Related papers: On almost-sure versions of classical limit theorem…
We present, in the simplest possible form, the so called martingale problem strategy to establish limit theorems. The presentation is specially adapted to problems arising in partially hyperbolic dynamical systems. We will discuss a simple…
We prove several limit theorems for a simple class of partially hyperbolic fast-slow systems. We start with some well know results on averaging, then we give a substantial refinement of known large (and moderate) deviation results and…
We consider a random walk on $\R^d$ in a polynomially mixing random environment that is refreshed at each time step. We use a martingale approach to give a necessary and sufficient condition for the almost-sure functional central limit…
Stochastic dynamical systems consisting of non-invertible continuous maps on an interval are studied. It is proved that if they satisfy the recently introduced so-called $\mu$-injectivity and some mild assumptions, then proximality,…
In this paper we estimate the rest of the approximation of a stationary process by a martingale in terms of the projections of partial sums. Then, based on this estimate, we obtain almost sure approximation of partial sums by a martingale…
We prove almost sure ergodic theorems for a class of systems called quasistatic dynamical systems. These results are needed, because the usual theorem due to Birkhoff does not apply in the absence of invariant measures. We also introduce…
A dynamical system may be defined by a simple transition law - such as a map or a vector field. The objective of most learning techniques is to reconstruct this dynamic transition law. This is a major shortcoming, as most dynamic properties…
We start by reviewing recent probabilistic results on ergodic sums in a large class of (non-uniformly) hyperbolic dynamical systems. Namely, we describe the central limit theorem, the almost-sure convergence to the gaussian and other stable…
This paper provides two results for the omega limit sets of a dynamical system. We show that omega limit sets can be estimated by using functions that satisfy different (and in many cases less demanding) assumptions than the usual…
In this paper, we develop necessary and sufficient conditions for the validity of a martingale approximation for the partial sums of a stationary process in terms of the maximum of consecutive errors. Such an approximation is useful for…
Bilinear dynamical systems are ubiquitous in many different domains and they can also be used to approximate more general control-affine systems. This motivates the problem of learning bilinear systems from a single trajectory of the…
The reduction of dynamical systems has a rich history, with many important applications related to stability, control and verification. Reduction of nonlinear systems is typically performed in an exact manner - as is the case with…
We extend a smooth dynamical systems averaging technique to a class of hybrid systems with a limit cycle that is particularly relevant to the synthesis of stable legged gaits. After introducing a definition of hybrid averageability…
An elementary application of Algorithmic Complexity Theory to the polygonal approximations of curved billiards-integrable and chaotic-unveils the equivalence of this problem to the procedure of quantization of classical systems: the scaling…
We describe an abstract control-theoretic framework in which the validity of the dynamic programming principle can be established in continuous time by a verification of a small number of structural properties. As an application we treat…
We approximate a chain recurrent dynamical system by periodic dynamical systems. This is similar to the well known Bohr theorem on approximation of almost periodic functions by periodic functions.
We prove the almost sure invariance principle for stationary R^d--valued processes (with dimension-independent very precise error terms), solely under a strong assumption on the characteristic functions of these processes. This assumption…
The goal of this paper is to highlight the almost sure central limit theorem for martingales to the control community and to show the usefulness of this result for the system identification of controllable ARX(p,q) process in adaptive…
In this work, we perform safety analysis of linear dynamical systems with uncertainties. Instead of computing a conservative overapproximation of the reachable set, our approach involves computing a statistical approximate reachable set. As…
This paper aims to improve existing results about using averaging method for analysis of dynamic systems on time scales. We obtain a more accurate estimate for proximity between solutions of original and averaged systems regarding…