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A probabilistic approach of computing geometric rate of convergence of stochastic processes is introduced in this paper. The goal is to quantitatively compute both upper and lower bounds of the exponential rate of convergence to the…

Dynamical Systems · Mathematics 2020-12-02 Yao Li , Shirou Wang

Recent molecular dynamics simulations show that a dilute relativistic gas equilibrates to a Juettner velocity distribution if ensemble velocities are measured simultaneously in the observer frame. The analysis of relativistic Brownian…

Statistical Mechanics · Physics 2013-02-04 David Cubero , Joern Dunkel

For a continuous map on the unit interval or circle, we define the bifurcation set to be the collection of those interval holes whose surviving set is sensitive to arbitrarily small changes of their position. By assuming a global…

Dynamical Systems · Mathematics 2019-03-14 Gabriel Fuhrmann , Maik Gröger , Alejandro Passeggi

Dynamical systems can display a plethora of ergodic and ergodicity breaking behaviors, ranging from simple periodicity to ergodicity and chaos. Here we report an unusual type of non-ergodic behavior in a many-body discrete-time dynamical…

Statistical Mechanics · Physics 2025-07-21 Yusuf Kasim , Tomaž Prosen

The long time behaviour of solutions to stochastic porous media equations on smooth bounded domains with Dirichlet boundary data is studied. Based on weighted $L^{1}$-estimates the existence and uniqueness of invariant measures with optimal…

Probability · Mathematics 2019-07-11 Konstantinos Dareiotis , Benjamin Gess , Pavlos Tsatsoulis

We consider perturbations of interval maps with indifferent fixed points, which we refer to as wobbly interval intermittent maps, for which stable laws for general H\"older observables fail. We obtain limit laws for such maps and H\"older…

Dynamical Systems · Mathematics 2020-11-24 Douglas Coates , Mark Holland , Dalia Terhesiu

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…

Statistical Mechanics · Physics 2015-04-28 Christoph Schultens , Andreas Schadschneider , Chikashi Arita

We develop and generalize the theory of extreme value for non-stationary stochastic processes, mostly by weakening the uniform mixing condition that was previously used in this setting. We apply our results to non-autonomous dynamical…

Dynamical Systems · Mathematics 2017-06-27 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Sandro Vaienti

We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh

We study the ergodicity of deterministic two-person zero-sum differential games. This property is defined by the uniform convergence to a constant of either the infinite-horizon discounted value as the discount factor tends to zero, or…

Optimization and Control · Mathematics 2020-01-08 Antoine Hochart

Monomial mappings, $x\mapsto x^n$, are topologically transitive and ergodic with respect to Haar measure on the unit circle in the complex plane. In this paper we obtain an anologous result for monomial dynamical systems over $p-$adic…

Dynamical Systems · Mathematics 2008-06-03 Matthias Gundlach , Andrei Khrennikov , Karl-Olof Lindahl

We prove that for a random walk on the real line whose increments have zero mean and are either integer-valued or spread out (i.e. the distributions of the steps of the walk are eventually non-singular), the Markov chain of overshoots above…

Probability · Mathematics 2019-05-14 Aleksandar Mijatović , Vladislav Vysotsky

This is a detailed analysis of invariant measures for one-dimensional dynamical systems with random switching. In particular, we prove smoothness of the invariant densities away from critical points and describe the asymptotics of the…

Dynamical Systems · Mathematics 2015-10-28 Yuri Bakhtin , Tobias Hurth , Jonathan C. Mattingly

The article presents a new perspective on the isomorphism problem for non-ergodic measure-preserving dynamical systems with discrete spectrum which is based on the connection between ergodic theory and topological dynamics constituted by…

Dynamical Systems · Mathematics 2018-01-08 Nikolai Edeko

We propose a random adaptation variant of time-varying distributed averaging dynamics in discrete time. We show that this leads to novel interpretations of fundamental concepts in distributed averaging, opinion dynamics, and distributed…

Optimization and Control · Mathematics 2022-06-28 Rohit Parasnis , Ashwin Verma , Massimo Franceschetti , Behrouz Touri

We investigate the convergence towards periodic orbits in discrete dynamical systems. We examine the probability that a randomly chosen point converges to a particular neighborhood of a periodic orbit in a fixed number of iterations, and we…

Dynamical Systems · Mathematics 2014-04-21 Jesús San Martín , Mason A. Porter

We consider an independent and identically distributed (i.i.d.) random dynamical system of simple linear transformations on the unit interval $T_{\beta}(x)=\beta x$ (mod $1$), $x\in[0,1]$, $\beta>0$, which are the so-called…

Dynamical Systems · Mathematics 2024-04-26 Shintaro Suzuki

This article is devoted to the study of the historic set of ergodic averages in some nonuniformly hyperbolic systems. In particular, our results hold for the robust classes of multidimensional nonuniformly expanding local diffeomorphisms…

Dynamical Systems · Mathematics 2014-05-15 Zheng Yin , Ercai Chen , Xiaoyao Zhou

Nearly-elastic model systems with one or two degrees of freedom are considered: the system is undergoing a small loss of energy in each collision with the "wall". We show that instabilities in this purely deterministic system lead to…

Probability · Mathematics 2012-08-31 Mark Freidlin , Wenqing Hu

Multistability, i.e. the coexistence of several attractors for a given set of system parameters is one of the most important phenomena occurring in dynamical systems. We consider it in velocity dynamics of a Brownian particle driven by…

Statistical Mechanics · Physics 2022-01-11 Jakub Spiechowicz , Peter Hänggi , Jerzy Łuczka