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Dynamical ensembles have been introduced to study constrained stochastic processes. In the microcanonical ensemble, the value of a dynamical observable is constrained to a given value. In the canonical ensemble a bias is introduced in the…

Statistical Mechanics · Physics 2018-11-14 Hadrien Vroylandt , Gatien Verley

We consider the ergodicity and consensus problem for a discrete-time linear dynamic model driven by random stochastic matrices, which is equivalent to studying these concepts for the product of such matrices. Our focus is on the model where…

Optimization and Control · Mathematics 2011-09-13 Behrouz Touri , Angelia Nedi'c

We study the phenomenon of weak ergodicity breaking for a class of globally correlated random walk dynamics defined over a finite set of states. The persistence in a given state or the transition to another one depends on the whole previous…

Statistical Mechanics · Physics 2016-12-28 Adrian A. Budini

This note discusses dynamical systems-systems that evolve through time. We start with two contemporary examples illustrating the qualitative and the quantitative behavior of dynamical systems. These are two broad categories, usually called…

Dynamical Systems · Mathematics 2023-08-25 Matthew Foreman

We give a criterion to determine the large deviation rate functions for abstract dynamical systems on towers. As an application of this criterion we show the level 2 large deviation principle for some class of smooth interval maps with…

Dynamical Systems · Mathematics 2008-01-17 Yong Moo Chung

Recent results in control systems and numerical integration literature utilize invariant set theory to lift dynamical systems evolving on nonlinear manifolds to those evolving on vector spaces. We leverage this technique to propose an…

Optimization and Control · Mathematics 2022-08-09 Siddharth H. Nair

We consider a non-autonomous ordinary differential equation on a smooth manifold, with right-hand side that randomly switches between the elements of a finite family of smooth vector fields. For the resulting random dynamical system, we…

Dynamical Systems · Mathematics 2018-11-26 Yuri Bakhtin , Tobias Hurth

We consider the dynamics of an arbitrary quantum system coupled to a large arbitrary and fully quantum mechanical environment through a random interaction. We establish analytically and check numerically the typicality of this dynamics, in…

Quantum Physics · Physics 2017-07-26 Grégoire Ithier , Florent Benaych-Georges

We discuss the condition for the validity of equilibrium quantum statistical mechanics in the light of recent developments in the understanding of classical and quantum chaotic motion. In particular, the ergodicity parameter is shown to…

Statistical Mechanics · Physics 2007-05-23 Giulio Casati

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

This paper considers the egodicity properties in iterated function systems. First, we will introduce chain mixing and chain transitive iterated function systems then some results and examples are presented to compare with these notions in…

Dynamical Systems · Mathematics 2016-12-20 Mehdi Fatehi Nia

This work's purpose is to understand the dynamics of some social systems whose properties can be captured by certain iterated function systems. To achieve this intension, we start from the theory of iterated function systems, and then we…

General Finance · Quantitative Finance 2016-09-20 Shilei Wang

The numerical integration of the Nose-Hoover dynamics gives a deterministic method that is used to sample the canonical Gibbs measure. The Nose-Hoover dynamics extends the physical Hamiltonian dynamics by the addition of a "thermostat"…

Dynamical Systems · Mathematics 2015-05-13 Frederic Legoll , Mitchell Luskin , Richard Moeckel

We study the inverse problem of deducing the dynamical characteristics (such as the potential field) of large systems from kinematic observations. We show that, for a class of steady-state systems, the solution is unique even with…

Astrophysics · Physics 2008-11-14 Mikko Kaasalainen

There is studied an invariant measure structure of a class of ergodicl discrete dynamical systems by means of the measure generating function method

Dynamical Systems · Mathematics 2007-05-23 Anatoliy K. Prykarpatsky

In this paper we study ergodicity and mixing property of some measure preserving transformations on the Wiener space (W,H,\mu) which are generated by some random unitary operators defined on the Cameron-Martin space H.

Probability · Mathematics 2007-05-23 A. S. Ustunel , M. Zakai

We study the ergodic behaviour of a discrete-time process $X$ which is a Markov chain in a stationary random environment. The laws of $X_t$ are shown to converge to a limiting law in (weighted) total variation distance as $t\to\infty$.…

Probability · Mathematics 2019-07-29 Balazs Gerencser , Miklos Rasonyi

The examples of rhythmical signals with variable period are considered. The definition of periodic function with the variable period is given as a model of such signals. The examples of such functions are given and their variable periods…

General Mathematics · Mathematics 2010-06-15 M. V Pryjmak

Dynamical systems at the edge of chaos, which have been considered as models of self-organization phenomena, are marked by their ability to perform nontrivial computations. To distinguish them from systems with limited computing power, we…

chao-dyn · Physics 2008-02-03 Petr Kurka

The object of this paper is twofold. From one side we study the dichotomy, in terms of the Extremal Index of the possible Extreme Value Laws, when the rare events are centred around periodic or non periodic points. Then we build a general…

Dynamical Systems · Mathematics 2016-03-24 Hale Aytaç , Jorge Milhazes Freitas , Sandro Vaienti
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