Related papers: Singular stationary measures for random piecewise …
We consider covariance asymptotics for linear statistics of general stationary random measures in terms of their truncated pair correlation measure. We give exact infinite series-expansion formulas for covariance of smooth statistics of…
We prove that affine maps are uniquely extremal quasiconformal maps on the complement of a well distribute set in the complex plane answering a conjecture from \cite{markovic}. We construct the required Reich sequence using Bergman…
We consider the inverse problem of determining different type of information about a diffusion process, described by ordinary or fractional diffusion equations stated on a bounded domain, like the density of the medium or the velocity field…
We study the asymptotic behaviour of stationary densities of one-dimensional random diffeomorphisms, at the boundaries of their support, which correspond to deterministic fixed points of extremal diffeomorphisms. In particular, we show how…
Here we develop a first order autoregressive model {Xn} that is marginally stationary where Xn is the sum/ extreme of k i.i.d observations. We prove that stationary solutions to these models are either semi-selfdecomposable/…
In this paper, we study the Hausdorff dimension of self-similar measures and sets on the real line, where the generating iterated function system consists of some maps that share the same fixed point. In particular, we will show that out of…
S. Banach pointed out that the graph of the generic (in the sense of Baire category) element of $\text{Homeo}([0,1])$ has length $2$. J. Mycielski asked if the measure theoretic dual holds, i.e., if the graph of all but Haar null many (in…
We investigate the unique stationary measure of a positive recurrent reflecting Brownian motion in the upper half-plane, where the direction of reflection is constant on each half-axis. The Laplace transform of the stationary distribution…
We analyze a piecewise-linear FitzHugh-Nagumo model. The system exhibits a canard near which both small amplitude and large amplitude periodic orbits exist. The addition of small noise induces mixed-mode oscillations (MMOs) in the vicinity…
We introduce two stationary versions of two discrete variants of Hammersley's process in a finite box, this allows us to recover in a unified and simple way the laws of large numbers proved by T. Sepp{\"a}l{\"a}inen for two generalized…
We provide a class of examples of interacting particle systems on $\mathbb{Z}^d$, for $d\in\{1,2\}$, that admit a unique translation-invariant stationary measure, which is not the long-time limit of all translation-invariant starting…
The paper deals with the problem of large-time behaviour of trajectories for discrete-time dynamical systems driven by a random noise. Assuming that the phase space is finite-dimensional and compact, and the noise is a Markov process with a…
We extend the notion of matching for one-dimensional dynamical systems to random matching for random dynamical systems on an interval. We prove that for a large family of piecewise affine random systems of the interval the property of…
We study the long-time behaviour of a stochastic Allen-Cahn-Navier-Stokes system modelling the dynamics of binary mixtures of immiscible fluids. The model features two stochastic forcings, one on the velocity in the Navier-Stokes equation…
We study the smoothness of the stationary measure with respect to smooth perturbations of the iterated function scheme and the weight functions that define it. Our main theorems relate the smoothness of the perturbation of: the iterated…
We describe all countable particle systems on $\mathbb{R}$ which have the following three properties: independence, Gaussianity and stationarity. More precisely, we consider particles on the real line starting at the points of a Poisson…
This paper concerns piecewise-smooth maps on $\mathbb{R}^d$ that are continuous but not differentiable on switching manifolds (where the functional form of the map changes). The stability of fixed points on switching manifolds is…
Kaimanovich and Masur showed that a random walk on the mapping class group for an initial distribution with finite first moment and whose support generates a non-elementary subgroup, converges almost surely to a point in the space PMF of…
There has been significant progress recently in our understanding of the stationary measures of the exclusion process on $Z$. The corresponding situation in higher dimensions remains largely a mystery. In this paper we give necessary and…
We study for the first time linear response for random compositions of maps, chosen independently according to a distribution $\PP$. We are interested in the following question: how does an absolutely continuous stationary measure (acsm) of…