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A random dense countable set is characterized (in distribution) by independence and stationarity. Two examples are `Brownian local minima' and `unordered infinite sample'. They are identically distributed; the former ad hoc proof of this…

概率论 · 数学 2007-05-23 Boris Tsirelson

A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…

概率论 · 数学 2023-01-25 Kai Du , Yifan Jiang , Xiaochen Li

The striking fractal geometry of strange attractors underscores the generative nature of chaos: like probability distributions, chaotic systems can be repeatedly measured to produce arbitrarily-detailed information about the underlying…

机器学习 · 计算机科学 2023-01-31 William Gilpin

We consider distributed iterative algorithms for the averaging problem over time-varying topologies. Our focus is on the convergence time of such algorithms when complete (unquantized) information is available, and on the degradation of…

最优化与控制 · 数学 2009-01-14 Angelia Nedić , Alex Olshevsky , Asuman Ozdaglar , John Tsitsiklis

The chaotic diffusion for particles moving in a time dependent potential well is described by using two different procedures: (i) via direct evolution of the mapping describing the dynamics and ; (ii) by the solution of the diffusion…

In this letter, we investigate the statistical properties of electromagnetic signals after different times of duration within one-dimensional local-disordered time-varying cavities, where both spatial and temporal disorders are added. Our…

无序系统与神经网络 · 物理学 2024-08-01 Bo Zhou , Xingsong Feng , Xianmin Guo , Fei Gao , Hongsheng Chen , Zuojia Wang

We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion…

统计力学 · 物理学 2016-06-15 Takuma Akimoto , Eiji Yamamoto

This is a detailed analysis of invariant measures for one-dimensional dynamical systems with random switching. In particular, we prove smoothness of the invariant densities away from critical points and describe the asymptotics of the…

动力系统 · 数学 2015-10-28 Yuri Bakhtin , Tobias Hurth , Jonathan C. Mattingly

The filtering distribution is a time-evolving probability distribution on the state of a dynamical system, given noisy observations. We study the large-time asymptotics of this probability distribution for discrete-time, randomly…

动力系统 · 数学 2014-11-25 D. Sanz-Alonso , A. M. Stuart

For control systems in discrete time, this paper discusses measure-theoretic invariance entropy for a subset Q of the state space with respect to a quasi-stationary measure obtained by endowing the control range with a probability measure.…

动力系统 · 数学 2018-04-05 Fritz Colonius

We generate new hierarchy of many-parameter family of maps of the interval [0,1] with an invariant measure, by composition of the chaotic maps of reference [1]. Using the measure, we calculate Kolmogorov-Sinai entropy, or equivalently…

混沌动力学 · 物理学 2015-06-26 M. A. Jafarizadeh , S. Behnia , S. Khorram , H. Naghshara

How is the irreversibility of a high-dimensional chaotic system controlled by the heterogeneity in the non-reciprocal interactions among its elements? In this paper, we address this question using a stochastic model of random recurrent…

统计力学 · 物理学 2025-02-18 Tuan Pham , Albert Alonso , Karel Proesmans

We give a hierarchy of many-parameter families of maps of the interval [0,1] with an invariant measure and using the measure, we calculate Kolmogorov--Sinai entropy of these maps analytically. In contrary to the usual one-dimensional maps…

混沌动力学 · 物理学 2015-06-26 M. A. Jafarizadeh , S. Behnia

Weak chaos in high-dimensional conservative systems can be characterized through sticky effect induced by invariant structures on chaotic trajectories. Suitable quantities for this characterization are the higher cummulants of the finite…

混沌动力学 · 物理学 2014-03-05 Cesar Manchein , Marcus W. Beims , Jan M. Rost

We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…

概率论 · 数学 2007-05-23 Anastasia Ruzmaikina , Michael Aizenman

We consider a family of one-dimensional diffusions, in dynamical Wiener mediums, which are random perturbations of the Ornstein-Uhlenbeck diffusion process. We prove quenched and annealed convergences in distribution and under weighted…

概率论 · 数学 2012-12-14 Yoann Offret

We find a general formula for the distribution of time averaged observables for weakly non-ergodic systems. Such type of ergodicity breaking is known to describe certain systems which exhibit anomalous fluctuations, e.g. blinking quantum…

统计力学 · 物理学 2009-11-13 Adi Rebenshtok , Eli Barkai

We propose a generalization of the random matrix theory following the basic prescription of the recently suggested concept of superstatistics. Spectral characteristics of systems with mixed regular-chaotic dynamics are expressed as weighted…

统计力学 · 物理学 2007-05-23 A. Y. Abul-Magd

We consider iterated function systems on the interval with random perturbation. Let $Y_\epsilon$ be uniformly distributed in $[1- \epsilon, 1 + \epsilon]$ and let $f_i \in C^{1+\alpha}$ be contractions with fixpoints $a_i$. We consider the…

动力系统 · 数学 2015-08-25 Balazs Barany , Tomas Persson

We consider expanding systems with invariant measures that are uniformly expanding everywhere except on a small measure set and show that the limiting statistics of hitting times for zero measure sets are compound Poisson provided the…

动力系统 · 数学 2025-10-17 Nicolai T A Haydn
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