相关论文: Disintegration of projective measures

We introduce a framework for stochastic differential equations (SDEs) with interaction on compact, connected, $d$-dimensional manifolds. For SDEs whose drift and diffusion coefficients may depend on both the state variable and the empirical…

We study various weaker forms of inverse shadowing property for discrete dynamical systems on a smooth compact manifold. First, we introduce the so-called Ergodic Inverse Shadowing property (Birhhoff averages of continuous functions along…

We classify invariant probability measures for non-elementary groups of automorphisms, on any compact K\"ahler surface X, under the assumption that the group contains a so-called "parabolic automorphism". We also prove that except in…

Using the path integral measure factorization method based on the nonlinear filtering equation from the stochastic process theory, we consider the reduction procedure in Wiener path integrals for a mechanical system with symmetry that…

Starting from the De Witt supermetric and limiting ourselves to a family of geometries characterized by a finite number of geometric invariants we extract the unique integration measure. Such a measure turns out to be a geometric invariant,…

Let $\mu_1,... \mu_k$ be $d$-dimensional probability measures in $\R^d$ with mean 0. At each step we choose one of the measures based on the history of the process and take a step according to that measure. We give conditions for transience…

A path integral reduction procedure in Wiener-type path integrals, based on the approach developed in arXiv:1912.13124, is applied to a simple invariant mechanical system defined on a product manifold with a given free, proper and isometric…

Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated…

Discrete-time quantum walk in one-dimension is studied from a path-integral perspective. This enables derivation of a closed-form expression for amplitudes corresponding to any coin-position basis of the state vector of the quantum walker…

For control systems in discrete time, this paper discusses measure-theoretic invariance entropy for a subset Q of the state space with respect to a quasi-stationary measure obtained by endowing the control range with a probability measure.…

The present work develops a framework to derive piecewise polynomial measures arising from invariant measures on adjoint orbits in the context of compact and semisimple Lie groups. These measures are computed from orbital integrals via…

The paper considers the problem of constructing program control for an object described by a system with a quasidifferentiable right-hand side. The control aim is to bring the system from a given initial position to a given final state in…

The article is devoted to the investigation of particular classes of quasi-invariant descending at infinity measures on linear spaces over non-Archimedean fields such that measures are with values in non-Archimedean fields also. Their…

Quantum trajectories are Markov chains modeling quantum systems subjected to repeated indirect measurements. Their stationary regime depends on what observables are measured on the probes used to indirectly measure the system. In this…

Let $(X_n)_{n \in\mathbb{N}}$ be a $V$-geometrically ergodic Markov chain on a measurable space $\mathbb{X}$ with invariant probability distribution $\pi$. In this paper, we propose a discretization scheme providing a computable sequence…

We investigate the long-time behavior of solutions to a stochastically forced one-dimensional Navier-Stokes system, describing the motion of a compressible viscous fluid, in the case of linear pressure law. We prove existence of an…

In this paper a new dissimilarity measure to identify groups of assets dynamics is proposed. The underlying generating process is assumed to be a diffusion process solution of stochastic differential equations and observed at discrete time.…

We introduce a notion of "gradient at a given scale" of functions defined on a metric measure space. We then use it to define Sobolev inequalities at large scale and we prove their invariance under large-scale equivalence (maps that…

We propose a scheme allowing to observe the evolution of a quantum system in the semiclassical regime along the paths generated by the propagator. The scheme relies on performing consecutive weak measurements of the position. We show how…

In this paper we study the asymptotic behavior of the Random-Walk Metropolis algorithm on probability densities with two different `scales', where most of the probability mass is distributed along certain key directions with the…