Related papers: Limiting stochastic processes of shift-periodic dy…
We characterise completely when limit sets, as parametrised by Cannon-Thurston maps, move discontinuously for a sequence of algebraically convergent quasi-Fuchsian groups.
We consider random walk on a mildly random environment on finite transitive d- regular graphs of increasing girth. After scaling and centering, the analytic spectrum of the transition matrix converges in distribution to a Gaussian noise. An…
Dynamical phase transitions are defined as non-analytic points of the large deviation function of current fluctuations. We show that for boundary driven systems, many dynamical phase transitions can be identified using the geometrical…
Some of the basic properties of any dynamical system can be summarized by a graph. The dynamical systems in our theory run from maps like the logistic map to ordinary differential equations to dissipative partial differential equations. Our…
Synchronization transitions are investigated in coupled chaotic maps. Depending on the relative weight of linear versus nonlinear instability mechanisms associated to the single map two different scenarios for the transition may occur. When…
Self-attractive random walks undergo a phase transition in terms of the applied drift: If the drift is strong enough, then the walk is ballistic, whereas in the case of small drifts self-attraction wins and the walk is sub-ballistic. We…
The transition law of every exchangeable Feller process on the space of countable graphs is determined by a $\sigma$-finite measure on the space of $\{0,1\}\times\{0,1\}$-valued arrays. In discrete-time, this characterization amounts to a…
In this note, by an elementary use of Girsanov's transform we show that the exit time for either a biased random walk or a drifted Brownian motion on a symmetric interval is stochastically monotone with respect to the drift parameter. In…
For piecewise expanding one-dimensional maps without periodic turning points we prove that isolated eigenvalues of small (random) perturbations of these maps are close to isolated eigenvalues of the unperturbed system. (Here ``eigenvalue''…
A one-dimensional confined Nonlinear Random Walk is a tuple of $N$ diffeomorphisms of the unit interval driven by a probabilistic Markov chain. For generic such walks, we obtain a geometric characterization of their ergodic stationary…
Chaotic attractors, chaotic saddles and periodic orbits are examples of chain-recurrent sets. Using arbitrary small controls, a trajectory starting from any point in a chain-recurrent set can be steered to any other in that set. The…
We give piecewise affine maps on the unit cube whose symbolic representation is the Dyck shift. This leads to a different way of verifying the chaotic nature of this system, including the computation of entropy.
In this short note, we investigate non-invertible stochastic dynamical systems on the unit interval $[0, 1]$. We provide a handy condition for unique ergodicity for systems that are injective in mean. On the other hand, we give concrete…
We propose a method to exactly generate Brownian paths $x_c(t)$ that are constrained to return to the origin at some future time $t_f$, with a given fixed area $A_f = \int_0^{t_f}dt\, x_c(t)$ under their trajectory. We derive an exact…
The rotor-router model is a deterministic process analogous to a simple random walk on a graph. This paper is concerned with a generalized model, functional-router model, which imitates a Markov chain possibly containing irrational…
This paper presents a general and systematic discussion of various symbolic representations of iterated maps through subshifts. We give a unified model for all continuous maps on a metric space, by representing a map through a general…
A $p$-adic Brownian motion is a continuous time stochastic process in a $p$-adic state space that has a Vladimirov operator as its infinitesimal generator. The current work shows that any such process is the scaling limit of a discrete time…
Traditionally stationarity refers to shift invariance of the distribution of a stochastic process. In this paper, we rediscover stationarity as a path property instead of a distributional property. More precisely, we characterize a set of…
A map is given showing that convolutions of independent random variables over a finite group and matrix multiplications of doubly stochastic matrices are homomorphic. As an application, a short proof is given to the theorem that the…
We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…