Related papers: Almost Sure Invariance Principle for non-autonomou…
We present a self-contained and modern survey of some existing quasi-sure results via the connection to the Brownian sheet. Among other things, we prove that quasi-every continuous function: (i) satisfies the local law of the iterated…
Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…
Surprisingly the looking natural random walk leading to Brownian motion occurs to be often biased in a very subtle way: usually refers to only approximate fulfillment of thermodynamical principles like maximizing uncertainty. Recently, a…
We develop a new robust technique to deduce variance principles for non-integrable discrete systems. To illustrate this technique, we show the existence of a variational principle for graph homomorphisms from $\Z^m$ to a $d$-regular tree.…
A partially hyperbolic dynamical system is said to have the quasi-shadowing property if every pseudotrajectory can be shadowed by a sequence of points $(x_n)_{n\in \Z}$ such that $x_{n+1}$ is obtained from the image of $x_n$ by moving it by…
A variational representation for functionals of G-Brownian motion is established by a finite-dimensional approximate technique. As an application of the variational representation, we obtain a large deviation principle for stochastic flows…
We establish a notion of universality for the parabolic Anderson model via an invariance principle for a wide family of parabolic stochastic partial differential equations. We then use this invariance principle in order to provide an…
As physics searches for invariants in observations, this paper looks for invariants of probabilistic observation without assuming physical structure. Structure emerges from the basic assumption of science that new information shall lead to…
We show that non-Markovian open quantum systems can exhibit exact Markovian dynamics up to an arbitrarily long time; the non-Markovianity of such systems is thus perfectly "hidden", i.e. not experimentally detectable by looking at the…
We study almost automorphic solutions of the discrete delayed neutral dynamic system% \[ x(t+1)=A(t)x(t)+\Delta Q(t,x(t-g(t)))+G(t,x(t),x(t-g(t))) \] by means of a fixed point theorem due to Krasnoselskii. Using discrete variant of…
We provide a rigorous derivation of the brownian motion as the limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0$, in the fast…
It is argued that, for strongly non-linear behaviors, a fully deterministic position can hardly be maintained in the micro-macro transitions. This is due to the lack of information on the relevant boundary conditions, and to the tendency of…
We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate additive fractional Brownian motion with arbitrary Hurst parameter $H\in(0,1)$. A general framework is constructed to make precise the notions of…
We provide a characterization of continuous semimartingales whose law is invariant with respect to predictable random rotations. In particular we prove that all such semimartingales are obtained by integrating a predictable process with…
We establish high probability estimates on the eigenvalue locations of Brownian motion on the $N$-dimensional unitary group, as well as estimates on the number of eigenvalues lying in any interval on the unit circle. These estimates are…
We introduce a relaxation of stability, called almost sure stability, which is insensitive to perturbations by subsets of Loeb measure $0$ in a non-standard finite group. We show that almost sure stability satisfies a stationarity principle…
Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature. In this paper, a special approximation to the…
In a recent paper by the author (K. Yagasaki, Nonintegrability of the restricted three-body problem, submitted for publication), a technique was developed for determining whether nearly integrable systems are not meromorphically…
We classify invariant probability measures for non-elementary groups of automorphisms, on any compact K\"ahler surface X, under the assumption that the group contains a so-called "parabolic automorphism". We also prove that except in…
This work is devoted to the almost sure stabilization of adaptive control systems that involve an unknown Markov chain. The control system displays continuous dynamics represented by differential equations and discrete events given by a…