相关论文: Distributional limits of positive, ergodic station…

The dynamics of one dimensional iterative maps in the regime of fully developed chaos is studied in detail. Motivated by the observation of dynamical structures around the unstable fixed point we introduce the geometrical concept of a…

We first describe a general class of optimization problems that describe many natural, economic, and statistical phenomena. After noting the existence of a conserved quantity in a transformed coordinate system, we outline several instances…

In this paper, we consider the distribution of the supremum of non-stationary Gaussian processes, and present a new theoretical result on the asymptotic behaviour of this distribution. Unlike previously known facts in this field, our main…

We consider which spaces can be realized as the omega limit set of the discrete time dynamical system. This is equivalent to asking which spaces admit a chain transitive homeomorphism and which do not. This leads us to ask for spaces where…

We consider the class of stationary-increment harmonizable stable processes with infinite control measure, which most notably includes real harmonizable fractional stable motions. We give conditions for the integrability of the paths of…

The aim of this paper is to obtain an asymptotic expansion for ergodic integrals of translation flows on flat surfaces of higher genus (Theorem 1) and to give a limit theorem for these flows (Theorem 2).

We show that, for every finitely generated group with decidable word problem and undecidable domino problem, there exists a sequence of effective subshifts whose inverse limit is not the topological factor of any effective dynamical system.…

We show that a stationary IDp process (i.e., an infinitely divisible stationary process without Gaussian part) can be written as the independent sum of four stationary IDp processes, each of them belonging to a different class characterized…

In this paper we study the central limit theorem for additive functionals of stationary Markov chains with general state space by using a new idea involving conditioning with respect to both the past and future of the chain. Practically, we…

We propose a general framework for constructing and describing infinite type flat surfaces of finite area. Using this method, we characterize the range of dynamical behaviors possible for the vertical translation flows on such flat…

We provide a probabilistic analysis of the banker algorithm when transition probabilities may depend on time and space. The transition probabilities evolve, as time goes by, along the trajectory of an ergodic Markovian environment, whereas…

For a class of linear switched systems in continuous time a controllability condition implies that state feedbacks allow to achieve almost sure stabilization with arbitrary exponential decay rates. This is based on the Multiplicative…

We study functional limit theorems for linear type processes with short memory under the assumption that the innovations are dependent identically distributed random variables with infinite variance and in the domain of attraction of stable…

We study the Volterra Volterra Cox-Ingersoll-Ross process on $\mathbb{R}_+$ and its stationary version. Based on a fine asymptotic analysis of the corresponding Volterra Riccati equation combined with the affine transformation formula, we…

It is shown that a small system in thermodynamic equilibrium with a finite thermostat can have a q-exponential probability distribution which closely depends on the energy nonextensivity and the particle number of the thermostat. The…

It is demonstrated how to represent asymptotically mean stationary (AMS) random sources with values in standard spaces as mixtures of ergodic AMS sources. This an extension of the well known decomposition of stationary sources which has…

The group classification of a class of variable coefficient reaction-diffusion equations with exponential nonlinearities is carried out up to both the equivalence generated by the corresponding generalized equivalence group and the general…

Using sum rules and a new dipole-free sum-over-states expression, we calculate the fundamental limits of the dispersion of the real and imaginary parts of all electronic nonlinear-optical susceptibilities. As such, these general results can…

We investigate fragmentation processes with a steady input of fragments. We find that the size distribution approaches a stationary form which exhibits a power law divergence in the small size limit, P(x) ~ x^{-3}. This algebraic behavior…

We establish some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applications to statistics and probability are developed.