Related papers: Integral representation of Lyapunov exponents
This paper concerns singular perturbation problems where the dynamics of the fast variable evolve in the whole space according to an operator whose infinitesimal generator is formed by a Grushin type second order part and a…
We consider a robust asymptotic growth problem under model uncertainty in the presence of stochastic factors. We fix two inputs representing the instantaneous covariance for the asset price process $X$, which depends on an additional…
Recent work on mutation-selection models has revealed that, under specific assumptions on the fitness function and the mutation rates, asymptotic estimates for the leading eigenvalue of the mutation-reproduction matrix may be obtained…
We prove exponential convergence to the invariant measure, in the total variation norm, for solutions of SDEs driven by $\alpha$-stable noises in finite and in infinite dimensions. Two approaches are used. The first one is based on Harris…
We consider covariance asymptotics for linear statistics of general stationary random measures in terms of their truncated pair correlation measure. We give exact infinite series-expansion formulas for covariance of smooth statistics of…
Regular and singular parts of asymptotic expansions of semi-Markov random evolutions are given. Regularity of boundary conditions is shown. An algorithm for calculation of initial conditions is proposed.
In this manuscript, we consider finitely many maps, all of which are defined on a smooth compact measure space, with at least one map in the collection having degree strictly bigger than 1. Working with random dynamics generated by this…
We study the asymptotic behavior of the trajectory of a nonautonomous evolution equation governed by a quasi-nonexpansive operator in Hilbert spaces. We prove the weak convergence of the trajectory to a fixed point of the operator by…
We study the asymptotic behavior of continuous-time, time-inhomogeneous Markovian quantum dynamics in a stationary random environment. Under mild faithfulness and eventually positivity-improving assumptions, the normalized evolution…
Localization of wave functions in disordered systems can be characterized by the Lyapunov exponent, which is zero in the extended phase and nonzero in the localized phase. Previous studies have shown that this exponent is an analytic…
This paper studies the exponential stability of random matrix products driven by a general (possibly unbounded) state space Markov chain. It is a cornerstone in the analysis of stochastic algorithms in machine learning (e.g. for parameter…
In the present paper we consider Laplace deconvolution for discrete noisy data observed on the interval whose length may increase with a sample size. Although this problem arises in a variety of applications, to the best of our knowledge,…
A deep analysis of the Lyapunov exponents, for stationary sequence of matrices going back to Furstenberg, for more general linear cocycles by Ledrappier and generalized to the context of non-linear cocycles by Avila and Viana, gives an…
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…
A parameter estimation problem is considered for a diagonaliazable stochastic evolution equation using a finite number of the Fourier coefficients of the solution. The equation is driven by additive noise that is white in space and…
We study the amount of nonhyperbolicity within a broad class of (nonhyperbolic) partially hyperbolic diffeomorphisms with a one-dimensional center. For that, we focus on the center Lyapunov exponent and the entropy of its level sets. We…
In this study, we develop an asymptotic theory of nonparametric regression for locally stationary random fields (LSRFs) $\{{\bf X}_{{\bf s}, A_{n}}: {\bf s} \in R_{n} \}$ in $\mathbb{R}^{p}$ observed at irregularly spaced locations in…
We calculate the Lyapunov exponents describing spatial clustering of particles advected in one- and two-dimensional random velocity fields at finite Kubo numbers Ku (a dimensionless parameter characterising the correlation time of the…
We present an analytical-numerical method providing robust upper estimates for the topological entropy or, more generally, uniform volume growth exponents of differentiable mappings. By introducing varying metrics, we simplify the analysis…
The predictability problem in the inverse energy cascade of two-dimensional turbulence is addressed by means of high resolution direct numerical simulations. The analysis is done in terms of the finite size Lyapunov exponent (FSLE) which is…