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We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps…

概率论 · 数学 2022-06-02 Arnab Ganguly , Debasish Chatterjee

Random metastability occurs when an externally forced or noisy system possesses more than one state of apparent equilibrium. This work investigates a class of random dynamical systems, arising from perturbing a one-dimensional piecewise…

动力系统 · 数学 2025-10-27 Cecilia González-Tokman , Joshua Peters

We prove that every probabilistic cellular automaton with strictly positive transition probabilities that admits a stationary Bernoulli measure is exponentially ergodic. Moreover, the mixing time of any finite region in such a system is…

概率论 · 数学 2026-05-19 Irène Marcovici , Siamak Taati

For random compositions of independent and identically distributed measurable maps on a Polish space, we study the existence and finitude of absolutely continuous ergodic stationary probability measures (which are, in particular, physical…

动力系统 · 数学 2024-12-05 Pablo G. Barrientos , Fumihiko Nakamura , Yushi Nakano , Hisayoshi Toyokawa

We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties for the environment as seen from the position of the walker,…

概率论 · 数学 2013-10-04 Frank Redig , Florian Völlering

We characterize synchronization phenomenon in discrete-time, discrete-state random dynamical systems, with random and probabilistic Boolean networks as particular examples. In terms of multiplicative ergodic properties of the induced linear…

动力系统 · 数学 2020-09-09 Wen Huang , Hong Qian , Shirou Wang , Felix X. -F. Ye , Yingfei Yi

Let f be a diffeomorphism of a compact finite dimensional boundaryless manifold M exhibiting infinitely many coexisting attractors. Assume that each attractor supports a stochastically stable probability measure and that the union of the…

动力系统 · 数学 2009-11-11 Vitor Araujo

In this article, we provide detailed analysis of the long-time behavior of the underdamped Langevin dynamics. We first provide a necessary condition guaranteeing that the zero-noise dynamical system converges to its unique attractor. We…

概率论 · 数学 2026-03-17 Seungwoo Lee , Mouad Ramil , Insuk Seo

We propose a random adaptation variant of time-varying distributed averaging dynamics in discrete time. We show that this leads to novel interpretations of fundamental concepts in distributed averaging, opinion dynamics, and distributed…

最优化与控制 · 数学 2022-06-28 Rohit Parasnis , Ashwin Verma , Massimo Franceschetti , Behrouz Touri

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…

统计理论 · 数学 2020-07-16 Paul Doukhan , Michael H. Neumann , Lionel Truquet

This paper contains two parts. In the first part, we study the ergodicity of periodic measures of random dynamical systems on a separable Banach space. We obtain that the periodic measure of the continuous time skew-product dynamical system…

概率论 · 数学 2021-03-12 Chunrong Feng , Baoyou Qu , Huaizhong Zhao

We prove the existence of a compact random attractor for the stochastic Benjamin-Bona-Mahony Equation defined on an unbounded domain. This random attractor is invariant and attracts every pulled-back tempered random set under the forward…

偏微分方程分析 · 数学 2008-05-14 Bixiang Wang

We study the asymptotic behavior of continuous-time, time-inhomogeneous Markovian quantum dynamics in a stationary random environment. Under mild faithfulness and eventually positivity-improving assumptions, the normalized evolution…

量子物理 · 物理学 2025-09-12 Lubashan Pathirana , Jeffrey Schenker

We introduce a notion of minimal uniform attractor for nonautonomous random dynamical systems, which depends jointly on time and on a random parameter. Several examples are provided to illustrate the concept and to compare it with existing…

We prove stochastic stability of chaotic maps for a general class of Markov random perturbations (including singular ones) satisfying some kind of mixing conditions. One of the consequences of this statement is the proof of Ulam's…

chao-dyn · 物理学 2017-01-16 Michael Blank , Gerhard Keller

We prove existence of (at most denumerable many) absolutely continuous invariant probability measures for random one-dimensional dynamical systems with asymptotic expansion. If the rate of expansion (Lyapunov exponents) is bounded away from…

动力系统 · 数学 2014-11-18 Vitor Araujo , Javier Solano

Discrete time random dynamical systems with countably many maps which admit countable Markov partitions on complete metric spaces such that the resulting Markov systems are uniform continuous and contractive are considered. A notion of a…

概率论 · 数学 2015-06-16 Ivan Werner

For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…

概率论 · 数学 2022-10-24 Nicolas Champagnat , Denis Villemonais

We study a general mass transport model on an arbitrary graph consisting of $L$ nodes each carrying a continuous mass. The graph also has a set of directed links between pairs of nodes through which a stochastic portion of mass, chosen from…

统计力学 · 物理学 2007-05-23 M. R. Evans , Satya N. Majumdar , R. K. P. Zia

Using elementary methods, we prove that for a countable Markov chain $P$ of ergodic degree $d > 0$ the rate of convergence towards the stationary distribution is subgeometric of order $n^{-d}$, provided the initial distribution satisfies…

概率论 · 数学 2007-05-23 Stefano Isola