Related papers: Upper bounds on measure theoretic tail entropy for…
The problem of estimating the maximum Lyapunov exponents of the motion in a multiplet of interacting nonlinear resonances is considered for the case when the resonances have comparable strength. The corresponding theoretical approaches are…
We consider distributions of ordered random vectors with given one-dimensional marginal distributions. We give an elementary necessary and sufficient condition for the existence of such a distribution with finite entropy. In this case, we…
For multivariate distributions in the domain of attraction of a max-stable distribution, the tail copula and the stable tail dependence function are equivalent ways to capture the dependence in the upper tail. The empirical versions of…
We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…
We present some new nonparametric estimators of entropies and we establish almost sure consistency and central limit Theorems for some of the most important entropies in the discrete case. Our theorical results are validated by simulations.
A general method to determine covariant Lyapunov vectors in both discrete- and continuous-time dynamical systems is introduced. This allows to address fundamental questions such as the degree of hyperbolicity, which can be quantified in…
We discuss several numerical methods for calculating Lyapunov exponents (a quantitative measure of chaos) in systems of ordinary differential equations. We pay particular attention to constrained systems, and we introduce a variety of…
In this paper, we prove the exponential stability property of a class of mechanical systems represented in the port-Hamiltonian framework. To this end, we propose a Lyapunov candidate function different from the Hamiltonian of the system.…
In \cite{Ch91a} it was shown that the billiard ball map for the periodic Lorentz gas has infinite topological entropy. In this article we study the set of points with infinite Lyapunov exponents. Using the cell structure developed in…
Diagonally dominant matrices have many applications in systems and control theory. Linear dynamical systems with scaled diagonally dominant drift matrices, which include stable positive systems, allow for scalable stability analysis. For…
In this technical note, we consider the stability properties of a viscously damped Timoshenko beam equation with spatially varying parameters. With the help of the port-Hamiltonian framework, we first prove the existence of solutions and…
We study suspension flows defined over sub-shifts of finite type with continuous roof functions. We prove the existence of suspension flows with uncountably many ergodic measures of maximal entropy. More generally, we prove that any…
We study the entropy and Lyapunov exponents of invariant measures $\mu$ for smooth surface diffeomorphisms $f$, as functions of $(f,\mu)$. The main result is an inequality relating the discontinuities of these functions. One consequence is…
In this paper we investigate the level sets of extremal Sobolev functions for subcritical exponents p. We conjecture that as p increases the corresponding extremal functions become more peaked, which we can measure by comparing their…
In this paper, we consider certain partially hyperbolic diffeomorphisms with center of arbitrary dimension and obtain continuity properties of the topological entropy under $C^1$ perturbations. The systems considered have subexponential…
We show the existence and uniqueness of the maximal entropy probability measure for partially hyperbolic diffeomorphisms which are semi-conjugate to nonuniformly expanding maps. Using the theory of projective metric on cones we then prove…
Several objects in the Extremes literature are special instances of max-stable random sup-measures. This perspective opens connections to the theory of random sets and the theory of risk measures and makes it possible to extend…
The Lyapunov exponents of a chaotic system quantify the exponential divergence of initially nearby trajectories. For Hamiltonian systems the exponents are related to the eigenvalues of a symplectic matrix. We make use of this fact to…
This paper deals with the gradient-based extremum seeking control for multivariable maps under actuator saturation. By exploiting a polytopic embedding of the unknown Hessian, we derive a LMI-based synthesis condition to ensure that the…
Many econometric models can be analyzed as finite mixtures. We focus on two-component mixtures and we show that they are nonparametrically point identified by a combination of an exclusion restriction and tail restrictions. Our…