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Related papers: Return time statistics via inducing

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We study discrete-time random walks on arbitrary networks with first-passage resetting processes. To the end, a set of nodes are chosen as observable nodes, and the walker is reset instantaneously to a given resetting node whenever it hits…

Statistical Mechanics · Physics 2021-06-30 Feng Huang , Hanshuang Chen

For chaotic classical systems, the distribution of return times to a small region of phase space is universal. We propose a simple tool to investigate multiple returns in quantum systems. Numerical evidence for the baker map and kicked top…

Quantum Physics · Physics 2009-11-07 M. Fannes , P. Spincemaille

Traditional statistical estimation, or statistical inference in general, is static, in the sense that the estimate of the quantity of interest does not change the future evolution of the quantity. In some sequential estimation problems…

Machine Learning · Computer Science 2021-12-01 Aolin Xu

Considering deterministic classical lattice systems with continuous variables, we show that, if the initial conditions are sampled according to a probability distribution in which the dynamical variables are statistically independent, the…

Statistical Mechanics · Physics 2025-10-29 Nicolas Nessi , Peter Reimann

For piecewise expanding one-dimensional maps without periodic turning points we prove that isolated eigenvalues of small (random) perturbations of these maps are close to isolated eigenvalues of the unperturbed system. (Here ``eigenvalue''…

chao-dyn · Physics 2009-10-30 Michael Blank , Gerhard Keller

A proposal for a calculational program in fluid turbulence is presented. It is proposed that the fluid probability density functional has an attractor for its time-evolution, just as the dynamical system itself has. The evolution of the…

Fluid Dynamics · Physics 2007-05-23 Edsel A. Ammons

A relevant problem in dynamics is to characterize how deterministic systems may exhibit features typically associated to stochastic processes. A widely studied example is the study of (normal or anomalous) transport properties for…

Chaotic Dynamics · Physics 2023-02-15 Roberto Artuso , Tulio M. de Oliveira , Cesar Manchein

We apply round-off to planar rotations, obtaining a one-parameter family of invertible maps of a two-dimensional lattice. As the angle of rotation approaches pi/2, the fourth iterate of the map produces piecewise-rectilinear motion, which…

Dynamical Systems · Mathematics 2015-06-19 Heather Reeve-Black , Franco Vivaldi

We introduce a new restarting scheme for a continuous inertial dynamics with Hessian driven-damping, and establish a linear convergence rate for the function values along the restarted trajectories. The proposed routine is implemented…

Optimization and Control · Mathematics 2026-04-13 Juan José Maulén , Huiyuan Guo , Juan Peypouquet

We study dynamics and bifurcations of two-dimensional reversible maps having non-transversal heteroclinic cycles containing symmetric saddle periodic points. We consider one-parameter families of reversible maps unfolding generally the…

Dynamical Systems · Mathematics 2015-06-03 A. Delshams , S. V. Gonchenko , V. S. Gonchenko , J. T. Lázaro , O. Sten'kin

The entropic sampling dynamics based on the reversible information transfer to and from the environment is applied to the globally coupled Ising model in the presence of an oscillating magnetic field. When the driving frequency is low…

Statistical Mechanics · Physics 2007-05-23 Beom Jun Kim , M. Y. Choi

In this article we study the first return map defined on the switch region induced by the greedy and lazy maps. In particular we study the allowable sequences of return times, and when the first return map is a generalised L\"uroth series…

Dynamical Systems · Mathematics 2015-09-22 Simon Baker , Karma Dajani

We show that the dynamical degree of an (i.i.d) random sequence of dominant, rational self-maps on projective space is almost surely constant. We then apply this result to height growth and height counting problems in random orbits.

Number Theory · Mathematics 2019-04-10 Wade Hindes

We introduce {\it twist unimodal maps} of the interval and describe their structure. Sufficient conditions for the growth of over-rotation interval in families of maps are given.

Dynamical Systems · Mathematics 2016-01-18 A. Blokh , K. Snider

This is a detailed analysis of invariant measures for one-dimensional dynamical systems with random switching. In particular, we prove smoothness of the invariant densities away from critical points and describe the asymptotics of the…

Dynamical Systems · Mathematics 2015-10-28 Yuri Bakhtin , Tobias Hurth , Jonathan C. Mattingly

The first-return time is the time that it takes a random walker to go back to the initial position for the first time. We study the first-return time when random walkers perform fractional kinetics, specifically fractional diffusion, that…

Statistical Mechanics · Physics 2026-03-17 M. Dahlenburg G. Pagnini

This paper is a first step in the study of the recurrence behavior in random dynamical systems and randomly perturbed dynamical systems. In particular we define a concept of quenched and annealed return times for systems generated by the…

Dynamical Systems · Mathematics 2009-10-12 Philippe Marie , Jerome Rousseau

Haydn, Lacroix and Vaienti [Ann. Probab. 33 (2005)] proved that, for a given ergodic map, the entry time distribution converges in the small target limit, if and only if the corresponding return time distribution converges. The present note…

Dynamical Systems · Mathematics 2017-02-01 Jens Marklof

Time reversal invariance can be summarized as follows: no difference can be measured if a sequence of events is run forward or backward in time. Because price time series are dominated by a randomness that hides possible structures and…

Statistical Finance · Quantitative Finance 2008-12-02 Gilles Zumbach

In the classical theory of Markov chains, one may study the mean time to reach some chosen state, and it is well-known that in the irreducible, finite case, such quantity can be calculated in terms of the fundamental matrix of the walk, as…

Quantum Physics · Physics 2022-06-17 C. F. Lardizabal , L. Velázquez