相关论文: Asymptotic behaviour of random Markov chains with …
We present a recurrence-transience classification for discrete-time Markov chains on manifolds with negative curvature. Our classification depends only on geometric quantities associated to the increments of the chain, defined via the…
We introduce a one-parameter family of polymatrix replicators defined in a three-dimensional cube and study its bifurcations. For a given interval of parameters, this family exhibits suspended horseshoes and persistent strange attractors.…
By the Lyapunov-Perron method,we prove the existence of random inertial manifolds for a class of equations driven simultaneously by non-autonomous deterministic and stochastic forcing. These invariant manifolds contain tempered pullback…
The asymptotic normality in multi-dimension of the nonparametric estimator of the transition probabilities of a Markov renewal chain is proved, and is applied to that of other nonparametric estimators involved with the associated…
It is possible to represent each of a number of Markov chains as an evolving sequence of connected subsets of a directed acyclic graph that grow in the following way: initially, all vertices of the graph are unoccupied, particles are fed in…
In this work we survey on connections of Markov chains and the theory of multiple orthogonality. Here we mainly concentrate on give a procedure to generate stochastic tetra diagonal Hessenberg matrices, coming from some specific families of…
We study Markov chains on a lattice in a codimension-one stratified independent random environment, exploiting results established in [2]. First of all the random walk is transient in dimension at least three. Focusing on dimension two,…
Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…
Let us consider a homogeneous Markov chain with discrete time and with a finite set of states $E_0,\ldots,E_n$ such that the state $E_0$ is absorbing, states $E_1,\ldots,E_n$ are nonrecurrent. The goal of this work is to study frequencies…
Symbolic dynamics has proven to be an invaluable tool in analyzing the mechanisms that lead to unpredictability and random behavior in nonlinear dynamical systems. Surprisingly, a discrete partition of continuous state space can produce a…
Motivated by the study of the time evolution of random dynamical systems arising in a vast variety of domains --- ranging from physics to ecology ---, we establish conditions for the occurrence of a non-trivial asymptotic behaviour for…
The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…
We consider continuous-space, discrete-time Markov chains on $\mathbb{R}^d$, that admit a finite number $N$ of metastable states. Our main motivation for investigating these processes is to analyse random Poincar\'e maps, which describe…
Different mechanisms for the creation of strange non-chaotic dynamics in the quasiperiodically forced logistic map are studied. These routes to strange nonchaos are characterised through the behavior of the largest nontrivial Lyapunov…
We analyze quasi-stationary distributions $\{\mu^{\varepsilon}\}_{\varepsilon>0}$ of a family of Markov chains $\{X^{\varepsilon}\}_{\varepsilon>0}$ that are random perturbations of a bounded, continuous map $F:M\to M$, where $M$ is a…
We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obtain results on the sensitivity of the stationary distribution and other statistical quantities with respect to perturbations of the…
This work establishes the existence and regularity of random pullback attractors for parabolic partial differential equations with rough nonlinear multiplicative noise under natural assumptions on the coefficients. To this aim, we combine…
In this paper we present a mechanism for the emergence of strange attractors in a one-parameter family of differential equations acting on a 3-dimensional sphere. When the parameter is zero, its flow exhibits an attracting heteroclinic…
The random numbers driving Markov chain Monte Carlo (MCMC) simulation are usually modeled as independent U(0,1) random variables. Tribble [Markov chain Monte Carlo algorithms using completely uniformly distributed driving sequences (2007)…
Attractors of cooperative dynamical systems are particularly simple; for example, a nontrivial periodic orbit cannot be an attractor. This paper provides characterizations of attractors for the wider class of coherent systems, defined by…