Related papers: Invariant densities for random continued fractions
We study the estimation of the invariant density of additive fractional stochastic differential equations with Hurst parameter $H \in (0,1)$. We first focus on continuous observations and develop a kernel-based estimator achieving faster…
Recently Raayoni et al. announced various conjectures on continued fractions of fundamental constants automatically generated with machine learning techniques. In this paper we prove some of their stated conjectures for Euler number $e$ and…
We study dynamical systems forced by a combination of random and deterministic noise and provide criteria, in terms of Lyapunov exponents, for the existence of random attractors with continuous structure in the fibres. For this purpose, we…
The notion of $\ast$-measure on a compact Hausdorff space can be defined for arbitrary continuous triangular norm $\ast$. The well-known Hutchinson-Barnsley theory deals with the iterated function systems (IFSs) of probability measures and…
We construct an absolutely normal number whose continued fraction expansion is normal in the sense that it contains all finite patterns of partial quotients with the expected asymptotic frequency as given by the Gauss-Kuzmin measure. The…
A general construction for $\sigma-$finite absolutely continuous invariant measure will be presented. It will be shown that the local bounded distortion of the Radon-Nykodym derivatives of $f^n_*(\lambda)$ will imply the existence of a…
The problem of existence and uniqueness of absolutely continuous invariant measures for a class of piecewise deterministic Markov processes is investigated using the theory of substochastic semigroups obtained through the Kato--Voigt…
We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…
We study classical continuous systems with singular distributions of velocities. Radon measures with the infinite mass give these distributions. Positions of particles in such systems are no longer usual configurations in the location…
We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…
We study periodic points and finitely supported invariant measures for continuous semigroup actions. Introducing suitable notions of periodicity in both topological and measure-theoretical contexts, we analyze the space of invariant Borel…
We consider some classes of piecewise expanding maps in finite dimensional spaces having invariant probability measures which are absolutely continuous with respect to Lebesgue measure. We derive an entropy formula for such measures and,…
We develop a family of infinite-dimensional (non-parametric) manifolds of probability measures. The latter are defined on underlying Banach spaces, and have densities of class $C_b^k$ with respect to appropriate reference measures. The case…
We study the absolute continuity with respect to the Lebesgue measure of the distribution of the nodal volume associated with a smooth, non-degenerated and stationary Gaussian field $(f(x), {x \in \mathbb R^d})$. Under mild conditions, we…
We give continued fraction expansions of the generating functions of Bernoulli numbers, Cauchy numbers, Euler numbers, harmonic numbers, and their generalized or related numbers. In particular, we focus on explicit forms of the convergents…
In this paper we study systems of $N$ uniformly expanding coupled maps when $N$ is finite but large. We introduce self-consistent transfer operators that approximate the evolution of measures under the dynamics, and quantify this…
Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining…
Lie-Poisson structure of the Lorenz'63 system gives a physical insight on its dynamical and statistical behavior considering the evolution of the associated Casimir functions. We study the invariant density and other recurrence features of…
We prove the existence of Sinai-Ruelle-Bowen measures for a class of $C^2$ self-mappings of a rectangle with unbounded derivatives. The results can be regarded as a generalization of a well-known one dimensional Folklore Theorem on the…
In this paper we define distance expanding random dynamical systems. We develop the appropriate thermodynamic formalism of such systems. We obtain in particular the existence and uniqueness of invariant Gibbs states, the appropriate…