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We consider hyperbolic and partially hyperbolic diffeomorphisms on compact manifolds. Associated with invariant foliation of these systems, we define some topological invariants and show certain relationships between these topological…

Dynamical Systems · Mathematics 2007-05-23 Radu Saghin , Zhihong Xia

We provide sufficient conditions for uniqueness of an invariant probability measure of a Markov kernel in terms of (generalized) couplings. Our main theorem generalizes previous results which require the state space to be Polish. We provide…

Probability · Mathematics 2020-08-27 Michael Scheutzow

It is shown that for a non-singular conservative shift on a topologically mixing Markov subshift with Doeblin Condition the only possible absolutely continuous shift-invariant measure is a Markov measure. Moreover, if it is not equivalent…

Dynamical Systems · Mathematics 2022-12-07 Nachi Avraham-Re'em

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…

Probability · Mathematics 2022-03-17 Balint Fárkas , Martin Friesen , Barbara Rüdiger , Dennis Schroers

This work addresses the problem of estimating the region of attraction (RA) of equilibrium points of nonlinear dynamical systems. The estimates we provide are given by positively invariant sets which are not necessarily defined by level…

Optimization and Control · Mathematics 2016-04-06 Giorgio Valmorbida , James Anderson

The paper considers a linear matrix inequality (LMI) that depends on a parameter varying in a compact topological space. It turns out that if a strict LMI continuously depends on a parameter and is feasible for any value of that parameter,…

Optimization and Control · Mathematics 2007-05-23 Sergei V. Gusev

The fundamental theorem on commutant lifting due to Sarason does not carry over to the setting of the polydisc. This paper presents two classifications of commutant lifting in several variables. The first classification links the lifting…

Functional Analysis · Mathematics 2025-09-09 Deepak K. D. , Jaydeb Sarkar

We consider a general class of non-gradient hypoelliptic Langevin diffusions and study two related questions. The first one is large deviations for hypoelliptic multiscale diffusions. The second one is small mass asymptotics of the…

Probability · Mathematics 2017-02-24 Wenqing Hu , Konstantinos Spiliopoulos

We propose to derive deviation measures through the Minkowski gauge of a given set of acceptable positions. We show that, given a suitable acceptance set, any positive homogeneous deviation measure can be accommodated in our framework. In…

Risk Management · Quantitative Finance 2021-07-27 Marlon Moresco , Marcelo Righi , Eduardo Horta

We study multifractal decompositions based on Birkhoff averages for sequences of functions belonging to certain classes of symbolically continuous functions. We do this for an expanding interval map with countably many branches, which we…

Dynamical Systems · Mathematics 2023-05-15 Tom Rush

We construct logistic maps whose restriction to the omega-limit set of its critical point is a minimal Cantor system having a prescribed number of distinct ergodic and invariant probability measures. In fact, we show that every metrizable…

Dynamical Systems · Mathematics 2008-09-10 María Isabel Cortez , Juan Rivera-Letelier

Let $f:\mathbb{C}^2\to \mathbb{C}^2$ be a polynomial skew product which leaves invariant an attracting vertical line $ L $. Assume moreover $f$ restricted to $L$ is non-uniformly hyperbolic, in the sense that $f$ restricted to $L$ satisfies…

Dynamical Systems · Mathematics 2022-06-22 Zhuchao Ji

We consider one-step cocycles of $2 \times 2$ matrices, and we are interested in their Lyapunov-optimizing measures, i.e., invariant probability measures that maximize or minimize a Lyapunov exponent. If the cocycle is dominated, that is,…

Dynamical Systems · Mathematics 2016-05-18 Jairo Bochi , Michał Rams

We extend the state models for Jones and Alexander polynomials of classical links to state models of 2-variable polynomials in the case of singular links. Moreover, we extend both of them to polynomials with d+1 variables for long singular…

Geometric Topology · Mathematics 2007-10-03 T. Fiedler

We study the relaxation of multiple integrals of the calculus of variations, where the integrands are nonconvex with convex effective domain and can take the value \infty. We use local techniques based on measure arguments to prove integral…

Analysis of PDEs · Mathematics 2012-07-25 Omar Anza Hafsa , Jean Philippe Mandallena

Motivated by recent investigations of ergodic optimisation for matrix cocycles, we study the measures of maximum top Lyapunov exponent for pairs of bounded weighted shift operators on a separable Hilbert space. We prove that for generic…

Dynamical Systems · Mathematics 2015-10-02 Ian D. Morris

We revisit the classical problem of absolute stability; assessing the robust stability of a given linear time-invariant (LTI) plant in feedback with a nonlinearity belonging to some given function class. Standard results typically take the…

Optimization and Control · Mathematics 2022-09-15 Bryan Van Scoy , Laurent Lessard

We identify the measurable absorbing obstruction to uniqueness of invariant probability measures for a Markov kernel. Ordinary absorbing decompositions obstruct global irreducibility and recurrence, but not necessarily uniqueness: an…

Mathematical Finance · Quantitative Finance 2026-05-13 Jean-Gabriel Attali

We consider iterated function systems (finite or countable), together with linear and continuous operators on Hilbert spaces, which enable us to construct Markov-type operators. Under suitable conditions, these Markov-type operators have…

Classical Analysis and ODEs · Mathematics 2017-01-30 Ion Chiţescu , Loredana Ioana , Radu Miculescu , Lucian Niţă

Bi-log-concavity of probability measures is a univariate extension of the notion of log-concavity that has been recently proposed in a statistical literature. Among other things, it has the nice property from a modelisation perspective to…

Probability · Mathematics 2019-03-20 Adrien Saumard