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In this paper, a study of random times on filtered probability spaces is undertaken. The main message is that, as long as distributional properties of optional processes up to the random time are involved, there is no loss of generality in…

Probability · Mathematics 2015-03-17 Constantinos Kardaras

In this article we study a piecewise linear discretization schemes for transfer operators (Perron-Frobenius operators) associated with interval maps. We show how these can be used to provide rigorous {\bf pointwise} approximations for…

Dynamical Systems · Mathematics 2010-08-04 Wael Bahsoun , Christopher Bose

In the last few decades, noise-induced large fluctuations and transition phenomena have garnered significant attention in a variety of scientific contexts. The concept of prehistory probability has been proposed within the framework of…

Probability · Mathematics 2026-03-10 Feng Zhao , Jinjie Zhu , Yang Li , Xianbin Liu , Dongping Jin

In 1990, Bertoin constructed a measure-valued Markov process in the framework of a Bessel process of dimension between 0 and 1. In the present paper, we represent this process in a space of interval partitions. We show that this is a member…

Probability · Mathematics 2020-06-08 Matthias Winkel

We introduce a novel technique to find the asymptotic time behaviour of deterministic systems exhibiting anomalous diffusion. The procedure is tested for various classes of simple but physically relevant 1-D maps and possible relevance of…

chao-dyn · Physics 2009-10-22 Roberto Artuso , Giulio Casati , Roberto Lombardi

In this article, we analyze three classes of time-reversal of a Markov process with Gaussian noise on a manifold. We first unveil a commutativity constraint for the most general of these time-reversals to be well defined. Then we give a…

Statistical Mechanics · Physics 2024-08-09 Jérémy O'Byrne , Michael E. Cates

For a certain parametrized family of maps on the circle with critical points and logarithmic singularities where derivatives blow up to infinity, we construct a positive measure set of parameters corresponding to maps which exhibit…

Dynamical Systems · Mathematics 2015-05-28 Hiroki Takahasi , Qiudong Wang

In this paper we consider random dynamical systems formed by concatenating maps acting on the unit interval $[0,1]$ in an iid fashion. Considered as a stationary Markov process, the random dynamical system possesses a unique stationary…

Dynamical Systems · Mathematics 2024-11-20 Romain Aimino , Matthew Nicol , Andrew Török

Properties of the phase space of the standard map with memory are investigated. This map was obtained from a kicked fractional differential equation. Depending on the value of the parameter of the map and the fractional order of the…

Chaotic Dynamics · Physics 2015-05-14 Mark Edelman , Vasily E. Tarasov

Slow-fast dynamics and resonant phenomena can be found in a wide range of physical systems, including problems of celestial mechanics, fluid mechanics, and charged particle dynamics. Important resonant effects that control transport in the…

Plasma Physics · Physics 2020-03-18 A. V. Artemyev , A. I. Neishtadt , A. A. Vasiliev

The singular values of a product of $M$ independent Ginibre matrices of size $N\times N$ form a determinantal point process. Near the soft edge, as both $M$ and $N$ go to infinity in such a way that $M/N\to \alpha$, $\alpha>0$, a scaling…

Probability · Mathematics 2021-12-21 Sergey Berezin , Eugene Strahov

We prove the global asymptotic equivalence between the experiments generated by the discrete (high frequency) or continuous observation of a path of a time inhomogeneous jump-diffusion process and a Gaussian white noise experiment. Here,…

Probability · Mathematics 2015-03-24 Ester Mariucci

In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson…

Statistics Theory · Mathematics 2007-08-07 Tucker McElroy , Dimitris N. Politis

We consider dissipative systems resulting from the Gaussian and $alpha$-stable noise perturbations of measure-preserving maps on the $d$ dimensional torus. We study the dissipation time scale and its physical implications as the noise level…

Dynamical Systems · Mathematics 2007-05-23 Albert Fannjiang , Lech Wolowski

We propose a mechanism which produces periodic variations of the degree of predictability in dynamical systems. It is shown that even in the absence of noise when the control parameter changes periodically in time, below and above the…

chao-dyn · Physics 2009-10-22 A. Crisanti , M. Falcioni , G. Paladin , A. Vulpiani

Selective withdrawal is a desired phenomenon in transferring oil from large caverns in US Strategic petroleum reserve, because entrainment of oil at the time during withdrawal poses a risk of contaminating the environment. In order to…

Fluid Dynamics · Physics 2021-12-17 Sabbir Hassan , C. Dalton McKeon , Darryl James

In search for mathematically tractable models of anomalous diffusion, we introduce a simple dynamical system consisting of a chain of coupled maps of the interval whose Lyapunov exponents vanish everywhere. The volume preserving property…

Mathematical Physics · Physics 2013-10-03 Lucia Salari , Lamberto Rondoni , Claudio Giberti

We investigate the dynamics of chaotic trajectories in simple yet physically important Hamiltonian systems with non-hierarchical borders between regular and chaotic regions with positive measures. We show that the stickiness to the border…

Chaotic Dynamics · Physics 2007-05-23 Eduardo G. Altmann , Adilson E. Motter , Holger Kantz

Time reversal of vast classes of phenomena has direct implications with predictability, causality and the second principle of thermodynamics. We analyze in detail time reversibility of a paradigmatic dissipative nonlinear dynamical system,…

Chaotic Dynamics · Physics 2023-06-26 Constantino Tsallis , Ernesto P. Borges

Rate-induced tipping is an instability that occurs in a system when its time-dependent rate parameter becomes larger than a threshold value. We investigate a Pearson diffusion process, a diffusion process having solutions staying in a…

Probability · Mathematics 2026-03-12 Hidekazu Yoshioka