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In a paper entitled singularities of invariant densities for random switching between two linear odes in 2D, Bakhtin et al [5], consider a Markov process obtained by random switching between two stable linear vector fields in the plane and…

Probability · Mathematics 2024-07-19 Michel Benaim , Améthyste Bichard

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

In this work, we characterise the statistics of Markov chains by constructing an associated sequence of periodic differential operators. Studying the density of states of these operators reveals the absolutely continuous invariant measure…

Dynamical Systems · Mathematics 2025-09-22 Bryn Davies , Angelica Yu Xiao

Using elementary methods, we prove that for a countable Markov chain $P$ of ergodic degree $d > 0$ the rate of convergence towards the stationary distribution is subgeometric of order $n^{-d}$, provided the initial distribution satisfies…

Probability · Mathematics 2007-05-23 Stefano Isola

We study the finiteness of physical measures for skew-product transformations $F$ associated with discrete-time random dynamical systems driven by ergodic Markov chains. We develop a framework, using an independent and identically…

Dynamical Systems · Mathematics 2025-07-18 Pablo G. Barrientos , Dominique Malicet , Fumihiko Nakamura , Yushi Nakano , Hisayoshi Toyokawa

Classical Banach principle is an essential tool for the investigation of the ergodic properties of Cesaro subsequences. The aim of this work is to extend Banach principle to the case of the stochastic convergence in the operator algebras.…

Operator Algebras · Mathematics 2007-05-23 Genady Ya. Grabarnik , Larisa Shwartz

We study the ergodic behaviour of a discrete-time process $X$ which is a Markov chain in a stationary random environment. The laws of $X_t$ are shown to converge to a limiting law in (weighted) total variation distance as $t\to\infty$.…

Probability · Mathematics 2019-07-29 Balazs Gerencser , Miklos Rasonyi

We prove quenched versions of a central limit theorem, a large deviations principle as well as a local central limit theorem for expanding on average cocycles. This is achieved by building an appropriate modification of the spectral method…

Dynamical Systems · Mathematics 2021-11-25 Davor Dragičević , Julien Sedro

Consider a filtering process associated to a hidden Markov model with densities for which both the state space and the observation space are complete, separable, metric spaces. If the underlying, hidden Markov chain is strongly ergodic and…

Probability · Mathematics 2016-06-03 Thomas Kaijser

We investigate frequently hypercyclic and chaotic linear operators from a measure-theoretic point of view. Among other things, we show that any frequently hypercyclic operator T acting on a reflexive Banach space admits an invariant…

Functional Analysis · Mathematics 2014-04-08 Sophie Grivaux , Etienne Matheron

We study a class of Markov processes that combine local dynamics, arising from a fixed Markov process, with regenerations arising at a state-dependent rate. We give conditions under which such processes possess a given target distribution…

Probability · Mathematics 2021-04-06 Andi Q. Wang , Murray Pollock , Gareth O. Roberts , David Steinsaltz

Oseledets' celebrated Multiplicative Ergodic Theorem (MET) is concerned with the exponential growth rates of vectors under the action of a linear cocycle on R^d. When the linear actions are invertible, the MET guarantees an…

Dynamical Systems · Mathematics 2010-02-01 Gary Froyland , Simon Lloyd , Anthony Quas

This paper addresses structures of state space in quasiperiodically forced dynamical systems. We develop a theory of ergodic partition of state space in a class of measure-preserving and dissipative flows, which is a natural extension of…

Dynamical Systems · Mathematics 2020-10-01 Yoshihiko Susuki , Igor Mezić

We consider multiple time scales systems of stochastic differential equations with small noise in random environments. We prove a quenched large deviations principle with explicit characterization of the action functional. The random medium…

Probability · Mathematics 2015-04-23 Konstantinos Spiliopoulos

We consider generalized definitions of mixing and exactness for random dynamical systems in terms of Markov operator cocycles. We first give six fundamental definitions of mixing for Markov operator cocycles in view of observations of the…

Dynamical Systems · Mathematics 2022-03-30 Fumihiko Nakamura , Yushi Nakano , Hisayoshi Toyokawa

We prove the existence of measurable invariant manifolds for small perturbations of linear Random Dynamical Systems evolving on a Banach space and admitting a general type of dichotomy, both for continuous and discrete time. Moreover, the…

Dynamical Systems · Mathematics 2020-08-25 António J. G. Bento , Helder Vilarinho

It is known that the Dobrushin's ergodicity coefficient is one of the effective tools to study a behavior of non-homogeneous Markov chains. In the present paper, we define such an ergodicity coefficient of a positive mapping defined on…

Functional Analysis · Mathematics 2013-11-05 Farrukh Mukhamedov

We show that there exists an ergodic conductance environment such that the weak (annealed) invariance principle holds for the corresponding continuous time random walk but the quenched invariance principle does not hold.

Probability · Mathematics 2013-04-15 Martin Barlow , Krzysztof Burdzy , Adam Timar

In this paper, we consider the quenched invariance principle for random Young towers driven by an ergodic system. In particular, we obtain the Wassertein convergence rate in the quenched invariance principle. As a key ingredient, we derive…

Dynamical Systems · Mathematics 2025-06-18 Zhenxin Liu , Benoit Saussol , Sandro Vaienti , Zhe Wang

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