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A probabilistic approach of computing geometric rate of convergence of stochastic processes is introduced in this paper. The goal is to quantitatively compute both upper and lower bounds of the exponential rate of convergence to the…

动力系统 · 数学 2020-12-02 Yao Li , Shirou Wang

The design of a metric between probability distributions is a longstanding problem motivated by numerous applications in Machine Learning. Focusing on continuous probability distributions on the Euclidean space $\mathbb{R}^d$, we introduce…

The robustness of risk measures to changes in underlying loss distributions (distributional uncertainty) is of crucial importance in making well-informed decisions. In this paper, we quantify, for the class of distortion risk measures with…

风险管理 · 定量金融 2023-03-14 Carole Bernard , Silvana M. Pesenti , Steven Vanduffel

For any hyperbolic rational map and any net of Borel probability measures on the space of Borel probability measures on the Julia set, we show that this net satisfies a strong form of the large deviation principle with a rate function given…

动力系统 · 数学 2009-05-13 Henri Comman

In this paper we explore maximal deviations of large random structures from their typical behavior. We introduce a model for a high-dimensional random graph process and ask analogous questions to those of Vapnik and Chervonenkis for…

We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…

偏微分方程分析 · 数学 2020-01-22 Davit Martirosyan , Vahagn Nersesyan

In this work we obtain a new criterion to establish ergodicity and non-uniform hyperbolicity of smooth measures of diffeomorphisms. This method allows us to give a more accurate description of certain ergodic components. The use of this…

动力系统 · 数学 2019-12-19 F. Rodriguez Hertz , Jana Rodriguez Hertz , A. Tahzibi , R. Ures

From a dynamical viewpoint, basic phase transitions of statistical mechanics can be regarded as a breaking of ergodicity. While many random models exhibiting such transitions at the thermodynamics limit exist, finite-dimensional examples…

数学物理 · 物理学 2019-09-25 Bastien Fernandez

The Buckingham's $\pi$, theorem has been recently introduced in the context of Non destructive Testing \& Evaluation (NdT\&E) , giving a theoretical basis for developing simple but effective methods for multi-parameter estimation via…

信号处理 · 电气工程与系统科学 2025-11-11 Vincenzo Mottola , Alessandro Sardellitti , Filippo Milano , Luigi Ferrigno , Marco Laracca , Antonello Tamburrino

A main goal in the field of statistical shape analysis is to define computable and informative metrics on spaces of immersed manifolds, such as the space of curves in a Euclidean space. The approach taken in the elastic shape analysis…

We study the generic invariant probability measures for the geodesic flow on connected complete nonpositively curved manifolds. Under a mild technical assumption, we prove that ergodicity is a generic property in the set of probability…

动力系统 · 数学 2014-01-22 Yves Coudene , Barbara Schapira

We establish a type of the Picard's theorem for entire curves in $P^n(\mathbb C)$ whose spherical derivative vanishes on the inverse images of hypersurface targets. Then, as a corollary, we prove that there is an union $D$ of finite number…

复变函数 · 数学 2020-09-14 Nguyen Thanh Son , Tran Van Tan

We study scale-invariant geometric quantities associated with embedded closed curves in Euclidean three-space, with an emphasis on their behavior under optimization within a fixed knot type. Given a Euclidean-invariant and scale-covariant…

几何拓扑 · 数学 2026-05-01 Makoto Ozawa

Roughly speaking, a space with varying dimension consists of at least two components with different dimensions. In this paper we will concentrate on the one, which can be treated as $\mathbb{R}^3$ tying a half line not contained by…

概率论 · 数学 2020-08-18 Liping Li , Shuwen Lou

The framework of invariant parameterization is extended to higher-order closure schemes. We also define, for the first time, generalized invariant parameterization schemes, where symmetries of the corresponding original model are preserved…

大气与海洋物理 · 物理学 2019-08-20 Alexander Bihlo , Elsa Dos Santos Cardoso-Bihlo , Roman O. Popovych

The robust statistical description of dynamical systems under perturbations is a central problem in ergodic theory. In this paper, we investigate the statistical properties of skew-product maps driven by a subshift of finite type with…

动力系统 · 数学 2026-03-23 Davi Lima , Rafael Lucena

The collection of $d \times N$ complex matrices with prescribed column norms and prescribed (nonzero) singular values forms a compact algebraic variety, which we refer to as a frame space. Elements of frame spaces -- i.e., frames -- are…

泛函分析 · 数学 2022-08-25 Tom Needham , Clayton Shonkwiler

On the unit tangent bundle of a nonflat compact nonpositively curved surface, we prove that there is a unique probability Borel measure invariant by a horocyclic flow which gives full measure to the set of rank $1$ vectors recurrent by the…

动力系统 · 数学 2023-01-04 Sergi Burniol Clotet

The stability against perturbations of a dynamical system conserving a generalized phase-space volume is studied by exploiting the similarity between statistical physics formalism and that of ergodic theory. A general continuity theorem is…

数学物理 · 物理学 2016-08-16 György Steinbrecher , Boris Weyssow

The rate-distortion dimension (RDD) of an analog stationary process is studied as a measure of complexity that captures the amount of information contained in the process. It is shown that the RDD of a process, defined as two times the…

信息论 · 计算机科学 2016-11-18 Farideh Ebrahim Rezagah , Shirin Jalali , Elza Erkip , H. Vincent Poor