Related papers: Stationary flows and uniqueness of invariant measu…
We propose a new class of univariate nonstationary time series models, using the framework of modulated time series, which is appropriate for the analysis of rapidly-evolving time series as well as time series observations with missing…
We study the stability of a compressible differentially rotating flows in the presence of the magnetic field, and we show that the compressibility profoundly alters the previous results for a magnetized incompressible flow. The necessary…
The higher dimensional autoregressive models would describe some of the econometric processes relatively generically if they incorporate the heterogeneity in dependence on times. This paper analyzes the stationarity of an autoregressive…
We consider iterated function systems (IFS) in ${\mathbb R}^d$ for $d\ge 3$ of the form $\{f_j(x) = \lambda {\mathcal O} x + a_j\}_{j=0}^m$, with $a_0=0$ and $m\ge 1$. Here $\lambda\in (0,1)$ is the contraction ratio and ${\mathcal O}$ is…
We obtain measure rigidity results for stationary measures of random walks generated by diffeomorphisms, and for actions of $\operatorname{SL}(2,\mathbb{R})$ on smooth manifolds. Our main technical result, from which the rest of the…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
We improve and subsume the conditions of Johansson and \"Oberg [18] and Berbee [2] for uniqueness of a g-measure, i.e., a stationary distribution for chains with complete connections. In addition, we prove that these unique g-measures have…
In this article, we investigate the local behaviors of the occupation measure $\mu$ of a class of real-valued Markov processes M, defined via a SDE. This (random) measure describes the time spent in each set A $\subset$ R by the sample…
Mass-stationarity means that the origin is at a typical location in the mass of a random measure. It is an intrinsic characterisation of Palm versions with respect to stationary random measures. Stationarity is the special case when the…
We study a class of Markov chains that model the evolution of a quantum system subject to repeated measurements. Each Markov chain in this class is defined by a measure on the space of matrices. It is then given by a random product of…
Let $\Omega$ be the set of odd positive integers and let $S:\Omega \rightarrow \Omega$ be the Syracuse function. It is proved that, for every permutation $\sigma$ of $(1,2,3)$, the set of triples of the form $(m,S(m),S^2(m))$ with…
We derive stationary measures for certain zero-temperature random polymer models, which we believe are new in the case of the zero-temperature limit of the beta random polymer (that has been called the river delta model). To do this, we…
Structurally stable (rough) flows on surfaces have only finitely many singularities and finitely many closed orbits, all of which are hyperbolic, and they have no trajectories joining saddle points. The violation of the last property leads…
We suggest a new method of describing invariant measures on Markov compacta and path spaces of graphs, and thus of describing characters of some groups and traces of AF-algebras. The method relies on properties of filtrations associated…
In this two-paper series, we prove the invariance of the Gibbs measure for a three-dimensional wave equation with a Hartree nonlinearity. The main novelty is the singularity of the Gibbs measure with respect to the Gaussian free field. The…
Although algorithmic randomness with respect to various non-uniform computable measures is well-studied, little attention has been paid to algorithmic randomness with respect to computable \emph{trivial} measures, where a measure $\mu$ on…
We study the inverse problem of recovering a spatially dependent variable order in a time-fractional diffusion model from the boundary flux measurement generated by a single boundary excitation. It arises in the identification of…
We consider smooth flows preserving a smooth invariant measure, or, equivalently, locally Hamiltonian flows on compact orientable surfaces and show that almost every such locally Hamiltonian flow with only simple saddles has singular…
The a-function is a proposed quantity defined for quantum field theories which has a monotonic behaviour along renormalisation group flows, being related to the beta-functions via a gradient flow equation involving a positive definite…
The concept of gauge invariance in classical electrodynamics assumes tacitly that Maxwell's equations have unique solutions. By calculating the electromagnetic field of a moving particle both in Lorenz and in Coulomb gauge and directly from…