Related papers: Semi-deterministic processes with applications in …
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…
Stochastic processes of interacting particles with varying length are relevant e.g. for several biological applications. We try to explore what kind of new physical effects one can expect in such systems. As an example, we extend the…
Numerical simulations have shown that certain driven nonlinear systems can be characterized by mean-field statistical properties often associated with ergodic dynamics [C.D. Ferguson, W. Klein, and J.B. Rundle, Phys. Rev. E 60, 1359 (1999);…
The present note reviews recent results on resonances for one-dimensional quantum ergodic systems constrained to a large box. We restrict ourselves to one dimensional models in the discrete case. We consider two type of ergodic potentials…
In this work, we are concerned with existence and uniqueness of invariant measures for path-dependent random diffusions and their time discretizations. The random diffusion here means a diffusion process living in a random environment…
We study the long-term qualitative behavior of randomly perturbed dynamical systems. More specifically, we look at limit cycles of stochastic differential equations (SDE) with Markovian switching, in which the process switches at random…
In this paper we study the ergodic theory of a class of symbolic dynamical systems $(\O, T, \mu)$ where $T:{\O}\to \O$ the left shift transformation on $\O=\prod_0^\infty\{0,1\}$ and $\mu$ is a $\s$-finite $T$-invariant measure having the…
Any discrete quantum process is represented by a sequence of quantum channels. We consider ergodic quantum processes obtained by a map that takes the points along the trajectory of a discrete ergodic dynamical system to the space of quantum…
Markov decision processes (MDP) are a well-established model for sequential decision-making in the presence of probabilities. In robust MDP (RMDP), every action is associated with an uncertainty set of probability distributions, modelling…
We establish the existence and uniqueness of quasi-stationary and quasi-ergodic measures for almost surely absorbed discrete-time Markov chains under weak conditions. We obtain our results by exploiting Banach lattice properties of…
The Birkhoff Ergodic Theorem asserts under mild conditions that Birkhoff averages (i.e. time averages computed along a trajectory) converge to the space average. For sufficiently smooth systems, our small modification of numerical Birkhoff…
We endow the set of all invariant measures of a topological dynamical system with a metric $\bar{\rho}$, which induces a topology stronger than the the weak$^*$-topology. Then, we study the closedness of ergodic measures within a…
The first aim of this paper is to introduce a class of Markov chains on $\mathbb{Z}_+$ which are discrete self-similar in the sense that their semigroups satisfy an invariance property expressed in terms of a discrete random dilation…
The exact and semiclassical quantum mechanics of the elliptic billiard is investigated. The classical system is integrable and exhibits a separatrix, dividing the phasespace into regions of oscillatory and rotational motion. The classical…
We report an example of a many-body system, derived from the double kicked top (DKT), with non-chaotic yet mean-ergodic dynamics that displays \textit{strong} eigenstate thermalization hypothesis (ETH) in the quantum regime. The analysis…
For a dynamical system satisfying the approximate product property and asymptotically entropy expansiveness, we characterize a delicate structrue of the space of invariant measures: The ergodic measures of intermediate entropies and…
We use the Random Matrix Theory (RMT) to study the probability distribution function and moments of the wave power transmitted inside systems with ergodic wave motion. The results describe either open multichannel systems or their closed…
Non-reversible Markov chain Monte Carlo schemes based on piecewise deterministic Markov processes have been recently introduced in applied probability, automatic control, physics and statistics. Although these algorithms demonstrate…
We consider a process on $\mathbb{T}^2$, which consists of fast motion along the stream lines of an incompressible periodic vector field perturbed by white noise. It gives rise to a process on the graph naturally associated to the structure…
For a Markov chain $Y$ with values in a Polish space, consider the entrance Markov chain obtained by sampling $Y$ at the moments when it enters a fixed set $A$ from its complement $A^c$. Similarly, consider the exit Markov chain, obtained…