Related papers: Stable laws for random dynamical systems
This paper studies a class of random nonlinear systems with time-varying delay, in which the $r$-order moment ($r\geq1$) of the random disturbance is finite. Firstly, some general conditions are proposed to guarantee the existence and…
We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps…
In this paper, we investigate the asymptotic behaviors of the solutions of nonlinear dynamic systems nearby an equilibrium point, when the nominal parts are subject to non necessarily small perturbations. We show that, under some estimates…
A broad range of nonlinear processes over networks are governed by threshold dynamics. So far, existing mathematical theory characterizing the behavior of such systems has largely been concerned with the case where the thresholds are…
We prove a complete class theorem that characterizes \emph{all} stationary time reversible Markov processes whose finite dimensional marginal distributions (of all orders) are infinitely divisible. Aside from two degenerate cases (iid and…
In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…
We present a linear stability analysis of stationary states (or fixed points) in large dynamical systems defined on random directed graphs with a prescribed distribution of indegrees and outdegrees. We obtain two remarkable results for such…
On a measure theoretical dynamical system with spectral gap property we consider non-integrable observables with regularly varying tails and fulfilling a mild mixing condition. We show that the normed trimmed sum process of these…
The steady states of dynamical processes can exhibit stable nontrivial phases, which can also serve as fault-tolerant classical or quantum memories. For Markovian quantum (classical) dynamics, these steady states are extremal eigenvectors…
In this article we show that a large class of infinite measure preserving dynamical systems that do not admit physical measures nevertheless exhibit strong statistical properties. In particular, we give sufficient conditions for existence…
We study non-stationary stochastic processes arising from sequential dynamical systems built on maps with a neutral fixed points and prove the existence of Extreme Value Laws for such processes. We use an approach developed in \cite{FFV16},…
A semi-classical non-Hamiltonian model of a spontaneous collapse of unstable quantum system is given. The time evolution of the system becomes non-Hamiltonian at random instants of transition of pure states to reduced ones, given by a…
For some discretely observed path of oscillating Brownian motion with level of self-organized criticality $\rho_0$, we prove in the infill asymptotics that the MLE is $n$-consistent, where $n$ denotes the sample size, and derive its limit…
We study independent and identically distributed random iterations of continuous maps defined on a connected closed subset $S$ of the Euclidean space $\mathbb{R}^{k}$. We assume the maps are monotone (with respect to a suitable partial…
We study the emergence of typicality in classical systems with a large number of binary state variables. We show analytically that for sufficiently large subsets of the complete state space, state functions which can be associated with…
Symmetric matrix-valued dynamical systems are an important class of systems that can describe important processes such as covariance/second-order moment processes, or processes on manifolds and Lie Groups. We address here the case of…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
This paper concerns piecewise-smooth maps on $\mathbb{R}^d$ that are continuous but not differentiable on switching manifolds (where the functional form of the map changes). The stability of fixed points on switching manifolds is…
This paper studies limit measures of stationary measures of stochastic ordinary differential equations on the Euclidean space and tries to determine which invariant measures of an unperturbed system will survive. Under the assumption for…
In this paper we investigate the action of self-consistent transfer operators (STOs) on Birkhoff cones and give sufficient conditions for stability of their fixed points. Our approach relies on the order preservation properties of STOs that…