stochastic processes suitable for studying spatial extremes. Spatial…
We deal with a singularly perturbed optimal control problem with slow and fast variable depending on a parameter {\epsilon}. We study the asymptotic, as {\epsilon} goes to 0, of the corresponding value functions, and show convergence, in…
For a class of weakly hyperbolic systems of the form D_t - A(t,x,D_x), where A(t,x,D_x) is a first-order pseudodifferential operator whose principal symbol degenerates like t^{l_*} at time t=0, for some integer l_* \geq 1, well-posedness of…