Related papers: Statistical properties of a skew product with a cu…
We study the dynamics of generic unfoldings of saddle-node circle local diffeomorphisms from the measure theoretical point of view, obtaining statistical stability results for deterministic and random perturbations in these kind of…
The classical theorem of Birkhoff states that the $T^N f(x) = (1/N)\sum_{k=0}^{N-1} f(\sigma^k x)$ converges almost everywhere for $x\in X$ and $f\in L^{1}(X)$, where $\sigma$ is a measure preserving transformation of a probability measure…
We study stable like behaviour in first order theories without the independence property. We introduce generically stable measures, give characterizatiions, and show their ubiquity. We also introduce generic compact domination. We also…
Archetypal analysis is an unsupervised learning method that uses a convex polytope to summarize multivariate data. For fixed $k$, the method finds a convex polytope with $k$ vertices, called archetype points, such that the polytope is…
Step skew products with interval fibres and a subshift as a base are considered. It is proved that if the fibre maps are continuous, piecewise monotone, expanding and surjective and the subshift has the specification property and a periodic…
In this paper we study Tikhonov regularization for the stable solution of an ill-posed non-linear operator equation. The operator we consider, which is related to an active contour model for image segmentation, is continuous, compact, but…
We study the normal map for plane projective curves, i.e., the map associating to every regular point of the curve the normal line at the point in the dual space. We first observe that the normal map is always birational and then we use…
Consider a class of skew product transformations consisting of an ergodic or a periodic transformation on a probability space (M, B, m) in the base and a semigroup of transformations on another probability space (W,F,P) in the fibre. Under…
We give a probabilistic characterization of the set of measures that can be represented by the matrix product ansatz. By suitably enlarging the state space, we show that a probability measure can be described in terms of non negative…
Let $(X,d)$ be a compact metric space. We consider the behavior of probability measures $\mu$ with the property that $$ \int_{X} d(x, y) d\mu(y) \qquad \mbox{is independent of}~x \in X.$$ It appears that such measures, when they exist,…
We study the stability of symmetric trajectories of a particle on the Lie group $SO(3)$ whose motion is governed by an $SO(3)\times SO(2)$ invariant metric and an $SO(2)\times SO(2)$ invariant potential. Our method is to reduce the number…
We define a random measure generated by a real anisotropic harmonizable fractional stable field $Z^H$ with stability parameter $\alpha\in(1,2)$ and Hurst index $H\in(1/2,1)$ and prove that the measure is $\sigma$-additive in probability. An…
Under a generalized skew normal distribution we consider the problem of European option pricing. Existence of the martingale measure is proved. An explicit expression for a given European option price is presented in terms of the cumulative…
In this paper we obtain $C^2$-open sets of dissipative, partially hyperbolic skew products having a unique SRB measure with full support and full basin. These partially hyperbolic systems have a two dimensional center bundle which presents…
We show that for any weakly convergent sequence of ergodic $SL_2(\mathbb{R})$-invariant probability measures on a stratum of unit-area translation surfaces, the corresponding Siegel-Veech constants converge to the Siegel-Veech constant of…
In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…
Skewness measures can be used to measure the level of asymmetry of a distribution. Given the prevalence of statistical methods that assume underlying symmetry, and also the desire for symmetry in order to make meaningful judgements for…
This article establishes cutoff convergence or abrupt convergence of three statistical quantities for multivariate (Hurwitz) stable geometric Brownian motion: the autocorrelation function, the Wasserstein distance between the current state…
In this paper we study the properties of the normal cone to the proximally smooth set. We give the complete characterization of the proximally smooth set through the monotony properties of its normal cone in an arbitrary uniformly convex…
We study the orbit behavior of a four dimensional smooth symplectic diffeomorphism $f$ near a homoclinic orbit $\Gamma$ to an 1-elliptic fixed point under some natural genericity assumptions. 1-elliptic fixed point has two real eigenvalues…