Related papers: Uniform estimates for random matrix products and a…
We study the asymptotic probability that a random walk with heavy-tailed increments crosses a high boundary on a random time interval. We use new techniques to extend results of Asmussen [Ann. Appl. Probab. 8 (1998) 354-374] to completely…
In this paper, we consider certain partially hyperbolic diffeomorphisms with center of arbitrary dimension and obtain continuity properties of the topological entropy under $C^1$ perturbations. The systems considered have subexponential…
Persistent homology is a cornerstone of topological data analysis, offering a multiscale summary of topology with robustness to nuisance transformations, such as rotations and small deformations. Persistent homology has seen broad use…
We discuss recurrence and ergodicity properties of random walks and associated skew products for large classes of locally compact groups and homogeneous spaces. In particular we show that a closed subgroup of a product of finitely many…
We consider weighted graphs satisfying sub-Gaussian estimate for the natural random walk. On such graphs, we study symmetric Markov chains with heavy tailed jumps. We establish a threshold behavior of such Markov chains when the index…
Analyticity and other properties of the largest or smallest Lyapunov exponent of a product of real matrices with a "cone property" are studied as functions of the matrices entries, as long as they vary without destroying the cone property.…
Feynman-Kac semigroups appear in various areas of mathematics: non-linear filtering, large deviations theory, spectral analysis of Schrodinger operators among others. Their long time behavior provides important information, for example in…
The study of the dynamics of an holomorphic map near a fixed point is a central topic in complex dynamical systems. In this paper we will consider the corresponding random setting: given a probability measure $\nu$ with compact support on…
We study the spectral properties of a class of random matrices where the matrix elements depend exponentially on the distance between uniformly and randomly distributed points. This model arises naturally in various physical contexts, such…
We address the construction of stable random matrix ensembles as the generalization of the stable random variables (Levy distributions). With a simple method we derive the Cauchy case, which is known to have remarkable properties. These…
Random walks on graphs are a fundamental concept in graph theory and play a crucial role in solving a wide range of theoretical and applied problems in discrete math, probability, theoretical computer science, network science, and machine…
This paper shows the convergence of adele-valued random walks to an adelic L\'evy process under scaling limits. We use random walks on the $p$-adic numbers to construct random walks initially on the infinite product space, and use survival…
Recently, many machine learning optimizers have been analysed considering them as the asymptotic limit of some differential equations when the step size goes to zero. In other words, the optimizers can be seen as a finite difference scheme…
We review results on linearly edge-reinforced random walks. On finite graphs, the process has the same distribution as a mixture of reversible Markov chains. This has applications in Bayesian statistics and it has been used in studying the…
Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining…
Our model is a constrained homogeneous random walk in a nonnegative orthant Z_+^d. The convergence to stationarity for such a random walk can often be checked by constructing a Lyapunov function. The same Lyapunov function can also be used…
The paper develops one-parametric family of the sand-piles dealing with the grains' local losses on the fixed amount. The family exhibits the crossover between the models with deterministic and stochastic relaxation. The mean height of the…
We develop a general geometric method to establish the existence of positive Lyapunov exponents for a class of skew products. The technique is applied to show non-uniform hyperbolicity of some conservative partially hyperbolic…
We devise an abstract, modular scheme to prove continuity of the Lyapunov exponents for a general class of linear cocycles. The main assumption is the availability of appropriate large deviation type (LDT) estimates which are uniform in the…
This paper addresses the stability analysis of infinite-dimensional sampled-data systems under unbounded perturbations. We present two classes of unbounded perturbations preserving the exponential stability of sampled-data systems. To this…