Related papers: Invariant densities for random continued fractions
We establish the convergence of the densities of a sequence of nonlinear functionals of an underlying Gaussian process to the density of a Gamma distribution. The key idea of our work is a new density formula for random variables in the…
The density ratio of two probability distributions is one of the fundamental tools in mathematical and computational statistics and machine learning, and it has a variety of known applications. Therefore, density ratio estimation from…
Consider the zero set of the random power series f(z)=sum a_n z^n with i.i.d. complex Gaussian coefficients a_n. We show that these zeros form a determinantal process: more precisely, their joint intensity can be written as a minor of the…
We study the zeros of random power series with stationary complex Gaussian coefficients, whose spectral measure is absolutely continuous. We analyze the precise asymptotic behavior of the radial density of zeros near the boundary of the…
We study two classes of dynamical systems with holes: expanding maps of the interval and Collet-Eckmann maps with singularities. In both cases, we prove that there is a natural absolutely continuous conditionally invariant measure $\mu$…
This article deals with invariant manifolds for infinite dimensional random dynamical systems with different time scales. Such a random system is generated by a coupled system of fast-slow stochastic evolutionary equations. Under suitable…
We provide conditions which guarantee that ergodic measures are dense in the simplex of invariant probability measures of a dynamical system given by a continuous map acting on a Polish space. Using them we study generic properties of…
We give necessary and sufficient conditions to characterize the convergence in distribution of a sequence of arbitrary random variables to a probability distribution which is the invariant measure of a diffusion process. This class of…
We consider a complete metric space $(X,d)$ and a countable number of contractive mappings on $X$, $\mathcal{F}=\{F_i:i\in\mathbb N\}$. We show the existence of a {\em smallest} invariant set (with respect to inclusion) for $\mathcal{F}$.…
In this paper, we deal with random attractors for dynamical systems forced by a deterministic noise. These kind of systems are modeled as skew products where the dynamics of the forcing process are described by the base transformation.…
A class of piecewise affine hyperbolic maps on a bounded subset of the plane is considered. It is shown that if a map from this class is sufficiently area-expanding then almost surely this map has an absolutely continuous invariant measure.
We develop Bayesian models for density regression with emphasis on discrete outcomes. The problem of density regression is approached by considering methods for multivariate density estimation of mixed scale variables, and obtaining…
We derive conditions for a nonholonomic system subject to nonlinear constraints (obeying Chetaev's rule) to preserve a smooth volume form. When applied to affine constraints, these conditions dictate that a basic invariant density exists if…
We prove for the square Fibonacci Hamiltonian that the density of states measure is absolutely continuous for almost all pairs of small coupling constants. This is obtained from a new result we establish about the absolute continuity of…
We present a one-parameter family of continuous, piecewise affine, area preserving maps of the square, which are inspired by a dynamical system in game theory. Interested in the coexistence of stochastic and (quasi-)periodic behaviour, we…
We investigate the efficiency of several types of continued fraction expansions of a number in the unit interval using a generalization of Lochs theorem from 1964. Thus, we aimed to compare the efficiency by describing the rate at which the…
We consider vectors of random variables, obtained by restricting the length of the nodal set of Berry's random wave model to a finite collection of (possibly overlapping) smooth compact subsets of $\mathbb{R}^2$. Our main result shows that,…
We employ an extension of ergodic theory to the random setting to investigate the existence of random periodic solutions of random dynamical systems. Given that a random dynamical system has a dissipative structure, we proved that a random…
Let $\tau: I=[0, 1]\to [0, 1]$ be a piecewise convex map with countably infinite number of branches. In \cite{GIR}, the existence of absolutely continuous invariant measure (ACIM) $\mu$ for $\tau$ and the exactness of the system $(\tau,…
On the grounds of both widely known experimental and numerical data of the strain-rate tensor statistical properties in the fully developed incompressible turbulent flow and the integral transformations deduced in the article, some…