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We consider a stochastic conservation law on the line with solution-dependent diffusivity, a super-linear, sub-quadratic Hamiltonian, and smooth, spatially-homogeneous kick-type random forcing. We show that this Markov process admits a…

Probability · Mathematics 2023-08-29 Theodore D. Drivas , Alexander Dunlap , Cole Graham , Joonhyun La , Lenya Ryzhik

In \cite{Miller-Akin1999}, Miller and Akin investigated the invariant measures for correspondences, which are also known as upper semi-continuous set-valued maps. Recently, the variational principle and thermodynamic formalism for forward…

Dynamical Systems · Mathematics 2025-12-18 Yu Zhang , Yujun Zhu

The Markovian evolution of an open quantum system is characterized by a positive entropy production, while the global entropy gets redistributed between the system and the environment degrees of freedom. Starting from these premises, we…

We prove a large deviation principle for the point process associated to $k$-element connected components in $\mathbb R^d$ with respect to the connectivity radii $r_n\to\infty$. The random points are generated from a homogeneous Poisson…

Probability · Mathematics 2022-10-19 Christian Hirsch , Takashi Owada

We prove the invariance of the Gibbs measure under the dynamics of the three-dimensional cubic wave equation, which is also known as the hyperbolic $\Phi^4_3$-model. This result is the hyperbolic counterpart to seminal works on the…

Analysis of PDEs · Mathematics 2022-06-23 Bjoern Bringmann , Yu Deng , Andrea R. Nahmod , Haitian Yue

In a classical problem for the stopping of a diffusion process $(X_t)_{t \geq 0}$, where the goal is to maximise the expected discounted value of a function of the stopped process ${\mathbb E}^x[e^{-\beta \tau}g(X_\tau)]$, maximisation…

Probability · Mathematics 2020-04-27 David Hobson

Consider a random permutation of $\{1, \ldots, \lfloor n^{t_2}\rfloor\}$ drawn according to the Ewens measure with parameter $t_1$ and let $K(n, t)$ denote the number of its cycles, where $t\equiv (t_1, t_2)\in\mathbb [0, 1]^2$. Next,…

Probability · Mathematics 2019-06-18 Helmut H. Pitters , Philip Weissmann

We prove an LDP for the empirical measure of complex zeros of a Gaussian random complex polynomial of degree N of one variable as N tends to infinity. The Gaussian measure is induced by an inner product defined by a smooth weight (Hermitian…

Probability · Mathematics 2011-01-04 O. Zeitouni , S. Zelditch

In this paper, we are concerned with long-time behavior of Euler-Maruyama schemes associated with a range of regime-switching diffusion processes. The key contributions of this paper lie in that existence and uniqueness of numerical…

Probability · Mathematics 2014-09-24 Jianhai Bao , Jinghai Shao , Chenggui Yuan

We investigate ergodic-theoretical quantities and large deviation properties of one-dimensional intermittent maps, that have not only an indifferent fixed point but also a singular structure such that the uniform measure is invariant under…

Chaotic Dynamics · Physics 2015-06-18 Soya Shinkai , Yoji Aizawa

We consider infinite weighted graphs $G$, i.e., sets of vertices $V$, and edges $E$ assumed countable infinite. An assignment of weights is a positive symmetric function $c$ on $E$ (the edge-set), conductance. From this, one naturally…

Functional Analysis · Mathematics 2015-02-25 Palle Jorgensen , Feng Tian

We prove that any C^{1+} transformation, possibly with a (non-flat) critical or singular region, admits an invariant probability measure absolutely continuous with respect to any expanding measure whose Jacobian satisfies a mild distortion…

Dynamical Systems · Mathematics 2008-11-18 Vilton Pinheiro

We present high-resolution thermal diffusivity measurements on several near optimally doped electron- and hole-doped cuprate systems in a temperature range that passes through the Mott-Ioffe-Regel limit, above which the quasiparticle…

Strongly Correlated Electrons · Physics 2020-01-01 Jiecheng Zhang , Erik D. Kountz , Eli M. Levenson-Falk , Dojoon Song , Richard L. Greene , Aharon Kapitulnik

Representations of branching Markov processes and their measure-valued limits in terms of countable systems of particles are constructed for models with spatially varying birth and death rates. Each particle has a location and a "level,"…

Probability · Mathematics 2011-04-11 Thomas G. Kurtz , Eliane R. Rodrigues

We consider a problem of estimation for the telegrapher's process on the line, say X(t), driven by a Poisson process with non constant rate. It turns out that the finite-dimensional law of the process X(t) is a solution to the telegraph…

Probability · Mathematics 2007-06-13 Stefano M. Iacus

We consider a diffusion $(\xi_t)_{t\ge 0}$ with some $T$-periodic time dependent input term contained in the drift: under an unknown parameter $\vth\in\Theta$, some discontinuity - an additional periodic signal - occurs at times…

Statistics Theory · Mathematics 2010-03-18 Reinhard Hoepfner , Yury Kutoyants

We investigate the dynamic behavior of spin reversal events in the dilute Ising model, focusing on the influence of static disorder introduced by pinned spins. Our Monte Carlo simulations reveal that in a homogeneous, defect-free system,…

Statistical Mechanics · Physics 2025-03-07 Federico Ettori , Timothy J. Sluckin , Paolo Biscari

The behaviour of the mean Euler-Poincar\'{e} characteristic and mean Betti's numbers in the Ising model with arbitrary spin on $\mathbbm{Z}^2$ as functions of the temperature is investigated through intensive Monte Carlo simulations. We…

Statistical Mechanics · Physics 2009-11-11 Philippe Blanchard , Christophe Dobrovolny , Daniel Gandolfo , Jean Ruiz

We draw relationships between the generalized data processing theorems of Zakai and Ziv (1973 and 1975) and the dynamical version of the second law of thermodynamics, a.k.a. the Boltzmann H-Theorem, which asserts that the Shannon entropy,…

Information Theory · Computer Science 2016-11-15 Neri Merhav

It is well known that real measures on the circle are characterized by their Herglotz transform, an analytic function in the unit disc. Invariance of the measure under N-multiplication translates into a functional equation for the Herglotz…

Dynamical Systems · Mathematics 2011-11-29 Christopher Deninger
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