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We prove a version of pointwise Ergodic Theorem for non-stationary random dynamical systems. Also, we discuss two specific examples where the result is applicable: non-stationary iterated function systems and non-stationary random matrix…

Dynamical Systems · Mathematics 2023-05-10 Anton Gorodetski , Victor Kleptsyn

In this paper, we consider a subclass of piecewise deterministic Markov processes with a Polish state space that involve a deterministic motion punctuated by random jumps, occurring in a Poisson-like fashion with some state-dependent rate,…

Probability · Mathematics 2024-05-28 Dawid Czapla

We study the stochastic dynamics of a system of interacting species in a stochastic environment by means of a continuous-time Markov chain with transition rates depending on the state of the environment. Models of gene regulation in systems…

Dynamical Systems · Mathematics 2019-12-03 Daniele Cappelletti , Abhishek Pal Majumder , Carsten Wiuf

Temporal point process as the stochastic process on continuous domain of time is commonly used to model the asynchronous event sequence featuring with occurrence timestamps. Thanks to the strong expressivity of deep neural networks, they…

Machine Learning · Computer Science 2024-12-25 Haitao Lin , Cheng Tan , Lirong Wu , Zhangyang Gao , Zicheng Liu , Stan. Z. Li

We present a short introduction into the framework of piecewise deterministic Markov processes. We illustrate the abstract mathematical setting with a series of examples related to dispersal of biological systems, cell cycle models, gene…

Probability · Mathematics 2015-12-08 Ryszard Rudnicki , Marta Tyran-Kaminska

In this paper some general theory is presented for locally stationary processes based on the stationary approximation and the stationary derivative. Laws of large numbers, central limit theorems as well as deterministic and stochastic bias…

Statistics Theory · Mathematics 2017-11-21 Rainer Dahlhaus , Stefan Richter , Wei Biao Wu

A monotone self-mapping of the nonnegative orthant induces a monotone discrete-time dynamical system which evolves on the same orthant. If with respect to this system the origin is attractive then there must exists points whose image under…

Numerical Analysis · Mathematics 2010-05-06 Björn S. Rüffer , Fabian R. Wirth

We consider an independently identically distributed random dynamical system generated by finitely many, non-uniformly expanding Markov interval maps with a finite number of branches. Assuming a topologically mixing condition and the…

Dynamical Systems · Mathematics 2022-03-23 Shintaro Suzuki , Hiroki Takahasi

A new sufficient condition is proved for the existence of stochastic semigroups generated by the sum of two unbounded operators. It is applied to one-dimensional piecewise deterministic Markov processes, where we also discuss the existence…

Analysis of PDEs · Mathematics 2009-07-07 Michael C. Mackey , Marta Tyran-Kaminska

We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…

Statistics Theory · Mathematics 2015-02-02 Christophe Andrieu , Vladislav B. Tadić , Matti Vihola

We provide a framework for studying randomly coloured point sets in a locally compact, second-countable space on which a metrisable unimodular group acts continuously and properly. We first construct and describe an appropriate dynamical…

Dynamical Systems · Mathematics 2019-08-15 Peter Müller , Christoph Richard

This paper considers synchronous discrete-time dynamical systems on graphs based on the threshold model. It is well known that after a finite number of rounds these systems either reach a fixed point or enter a 2-cycle. The problem of…

Discrete Mathematics · Computer Science 2022-02-04 Volker Turau

We consider nonautonomous discrete dynamical systems $\{ f_n\}_{n\ge 1}$, where every $f_n$ is a surjective continuous map $[0,1]\to [0,1]$ such that $f_n$ converges uniformly to a map $f$. We show, among others, that if $f$ is chaotic in…

Dynamical Systems · Mathematics 2013-11-19 Marta Štefánková

We study relations between transitivity, mixing and periodic points on dendrites. We prove that when there is a point with dense orbit which is not an endpoint, then periodic points are dense and there is a terminal periodic decomposition…

Dynamical Systems · Mathematics 2018-09-20 Gerardo Acosta , Rodrigo Hernández-Gutiérrez , Issam Naghmouchi , Piotr Oprocha

We build on a previous statistical model for distributed systems and formulate it in a way that the deterministic and stochastic processes within the system are clearly separable. We show how internal fluctuations can be analysed in a…

adap-org · Physics 2009-10-22 Iqbal Adjali , José-Luis Fernández-Villacañas , Michael Gell

We revisit processes generated by iterated random functions driven by a stationary and ergodic sequence. Such a process is called strongly stable if a random initialization exists, for which the process is stationary and ergodic, and for…

Probability · Mathematics 2024-02-06 László Györfi , Attila Lovas , Miklós Rásonyi

Within the applications of spatial point processes, it is increasingly becoming common that events are labeled by marks, prompting an exploration beyond the spatial distribution of events by incorporating the marks in the undertaken…

Methodology · Statistics 2023-09-06 Matthias Eckardt , Mehdi Moradi

We explore situations in which certain stochastic and high-dimensional deterministic systems behave effectively as low-dimensional dynamical systems. We define and study moment maps, maps on spaces of low-order moments of evolving…

Other Condensed Matter · Physics 2016-08-31 D. Barkley , I. G. Kevrekidis , A. M. Stuart

Adding a column of numbers produces "carries" along the way. We show that random digits produce a pattern of carries with a neat probabilistic description: the carries form a one-dependent determinantal point process. This makes it easy to…

Probability · Mathematics 2009-04-24 Alexei Borodin , Persi Diaconis , Jason Fulman

We continue development of the theory of Markov systems initiated in \cite{Wer1}. In this paper, we introduce fundamental Markov systems associated with random dynamical systems and show that the proof of the uniqueness and empiricalness of…

Probability · Mathematics 2009-02-09 Ivan Werner