Related papers: On a Very Steep Version of the Standard Map

A variational formula for the asymptotic variance of general Markov processes is obtained. As application, we get a upper bound of the mean exit time of reversible Markov processes, and some comparison theorems between the reversible and…

We study and compare three characteristic times of the standard map, the Lyapunov time t_L, the Poincare recurrence time t_r and the stickiness (or escape) time t_{st}. The Lyapunov time is the inverse of the Lyapunov characteristic number…

We study the asymptotic probability that a random walk with heavy-tailed increments crosses a high boundary on a random time interval. We use new techniques to extend results of Asmussen [Ann. Appl. Probab. 8 (1998) 354-374] to completely…

An analytical formula for the occurence probability of Markovian stochastic paths with repeatedly visited and/or equal departure rates is derived. This formula is essential for an efficient investigation of the trajectories belonging to…

For two-parameter families of dissipative twist maps, we investigate the dynamics of invariant graphs as well as the thresholds for their existence and breakdown. Our main results are as follows: (1) For arbitrarily small $C^r$…

We consider nondegenerate, finitely supported random walks on a finitely generated Gromov hyperbolic group. We show that the entropy and the escape rate are Lipschitz functions of the probability if the support remains constant.

We consider a class of piecewise smooth one-dimensional maps with critical points and singularities (possibly with infinite derivative). Under mild summability conditions on the growth of the derivative on critical orbits, we prove the…

The analyticity of the entropy and relative entropy rates of continuous-state hidden Markov models is studied here. Using the analytic continuation principle and the stability properties of the optimal filter, the analyticity of these rates…

We construct nontrivial deformations of the standard map which preserve the symplectic actions, respectively the Lyapunov exponents, of infinitely many periodic orbits accumulating to an invariant curve. The proof uses a resonant…

We study optimization-based criteria for the stability of switching systems, known as Path-Complete Lyapunov Functions, and ask the question "can we decide algorithmically when a criterion is less conservative than another". Our…

We consider escape from chaotic maps through a subset of phase space, the hole. Escape rates are known to be locally constant functions of the hole position and size. In spite of this, for the doubling map we can extend the current best…

In the absence of acceleration, the velocity formula gives "distance travelled equals speed multiplied by time". For a broad class of Markov chains such as circulant Markov chains or random walk on complete graphs, we prove a probabilistic…

We statistically compare the relationships between frequencies of digits in continued fraction expansions of typical rational points in the unit interval and higher dimensional generalisations. This takes the form of a Large Deviation and…

We consider a discrete time simple symmetric random walk on Z^d, d>=1, where the path of the walk is perturbed by inserting deterministic jumps. We show that for any time n and any deterministic jumps that we insert, the expected number of…

We prove that on any transitive graph $G$ with infinitely many ends, a self-avoiding walk of length $n$ is ballistic with extremely high probability, in the sense that there exist constants $c,t>0$ such that $\mathbb{P}_n(d_G(w_0,w_n)\geq…

In this paper, we study the multifractal analysis for Markov-R\'{e}nyi maps, which form a canonical class of piecewise differentiable interval maps, with countably many branches and may contain a parabolic fixed point simultaneously, and do…

We consider the thermally activated escape of an overdamped Brownian particle over a potential barrier in the presence of periodic driving. A time-dependent path-integral formalism is developed which allows us to derive asymptotically exact…

We study the temporal dissipation of variance and relative entropy for ergodic Markov Chains in continuous time, and compute explicitly the corresponding dissipation rates. These are identified, as is well known, in the case of the variance…

We study the persistence probability for some discrete-time, time-reversible processes. In particular, we deduce the persistence exponent in a number of examples: first, we deal with random walks in random sceneries (RWRS) in any dimension…

In this paper we show some remarkable consequences of the method which proves that every bisymmetric, symmetric, reflexive, strictly monotonic binary map on a proper interval is continuous, in particular it is a quasi-arithmetic mean. Now…