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The asymptotic variance is an important criterion to evaluate the performance of Markov chains, especially for the central limit theorems. We give the variational formulas for the asymptotic variance of discrete-time (non-reversible) Markov…
We prove the existence of weak solution for a system of quasi-variational inequalities related to a switching problem with dynamic driven by operator associated with a semi-Dirichlet form and with measure data. We give a stochastic…
We consider stability in a class of random non-linear dynamical systems characterised by a relaxation rate together with a Gaussian random vector field which is white-in-time and spatial homogeneous and isotropic. We will show that in the…
Markov-modulated Brownian motion is a popular tool to model continuous-time phenomena in a stochastic context. The main quantity of interest is the invariant density, which satisfies a differential equation associated with the quadratic…
We describe a new class of positive linear discrete-time switching systems for which the problems of stability or stabilizability can be resolved constructively. This class generalizes the class of systems with independently switching state…
In this paper, by using a characterization of functions having fractional derivative, we propose a rigorous fractional Lyapunov function candidate method to analyze stability of fractional-order nonlinear systems. First, we prove an…
This paper studies the use of vector Lyapunov functions for the design of globally stabilizing feedback laws for nonlinear systems. Recent results on vector Lyapunov functions are utilized. The main result of the paper shows that the…
This paper studies the problem of verifying dissipativity of linear time-invariant (LTI) systems using input-output data. We leverage behavioral systems theory to express dissipativity in terms of quadratic difference forms (QDFs), allowing…
The long-timescale behavior of complex dynamical systems can be described by linear Markov or Koopman models in a suitable latent space. Recent variational approaches allow the latent space representation and the linear dynamical model to…
This paper is devoted to derive some necessary and suficient conditions for the existence of positive solutions to a singular second order system of dynamic equations with Dirichlet boundary conditions. The results are obtained by employing…
A classic approach in dynamical systems is to use particular geometric structures to deduce statistical properties, for example the existence of invariant measures with stochastic-like behaviour such as large deviations or decay of…
This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…
We obtain large deviation bounds for the measure of deviation sets associated to asymptotically additive and sub-additive potentials under some weak specification properties. In particular a large deviation principle is obtained in the case…
We consider finite-dimensional systems of linear stochastic differential equations ${\partial_t}{x_k}\left( t \right) = {A_{kp}}\left( t \right){x_p}\left( t \right)$, ${\bf A}(t)$ being a stationary continuous statistically isotropic…
Cross-sectional observations from a dynamical system can be modeled via steady-state distributions of Markov processes. The major challenge is then to determine whether the process parameters can be identified and estimated from the…
In this survey we talk about what is known as Invariance Principle in dynamical systems. It states that the disintegration of measures with zero center Lyapunov exponents admits some extra invariance by holonomies. We focus on explaining…
The recurrence-based divergence quantifier ($DIV$), traditionally applied to dissipative systems, is shown here to be an effective finite-time chaos indicator for conservative dynamics. We benchmark its performances against the…
In the dynamical systems approach to describing turbulent or otherwise chaotic flows, an important quantity is the Lyapunov exponents and vectors that characterize the strange attractor of the flow. In particular, knowledge of the Lyapunov…
This paper introduces three types of dynamical indicators that capture the effect of uncertainty on the time evolution of dynamical systems. Two indicators are derived from the definition of Finite Time Lyapunov Exponents while a third…
The article provides a framework to solve linear differential equations based on partial commutativity which is introduced by means of the Fedorov theorem. The framework is applied to specific types of three-level and four-level quantum…