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We study generic holomorphic families of dynamical systems presenting problems of small divisors with fixed arithmetic. We prove that we have convergence for all parameter values or divergence everywhere except for an exceptional set in the…

Dynamical Systems · Mathematics 2009-10-31 Ricardo Perez-Marco

We study the distributional properties of the linear discriminant function under the assumption of normality by comparing two groups with the same covariance matrix but different mean vectors. A stochastic representation for the…

Statistics Theory · Mathematics 2017-05-09 Taras Bodnar , Stepan Mazur , Edward Ngailo , Nestor Parolya

A good generalization of the Euclidean dimension to disordered systems and non crystalline structures is commonly required to be related to large scale geometry and it is expected to be independent of local geometrical modifications. The…

Statistical Mechanics · Physics 2009-10-30 Raffaella Burioni , Davide Cassi

We show that the maximum expected inner product between a random vector and the standard normal vector over all couplings subject to a mutual information constraint or regularization is equivalent to a truncated integral involving the…

Information Theory · Computer Science 2026-04-16 Jingbo Liu

Principal component analysis continues to be a powerful tool in dimension reduction of high dimensional data. We assume a variance-diverging model and use the high-dimension, low-sample-size asymptotics to show that even though the…

Statistics Theory · Mathematics 2020-09-28 Sungkyu Jung

According to a conjecture of Lindenstrauss and Tsukamoto, a topological dynamical system $(X,T)$ is embeddable in the $d$-cubical shift $(([0,1]^{d})^{\mathbb{Z}},\ shift)$ if both its mean dimension and periodic dimension are strictly…

Dynamical Systems · Mathematics 2013-11-21 Yonatan Gutman

Let $X$ be a full-shift on the alphabet $[0, 1]^a$ and let $(Y, S)$ be an arbitrary dynamical system. We prove that any equivariant continuous map from $X$ to $Y$ has conditional metric mean dimension not less than $a-\mathrm{mdim}(Y, S)$.…

Dynamical Systems · Mathematics 2023-12-14 Masaki Tsukamoto

We study an analogue of the large deviation principle for mixed measures associated with a class of $\log$-concave probability measures whose densities depend on the gauge function of a convex body. For convex bodies in $\mathbb{R}^n$, we…

Probability · Mathematics 2026-02-25 Malak Lafi , Artem Zvavitch

In this paper the variation principles from theoretical physics is considered that would describe the process of routing in computer networks. The total traffic which is currently served on all hops of the route has been chosen as the…

Networking and Internet Architecture · Computer Science 2017-02-20 A. M. Sukhov , D. Yu. Chemodanov

We consider a system of diffusion processes that interact through their empirical mean and have a stabilizing force acting on each of them, corresponding to a bistable potential. There are three parameters that characterize the system: the…

Risk Management · Quantitative Finance 2012-08-31 Josselin Garnier , George Papanicolaou , Tzu-Wei Yang

This work focus on the large deviation principle for a two-time scale McKean-Vlasov system with jumps. Based on the variational framework of the McKean-Vlasov system with jumps, it is turned into weak convergence for the controlled system.…

Probability · Mathematics 2024-01-02 Xiaoyu Yang , Yong Xu

Fluctuations in the return time statistics of a dynamical system can be described by a new spectrum of dimensions. Comparison with the usual multifractal analysis of measures is presented, and difference between the two corresponding sets…

Chaotic Dynamics · Physics 2009-11-07 N. Hadyn , J. Luevano , G. Mantica , S. Vaienti

We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…

Probability · Mathematics 2022-05-24 Shuo Yan

The purpose of the dynamics of moving systems is to search for the mathematical model that describes the link between the resultant applied force, that is the cause, and the speed of system that is the effect. This mathematical link…

General Physics · Physics 2010-01-15 Daniele Sasso

Consider the stochastic differential equation in $\rr^d$ dX^{\e}_t&=b(X^{\e}_t)dt+\sqrt{\e}\sigma(X^\e_t)dB_t X^{\e}_0&=x_0,\quad x_0\in\rr^d$ where $b:\rr^d\to\rr^d$ is $C^1$ such that $<x,b(x)> \leq C(1+|x|^2)$, $\sigma:\rr^d\to…

Probability · Mathematics 2026-04-14 Yutao ma , Ran Wang , Liming Wu

We develop a general mathematical framework for variational problems where the unknown function assumes values in the space of probability measures on some metric space. We study weak and strong topologies and define a total variation…

Numerical Analysis · Mathematics 2018-06-12 Thomas Vogt , Jan Lellmann

Time-invariant linear dynamical system arises in many real-world applications,and its usefulness is widely acknowledged. A practical limitation with this model is that its latent dimension that has a large impact on the model capability…

Machine Learning · Computer Science 2019-06-25 Yang Li

Given two high-dimensional Gaussians with the same mean, we prove a lower and an upper bound for their total variation distance, which are within a constant factor of one another.

Statistics Theory · Mathematics 2023-10-24 Luc Devroye , Abbas Mehrabian , Tommy Reddad

We characterize the rate-distortion function for zero-mean stationary Gaussian sources under the MSE fidelity criterion and subject to the additional constraint that the distortion is uncorrelated to the input. The solution is given by two…

Information Theory · Computer Science 2008-01-14 Milan S. Derpich , Jan Ostergaard , Graham C. Goodwin

We investigate the relations holding among generalized dimensions of invariant measures in dynamical systems and similar quantities defined by the scaling of global averages of powers of return times. Because of a heuristic use of Kac…

Dynamical Systems · Mathematics 2010-07-07 Giorgio Mantica
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