相关论文: Stochastic Stability
Stochastic feedback systems give rise to a variety of notions of stability. The conditions for the stability of the median, mean, and variance stability conditions differ. These conditions can be stated explicitly for scalar discrete-time…
We consider linear hyperbolic balance law that describe gas flow. Stochastic influences are introduced by series of orthogonal functions. A deterministic stabilization concept, which makes deviations at steady states decay exponentially…
This is a brief review of recent theoretical efforts to understand persistence in nonequilibrium systems. Some of the recent experimental results are also briefly mentioned. I also discuss recent generalizations of persistence in various…
These lectures present results and problems on the characterization of structurally stable dynamics. We will shed light those which do not seem to depend on the regularity class (holomorphic or differentiable). Furthermore, we will present…
The paper considers a stabilizing stochastic control which can be applied to a variety of unstable and even chaotic maps. Compared to previous methods introducing control by noise, we relax assumptions on the class of maps, as well as…
A review of the stochastic stability property for the Gaussian spin glass models is presented and some perspectives discussed.
We provide a thorough study of stability of the 1-D continuity equation, which models many physical conservation laws. In our system-theoretic perspective, the velocity is considered to be an input. An additional input appears in the…
This paper deals a continuous-time state-dependent jump linear system, a particular kind of stochastic switching system. In particular, we consider a situation when the transition rate of the random jump process depends on the state…
A tutorial review is given of some developments and applications of stochastic processes from the point of view of the practicioner physicist. The index is the following: 1.- Introduction 2.- Stochastic Processes 3.- Transient Stochastic…
This paper is devoted to stability results for the Gaussian logarithmic Sobolev inequality, with explicit stability constants.
In this paper, we review recent results on stability and instability in logarithmic Sobolev inequalities, with a particular emphasis on strong norms. We consider several versions of these inequalities on the Euclidean space, for the…
The notion of stochastic shadowing property is introduced. Relations to stochastic stability and standard shadowing are studied. Using tent map as an example it is proved that, in contrast to what happens for standard shadowing, there are…
We investigate the incremental stability properties of It\^o stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two…
We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…
The principle of linearized stability and instability is established for a classical model describing the spatial movement of an age-structured population with nonlinear vital rates. It is shown that the real parts of the eigenvalues of the…
We discuss similarities and differences between systems of interacting players maximizing their individual payoffs and particles minimizing their interaction energy. Long-run behavior of stochastic dynamics of spatial games with multiple…
In stochastic dynamical systems, different concepts of stability can be obtained in different limits. A particularly interesting example is evolutionary game theory, which is traditionally based on infinite populations, where strict Nash…
In this expository and resources chapter we review selected aspects of the mathematics of dynamical systems, stability, and chaos, within a historical framework that draws together two threads of its early development: celestial mechanics…
Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…
We combine general equilibrium theory and theorie generale of stochastic processes to derive structural results about equilibrium state prices.