相关论文: Random products of matrices: a dynamical point of …
This paper presents a new paradigm to stabilize uncertain stochastic linear systems. Herein, second moment polytopic (SMP) systems are proposed that generalize systems with both uncertainty and randomness. The SMP systems are characterized…
We study the almost sure convergence of the normalized columns in an infinite product of nonnegative matrices, and the almost sure rank one property of its limit points. Given a probability on the set of $2\times2$ nonnegative matrices,…
We study continuous-time Markov chains on the non-negative integers under mild regularity conditions (in particular, the set of jump vectors is finite and both forward and backward jumps are possible). Based on the so-called flux balance…
We study the eigenvalue distribution of a random matrix, at a transition where a new connected component of the eigenvalue density support appears away from other connected components. Unlike previously studied critical points, which…
We prove an ergodic theorem for the rotation number of the composition of a sequence os stationary random homeomorphisms in $S^{1}$. In particular, the concept of rotation number of a matrix $g\in Gl^{+}(2,{\R})$ can be generalized to a…
We study general random dynamical systems of continuous maps on some compact metric space. Assuming a local contraction condition and uniqueness of the stationary measure, we establish probabilistic limit laws such as the central limit…
The theory of products of random matrices and Lyapunov exponents have been widely studied and applied in the fields of biology, dynamical systems, economics, engineering and statistical physics. We consider the product of an i.i.d. sequence…
We study the motion of independent particles in a dynamical random environment on the integer lattice. The environment has a product distribution. For the multidimensional case, we characterize the class of spatially ergodic invariant…
Testing for change points in sequences of covariance matrices is an important and equally challenging problem in statistical methodology with applications in various fields. Motivated by the observation that even in cases where the ratio…
In this note, we show how to provide sharp control on the least singular value of a certain translated linearization matrix arising in the study of the local universality of products of independent random matrices. This problem was first…
The Sobolev regularity of invariant measures for diffusion processes is proved on non-smooth metric measure spaces with synthetic lower Ricci curvature bounds. As an application, the symmetrizability of semigroups is characterized, and the…
In this paper, two tests, based on CUSUM of the residuals and least squares estimation, are studied to detect in real time a change-point in a nonlinear model. A first test statistic is proposed by extension of a method already used in the…
We investigate toy dynamical models of energy-level repulsion in quantum eigenvalue sequences. We focus on parametric (with respect to a running coupling or "complexity" parameter) stochastic processes that are capable of relaxing towards a…
We consider the space $\mathscr{H}_L ^{s,r} (O)$ consisting of all local Sobolev distributions of order $s$ on an open set $O$ whose Sobolev wave front set of order $r$ is contained in the closed conic set $L\subseteq…
In this article we show the existence of limiting spectral distribution of a symmetric random matrix whose entries come from a stationary Gaussian process with covariances satisfying a summability condition. We provide an explicit…
We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity…
Concentration of measure is a phenomenon in which a random variable that depends in a smooth way on a large number of independent random variables is essentially constant. The random variable will "concentrate" around its median or…
We consider the moment space $\mathcal{M}_n$ corresponding to $p \times p$ real or complex matrix measures defined on the interval $[0,1]$. The asymptotic properties of the first $k$ components of a uniformly distributed vector $(S_{1,n},…
This paper considers the empirical spectral measure of a power of a random matrix drawn uniformly from one of the compact classical matrix groups. We give sharp bounds on the $L_p$-Wasserstein distances between this empirical measure and…
We consider a generalized coagulation-decoagulation system on a one-dimensional discrete lattice with reflecting boundaries. It is known that a Bernoulli shock measure with two shock fronts might have a simple random-walk dynamics, provided…