Related papers: Dual Seminorms, Ergodic Coefficients and Semicontr…
In many experimental situations, a physical system undergoes stochastic evolution which may be described via random maps between two compact spaces. In the current work, we study the applicability of large deviations theory to time-averaged…
We consider skew-products with concave interval fiber maps over a certain subshift obtained as the projection of orbits staying in a given region. It generates a new type of (essentially) coded shift. The fiber maps have expanding and…
Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…
The quantitative long time behavior of absorbing, finite, irreducible Markov processes is considered. Via Doob transforms, it is shown that only the knowledge of the ratio of the values of the underlying first Dirichlet eigenvector is…
We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…
In this two-part paper, we consider multicomponent systems in which each component can iteratively exchange information with other components in its neighborhood in order to compute, in a distributed fashion, the average of the components'…
This paper introduces ergodic-risk criteria, which capture long-term cumulative risks associated with controlled Markov chains through probabilistic limit theorems--in contrast to existing methods that require assumptions of either finite…
We consider a broad class of dynamic programming (DP) problems that involve a partially linear structure and some positivity properties in their system equation and cost function. We address deterministic and stochastic problems, possibly…
Equidistribution of the orbits of points, subvarieties or of periodic points in complex dynamics is a fundamental problem. It is often related to strong ergodic properties of the dynamical system and to a deep understanding of analytic…
We develop an approach to time-consistent risk evaluation of continuous-time processes in Markov systems. Our analysis is based on dual representation of coherent risk measures, differentiability concepts for multivalued mappings, and a…
The collective properties of small material systems considered as semidynamical systems revealing the Markov-type irreversible evolution, are investigated. It is shown that these material systems admit their treatment as thermodynamic…
We develop a method of driving a Markov processes through a continuous flow. In particular, at the level of the transition functions we investigate an approach of adding a first order operator to the generator of a Markov process, when the…
We present a new method of analysis of measure-preserving dynamical systems, based on frequency analysis and ergodic theory, which extends our earlier work [1]. Our method employs the novel concept of harmonic time average [2], and is…
For over 30 years, mode-coupling theory (MCT) has been the de facto theoretic description of dense fluids and the liquid-glass transition. MCT, however, is limited by its ad hoc construction and lacks a mechanism to institute corrections.…
This thesis addresses the question of stability of systems defined by differential equations which contain nonlinearity and delay. In particular, we analyze the stability of a well-known delayed nonlinear implementation of a certain…
We give properties of strict pseudocontractions and demicontractions defined on a Hilbert space, which constitute wide classes of operators that arise in iterative methods for solving fixed point problems. In particular, we give necessary…
We consider a class of semi-Markov processes (SMP) such that the embedded discrete time Markov chain may be non-homogeneous. The corresponding augmented processes are represented as semi-martingales using stochastic integral equation…
We provide deficit estimates for Nelson's hypercontractivity inequality, the logarithmic Sobolev inequality, and Talagrand's transportation cost inequality under the restriction that the inputs are semi-log-subharmonic, semi-log-convex, or…
The paper studies the relationship between diffraction and dynamics for uniformly discrete ergodic point processes in real spaces. This relationship takes the form of an isometric embedding of two L^2 spaces. Diffraction (or equivalently…
For stochastic $C_0$-semigroups on $L^1$-spaces there is wealth of results that show strong convergence to an equilibrium as $t \to \infty$, given that the semigroup contains a partial integral operator. This has plenty of applications to…