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We investigate the famous Tchentzov's projection density statistical estimation in order to deduce the exponential decreasing tail of distribution for the natural normalized deviation. We modify these estimations assuming the square…

Statistics Theory · Mathematics 2021-10-06 M. R. Formica , E. Ostrovsky , L. Sirota

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…

Dynamical Systems · Mathematics 2022-06-22 Weisheng Wu

We study the asymptotic behaviour of a real-valued diffusion whose non-regular drift is given as a sum of a dissipative term and a bounded measurable one. We prove that two trajectories of that diffusion converge a.s. to one another at an…

Probability · Mathematics 2020-11-23 Olga Aryasova , Andrey Pilipenko , Sylvie Roelly

We give conditions under which nonuniformly expanding maps exhibit lower bounds of polynomial type for the decay of correlations and for a large class of observables. We show that if the Lasota-Yorke type inequality for the transfer…

Dynamical Systems · Mathematics 2017-09-28 Huyi Hu , Sandro Vaienti

We obtain large and moderate deviation estimates, as well as concentration inequalities, for a class of nonuniformly expanding maps with stretched exponential decay of correlations. In the large deviation regime, we also exhibit examples…

Probability · Mathematics 2022-01-26 C Cuny , J Dedecker , F Merlevède

We study the spin-spin correlations in two distinct random critical XX spin-1/2 chain models via exact diagonalization. For the well-known case of uncorrelated random coupling constants, we study the non-universal numerical prefactors and…

Disordered Systems and Neural Networks · Physics 2020-01-29 João C. Getelina , José A. Hoyos

We consider random dynamical systems on manifolds modeled by a skew product which have certain geometric properties and whose measures satisfy quenched decay of correlations at a sufficient rate. We prove that the limiting distribution for…

Dynamical Systems · Mathematics 2019-10-03 Nicolai Haydn , Jerome Rousseau , Fan Yang

What limits how fast a Lyapunov function can decay under input bounds? We address this question by showing how the shape of Lyapunov comparison functions governs guaranteed decay for control affine systems. Using a windowed nominal…

Optimization and Control · Mathematics 2025-11-19 Shuyuan Fan , Guanru Pan , Herbert Werner

It is known that the eigenfunctions of a random Schr\"odinger operator on a strip decay exponentially, and that the rate of decay is not slower than prescribed by the slowest Lyapunov exponent. A variery of heuristic arguments suggest that…

Mathematical Physics · Physics 2022-11-18 Ilya Goldsheid , Sasha Sodin

We consider the statistical properties of a non-falling trajectory in the Whitney problem of an inverted pendulum excited by an external force. In the case when the external force is white noise, we recently found the instantaneous…

Statistical Mechanics · Physics 2020-10-28 Nikolai A. Stepanov , Mikhail A. Skvortsov

We derive sufficient conditions for asymptotic and monotone exponential decay in mean square of solutions of the geometric Brownian motion with delay. The conditions are written in terms of the parameters and are explicit for the case of…

Probability · Mathematics 2021-03-23 Jan Haskovec

For a family of random intermittent dynamical systems with a superattracting fixed point we prove that a phase transition occurs between the existence of an absolutely continuous invariant probability measure and infinite measure depending…

Dynamical Systems · Mathematics 2023-05-31 Charlene Kalle , Benthen Zeegers

We investigate the probability of observing a given pattern of $n$ rises and falls in a random stationary data series. The data are modelled as a sequence of $n+1$ independent and identically distributed random numbers. This probabilistic…

Statistical Mechanics · Physics 2014-04-29 J M Luck

We establish that over a C^{2,1} manifold the exponential map of any Lipschitz connection or spray determines a local Lipeomophism and that, furthermore, reversible convex normal neighborhoods do exist. To that end we use the method of…

Differential Geometry · Mathematics 2015-07-28 E. Minguzzi

Quantitative estimates for the top Lyapunov exponents for systems of stochastic reaction-diffusion equations are proven. The treatment includes reaction potentials with degenerate minima. The proof relies on an asymptotic expansion of the…

Probability · Mathematics 2022-07-21 B. Gess , P. Tsatsoulis

This is a survey of known results on estimating the principal Lyapunov exponent of a time-dependent linear differential equation possessing some monotonicity properties. Equations considered are mainly strongly cooperative systems of…

Dynamical Systems · Mathematics 2014-11-18 Janusz Mierczyński

In the first part of the article our subject of interest is a simple symmetric random walk on the integers which faces a random risk to be killed. This risk is described by random potentials, which in turn are defined by a sequence of…

Probability · Mathematics 2016-12-12 Gundelinde Wiegel

We prove that intersections and unions of independent random sets in finite spaces achieve a form of Lipschitz continuity. More precisely, given the distribution of a random set $\Xi$, the function mapping any random set distribution to the…

Other Statistics · Statistics 2020-03-03 John Klein

The Lyapunov exponents for Anderson localization are studied in a one dimensional disordered system. A random Gaussian potential with the power law decay $\sim 1/|x|^q$ of the correlation function is considered. The exponential growth of…

Statistical Mechanics · Physics 2015-05-13 Alexander Iomin

Given the discrete-time sequence of nonnegative random variables, general dependencies between the exponential convergence of the expectations, exponential convergence of the trajectories and the logarithmic growth of the corresponding…

Probability · Mathematics 2024-08-06 Dawid Tarłowski