相关论文: Integral representation of Lyapunov exponents

The full asymptotic expansion of the equivariant complex Ray-Singer torsion for high powers of line bundles on symmetric spaces is given in an explicit form. In the case of isolated fixed points this expansion is given for general complex…

Graphical continuous Lyapunov models offer a new perspective on modeling causally interpretable dependence structure in multivariate data by treating each independent observation as a one-time cross-sectional snapshot of a temporal process.…

We study asymptotics of fiber integrals depending on a large parameter. When the critical fiber is singular, full-asymptotic expansions are established in two different cases : local extremum and isolated real principal type singularities.…

In this paper, we present the asymptotic distribution of M-estimators for parameters in non-stationary AR(p) processes. The innovations are assumed to be in the domain of attraction of a stable law with index $0<\alpha\le2$. In particular,…

We investigate the predictability problem in dynamical systems with many degrees of freedom and a wide spectrum of temporal scales. In particular, we study the case of $3D$ turbulence at high Reynolds numbers by introducing a finite-size…

This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose the time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization condition, it is shown that, for any measurable bounded…

The Ising spin chain with longitudinal and transverse magnetic fields is often used in studies of quantum chaos, displaying both chaotic and integrable regions in its parameter space. However, even at a strongly chaotic point this model…

We prove asymptotic equivalence of nonparametric additive regression and an appropriate Gaussian white noise experiment in which a multidimensional shifted Wiener process is observed, whose dimension equals the number of additive…

The linear fractional stable motion generalizes two prominent classes of stochastic processes, namely stable L\'evy processes, and fractional Brownian motion. For this reason it may be regarded as a basic building block for continuous time…

In this paper we analyze local structure of several chaotic attractors recently suggested in literature as pseudohyperbolic. The absence of tangencies and thus the presence of the pseudohyperbolicity is verified using the method of angles…

In this paper we study the asymptotic behavior of a stochastic approximation scheme on two timescales with set-valued drift functions and in the presence of non-additive iterate-dependent Markov noise. It is shown that the recursion on each…

This thesis is concerned with the asymptotic behavior of solutions of stochastic $p$-Laplace equations driven by non-autonomous forcing on $\mathbb{R}^n$. Two cases are studied, with additive and multiplicative noise respectively. Estimates…

We study the variance of the number of zeroes of a stationary Gaussian process on a long interval. We give a simple asymptotic description under mild mixing conditions. This allows us to characterise minimal and maximal growth. We show that…

We study two models of Anderson-type random operators on two deterministically coupled continuous strings. Each model is associated with independent, identically distributed four-by-four symplectic transfer matrices, which describe the…

Recently, a number of counter examples have surfaced where Linear Parameter-Varying (LPV) control synthesis applied to achieve asymptotic output tracking and disturbance rejection for a nonlinear system, fails to achieve the desired…

This work is to investigate the (top) Lyapunov exponent for a class of Hamiltonian systems under small non-Gaussian L\'evy noise. In a suitable moving frame, the linearisation of such a system can be regarded as a small perturbation of a…

We study the implications of translation invariance on the tangent dynamics of extended dynamical systems, within a random matrix approximation. In a model system, we show the existence of hydrodynamic modes in the slowly growing part of…

We prove the existence of multiple noise-induced transitions in the Lasota-Mackey map, which is a class of one dimensional random dynamical system with additive noise. The result is achieved by the help of rigorous computer assisted…

We study how the spectral properties of ergodic Schr\"odinger operators are reflected in the asymptotic properties of its periodic approximation as the period tends to infinity. The first property we address is the asymptotics of the…

Consider a degeneration of projective algebraic manifolds equipped with a compact group action over a curve. Suppose that the total space carries a Nakano semi-positive vector bundle, which is equivariant with respect to this action. We…