Related papers: Analytic proof of multivariate stable local large …
This thesis consists of two separate parts: in each we study the stability under small perturbations of certain probability models in different contexts. In the first, we study small random perturbations of a deterministic dynamical system…
We establish two different, but related results for random walks in the domain of attraction of a stable law of index $\alpha$. The first result is a local large deviation upper bound, valid for $\alpha \in (0,1) \cup (1,2)$, which improves…
We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…
A particular type of random dynamical processes is considered, in which the stochasticity is introduced through randomly fluctuating parameters. A method of local multipliers is developed for treating the local stability of such dynamical…
The full family of discrete logistic maps has been widely studied both as a canonical example of the period-doubling route to chaos, and as a model of natural processes. In this paper we present a study of the stochastic process described…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
This article studies large and local large deviations for sums of i.i.d. real-valued random variables in the domain of attraction of an $\alpha$-stable law, $\alpha\in (0,2]$, with emphasis on the case $\alpha=2$. There are two different…
We derive a sufficient condition for stability in probability of an equilibrium of a randomly perturbed map in ${\mathbb R}^d$. This condition can be used to stabilize weakly unstable equilibria by random forcing. Analytical results on…
We propose a computational method for large deviation statistics of time-averaged quantities in general Markov processes. In our proposed method, we repeat a response measurement against external forces, where the forces are determined by…
We consider a system of stochastic interacting particles in $\mathbb{R}^d$ and we describe large deviations asymptotics in a joint mean-field and small-noise limit. Precisely, a large deviations principle (LDP) is established for the…
This paper is concerned with the large deviation principle of the stochastic reaction-diffusion lattice systems defined on the N-dimensional integer set, where the nonlinear drift term is locally Lipschitz continuous with polynomial growth…
We prove stochastic stability of chaotic maps for a general class of Markov random perturbations (including singular ones) satisfying some kind of mixing conditions. One of the consequences of this statement is the proof of Ulam's…
For affine stochastic differential equation with uniformly distributed time delay the local asymptotic properties of the likelihood function are studied. Local asymptotic normality, local asymptotic mixed normality, periodic local…
For $\alpha\in (1,2)$, we present a generalized central limit theorem for $\alpha$-stable random variables under sublinear expectation. The foundation of our proof is an interior regularity estimate for partial integro-differential…
We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…
The dynamical behavior of switched affine systems is known to be more intricate than that of the well-studied switched linear systems, essentially due to the existence of distinct equilibrium points for each subsystem. First, under…
We use characteristic functions to construct alpha(x)-multistable measures and integrals, where the measures behave locally like alpha-stable measures, but with the stability index alpha(x) varying with time x. This enables us to construct…
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…
In this paper, we discuss on the linearized stability of the trivial solution for a class of nonlinear Caputo fractional differential systems of order $\alpha\in(1,2)$. We show that some recent existing results in this direction are wrong.…
We develop a unified theory to analyze the microcanonical ensembles with several constraints given by unbounded observables. Several interesting phenomena that do not occur in the single constraint case can happen under the multiple…