Related papers: Markov processes associated to fractal branch grou…
We build a Markov partition of the Feigenbaum dynamical plane, and a system of "external rays", which are invariant under rescaling. Applications to geometry of the Feigenbaum map are given.
This paper considers the problem of defining distributions over graphical structures. We propose an extension of the hyper Markov properties of Dawid and Lauritzen [Ann. Statist. 21 (1993) 1272-1317], which we term structural Markov…
We prove a structural result for measure preserving systems naturally associated with any finite collection of multiplicative functions that take values on the complex unit disc. We show that these systems have no irrational spectrum and…
Finite stochastic Markov models play a major role for modelling biochemical pathways. Such models are a coarse-grained description of the underlying microscopic dynamics and can be considered mesoscopic. The level of coarse-graining is to a…
We observe the continuous-time Markov Branching Process without high-order moments and allowing Immigration. Limit properties of transition functions and their convergence to invariant measures are investigated. Main mathematical tool is…
In the context of Markov evolution, we present two original approaches to obtain Generalized Fluctuation-Dissipation Theorems (GFDT), by using the language of stochastic derivatives and by using a family of exponential martingales…
The recent study by B. De Bruyne, S. N. Majumdar, H. Orland and G. Schehr [arXiv:2110.07573], concerning the conditioning of the Brownian motion and of random walks on global dynamical constraints over a finite time-window $T$, is…
In this paper, by using a characterization of functions having fractional derivative, we propose a rigorous fractional Lyapunov function candidate method to analyze stability of fractional-order nonlinear systems. First, we prove an…
We describe in this survey several results relating Fractal Geometry, Dynamical Systems and Diophantine Approximations, including a description of recent results related to geometrical properties of the classical Markov and Lagrange spectra…
We continue development of the theory of Markov systems initiated in \cite{Wer1}. In this paper, we introduce fundamental Markov systems associated with random dynamical systems and show that the proof of the uniqueness and empiricalness of…
We study properties of a subclass of Markov processes that have all moments that are continuous functions of the time parameter and more importantly are characterized by the property that say their $n-$th conditional moment given the past…
We study the local regularity and multifractal nature of the sample paths of jump diffusion processes, which are solutions to a class of stochastic differential equations with jumps. This article extends the recent work of Barral {\it et…
This work deals with the dynamics of a class of stochastic dynamical systems with a multiplicative non-Gaussian Levy noise. We first establish the existence of stable and unstable foliations for this system via the Lyapunov-Perron method.…
We introduce the analogue of Dunkl processes in the case of an affine root system of type $\widetilde{\text{A}}_1$. The construction of the affine Dunkl process is achieved by a skew-product decomposition by means of its radial part and a…
Pointwise convergence of spherical averages is proved for a measure-preserving action of a Fuchsian group. The proof is based on a new variant of the Bowen-Series symbolic coding for Fuchsian groups that, developing a method introduced by…
In this paper we derive intertwining relations for a broad class of conservative particle systems both in discrete and continuous setting. Using the language of point process theory, we are able to derive a natural framework in which…
We introduce an algorithm for generating a random sequence of fragmentation trees, which we call the ancestral branching algorithm. This algorithm builds on the recursive partitioning structure of a tree and gives rise to an associated…
We study the dynamics of a family of continued fraction maps parametrized by the unit interval. This family contains as special instances the Gauss continued fraction map and the Fibonacci map. We determine the transfer operators of these…
We consider linear dynamical systems with a structure of a multigraph. The vertices are associated to linear spaces and the edges correspond to linear maps between those spaces. We analyse the asymptotic growth of trajectories (associated…
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…