English
Related papers

Related papers: Double-Tail Invariant Measures of the Dyck Shift

200 papers

This paper deals with tail diversification in financial time series through the concept of statistical independence by way of differential entropy and mutual information. By using moments as contrast functions to isolate the tails of the…

Portfolio Management · Quantitative Finance 2023-02-28 Jan Rosenzweig

For a class of piecewise hyperbolic maps in two dimensions, we propose a combinatorial definition of topological entropy by counting the maximal, open, connected components of the phase space on which iterates of the map are smooth. We…

Dynamical Systems · Mathematics 2020-03-11 Mark F. Demers

We establish the existence and uniqueness of an ergodic invariant measure for 2D fractionally dissipated stochastic Euler equations on the periodic box, for any power of the dissipation term.

Analysis of PDEs · Mathematics 2015-06-15 Peter Constantin , Nathan Glatt-Holtz , Vlad Vicol

We study the equilibrium behaviour of a two-sided topological Markov shift with a countable number of states. We assume the potential associated with this shift is Walters with finite first variation and that the shift is topologically…

Dynamical Systems · Mathematics 2012-06-20 Yair Daon

We consider partially hyperbolic diffeomorphisms on compact manifolds where the unstable and stable foliations stably carry some unique non-trivial homologies. We prove the following two results: if the center foliation is one dimensional,…

Dynamical Systems · Mathematics 2011-02-19 Yongxia Hua , Radu Saghin , Zhihong Xia

The Eldan's stochastic localization is a new kind of stochastic evolution in the space of probability measures which provides a novel way to study high dimensional convex body. A central object in the study of the stochastic localization is…

Probability · Mathematics 2025-08-22 Qingyang Guan

For a dynamical system satisfying the approximate product property and asymptotically entropy expansiveness, we characterize a delicate structrue of the space of invariant measures: The ergodic measures of intermediate entropies and…

Dynamical Systems · Mathematics 2022-10-03 Peng Sun

We study a stability property of probability laws with respect to small violations of algorithmic randomness. A sufficient condition of stability is presented in terms of Schnorr tests of algorithmic randomness. Most probability laws, like…

Computational Complexity · Computer Science 2014-09-16 Vladimir V. V'yugin

We give a new, two-step approach to prove existence of finite invariant measures for a given Markovian semigroup. First, we identify a convenient auxiliary measure and then we prove conditions equivalent to the existence of an invariant…

Probability · Mathematics 2016-03-15 Lucian Beznea , Iulian Cîmpean , Michael Röckner

Previous work introduced two measure-conjugacy invariants: the $f$-invariant (for actions of free groups) and $\Sigma$-entropy (for actions of sofic groups). The purpose of this paper is to show that the $f$-invariant is a special case of…

Dynamical Systems · Mathematics 2009-07-13 Lewis Bowen

We employ an extension of ergodic theory to the random setting to investigate the existence of random periodic solutions of random dynamical systems. Given that a random dynamical system has a dissipative structure, we proved that a random…

Probability · Mathematics 2016-02-25 Kenneth Uda

This work aims to investigate the well-posedness and the existence of ergodic invariant measures for a class of third grade fluid equations in bounded domain $D\subset\mathbb{R}^d,d=2,3,$ in the presence of a multiplicative noise. First, we…

Probability · Mathematics 2024-09-27 Yassine Tahraoui , Fernanda Cipriano

We consider multivariate extreme value statistics for independent but nonidentically distributed random vectors. In particular, the data may have varying tail copulas and also heteroscedastic marginal distributions. Assuming smoothly…

Statistics Theory · Mathematics 2026-04-14 John H. J. Einmahl , Chen Zhou

We consider the reduction of the duality invariant approach to M-theory by a U-duality group valued Scherk-Schwarz twist. The result is to produce potentials for gauged supergravities that are normally associated with non-geometric…

High Energy Physics - Theory · Physics 2015-06-05 David S. Berman , Edvard T. Musaev , Daniel C. Thompson

We construct a natural invariant measure concentrated on the set of square-free numbers, and invariant under the shift. We prove that the corresponding dynamical system is isomorphic to a translation on a compact, Abelian group. This…

Dynamical Systems · Mathematics 2013-04-08 Francesco Cellarosi , Yakov G. Sinai

We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…

Probability · Mathematics 2007-05-23 Peter H. Baxendale

We consider the problem of ergodicity for the $P(\Phi)_2$ measure of quantum field theory under the flow of the singular stochastic (damped) wave equation $u_{tt} + u_t + (1-\Delta) u + {:}\,p(u)\mspace{2mu}{:} = \sqrt 2 \xi$, posed on the…

Probability · Mathematics 2023-10-04 Leonardo Tolomeo

We study various weaker forms of inverse shadowing property for discrete dynamical systems on a smooth compact manifold. First, we introduce the so-called Ergodic Inverse Shadowing property (Birhhoff averages of continuous functions along…

Dynamical Systems · Mathematics 2020-03-13 Sergey Kryzhevich , Sergey Pilyugin

We study the dynamics of piecewise affine surface homeomorphisms from the point of view of their entropy. Under the assumption of positive topological entropy, we establish the existence of finitely many ergodic and invariant probability…

Dynamical Systems · Mathematics 2009-09-29 Jerome Buzzi

The statistical properties of mostly expanding partially hyperbolic diffeomorphisms have been substantially studied. In this paper, we would like to address the entropy properties of mostly expanding partially hyperbolic diffeomorphisms. We…

Dynamical Systems · Mathematics 2024-01-24 Jinhua Zhang