English
Related papers

Related papers: Statistical stability and linear response for rand…

200 papers

We develop tests for high-dimensional covariance matrices under a generalized elliptical model. Our tests are based on a central limit theorem (CLT) for linear spectral statistics of the sample covariance matrix based on self-normalized…

Statistics Theory · Mathematics 2019-12-17 Xinxin Yang , Xinghua Zheng , Jiaqi Chen

Dynamic stability is imperative for the operation of the electric power system. This article provides analytical results and effective stability criteria focusing on the interplay of network structures and the local dynamics of synchronous…

Adaptation and Self-Organizing Systems · Physics 2024-06-19 Philipp C. Böttcher , Dirk Witthaut , Leonardo Rydin Gorjão

We present criteria for statistical stability of attracting sets for vector fields using dynamical conditions on the corresponding generated flows. These conditions are easily verified for all singular-hyperbolic attracting sets of $C^2$…

Dynamical Systems · Mathematics 2021-03-04 Vitor Araujo

The paper examines questions of local asymptotic stability of random dynamical systems. Results concerning stochastic dynamics in general metric spaces, as well as in Banach spaces, are obtained. The results pertaining to Banach spaces are…

Dynamical Systems · Mathematics 2015-03-17 Igor V. Evstigneev , Sergey A. Pirogov , Klaus R. Schenk-Hoppé

Contact-drop dispensing is central to many small-scale applications, such as direct-scanning probe lithography and micromachined fountain-pen techniques. Accurate and controllable dispensing required for nanometer-resolved surface…

Soft Condensed Matter · Physics 2015-05-28 Amir Akbari , Reghan J. Hill , Theo G. M. van de Ven

In this article we are interested in the boundary stabilization in finite time of one-dimensional linear hyperbolic balance laws with coefficients depending on time and space. We extend the so called "backstepping method" by introducing…

Optimization and Control · Mathematics 2020-11-30 Jean-Michel Coron , Long Hu , Guillaume Olive , Peipei Shang

In this paper we consider the statistics of repeated measurements on the output of a quantum Markov chain. We establish a large deviations result analogous to Sanov's theorem for the empirical measure associated to finite sequences of…

Quantum Physics · Physics 2015-06-22 Merlijn van Horssen , Madalin Guta

In this paper, we obtain some preliminary results on stochastic control theory for time-varying linear systems both continuous and discrete, and further apply to aperiod sample-data linear systems. The Ito's lemma is utilized in this…

Systems and Control · Computer Science 2018-02-27 Chunhe Hu , Dan Wu , Junguo Zhang , Zongji Chen

The unpredictability of chaotic nonlinear dynamics leads naturally to statistical descriptions, including probabilistic limit laws such as the central limit theorem and large deviation principle. A key tool in the Nagaev-Guivarc'h spectral…

Dynamical Systems · Mathematics 2019-10-02 Harry Crimmins , Gary Froyland

We prove a motivic stabilization result for the cohomology of the local systems on configuration spaces of varieties over $\mathbb{C}$ attached to character polynomials. Our approach interprets the stabilization as a probabilistic…

Algebraic Geometry · Mathematics 2020-12-16 Sean Howe

Structured on the paradigmatic Navier-Stokes flow model, we study a stochastically forced Taylor-Couette system in the narrow gap limit, in order to analyze the simultaneous impact of a non-conserved (Gaussian) force and a nonlinear…

Fluid Dynamics · Physics 2020-04-22 Larry E. Godwin , Sotos C. Generalis , Amit K. Chattopadhyay

We prove quenched versions of (i) a large deviations principle (LDP), (ii) a central limit theorem (CLT), and (iii) a local central limit theorem (LCLT) for non-autonomous dynamical systems. A key advance is the extension of the spectral…

Dynamical Systems · Mathematics 2018-02-14 Davor Dragicevic , Gary Froyland , Cecilia Gonzalez-Tokman , Sandro Vaienti

In the present paper we analyze the linear stability of a hierarchical size-structured population model where the vital rates (mortality, fertility and growth rate) depend both on size and a general functional of the population density…

Analysis of PDEs · Mathematics 2019-03-25 Jozsef Z. Farkas , Thomas C. Hagen

Linear Response theory aims to predict how added forcing alters the statistical properties of an unforced system. These kinds of questions have been studied predominantly for autonomous dynamical systems, yet many systems in the physical,…

Dynamical Systems · Mathematics 2026-04-07 Stefano Galatolo , Valerio Lucarini

A law of large numbers and a central limit theorem are derived for linear statistics of random symmetric matrices whose on-or-above diagonal entries are independent, but neither necessarily identically distributed, nor necessarily all of…

Probability · Mathematics 2007-05-23 Greg Anderson , Ofer Zeitouni

We describe a general approach to the theory of self consistent transfer operators. These operators have been introduced as tools for the study of the statistical properties of a large number of all to all interacting dynamical systems…

Dynamical Systems · Mathematics 2022-07-13 Stefano Galatolo

Recently, the problem of boundary stabilization for unstable linear constant-coefficient coupled reaction-diffusion systems was solved by means of the backstepping method. The extension of this result to systems with advection terms and…

Optimization and Control · Mathematics 2016-03-17 Rafael Vazquez , Miroslav Krstic

This work deals with the stability analysis of nonlinear sampled-data systems under nonuniform sampling. It establishes novel relationships between the stability property of the exact discrete-time model for a given sequence of (aperiodic)…

Systems and Control · Electrical Eng. & Systems 2022-09-28 Alexis J. Vallarella , Hernan Haimovich

We show that a $\mathrm{GL}(d,\mathbb{R})$ cocycle over a hyperbolic system with constant periodic data has a dominated splitting whenever the periodic data indicates it should. This implies global periodic data rigidity of generic Anosov…

Dynamical Systems · Mathematics 2024-04-09 Jonathan DeWitt , Andrey Gogolev

In this paper, we introduce a joint central limit theorem (CLT) for specific bilinear forms, encompassing the resolvent of the sample covariance matrix under an elliptical distribution. Through an exhaustive exploration of our theoretical…

Statistics Theory · Mathematics 2023-12-29 Yanqing Yin , Wang Zhou