相关论文: Absolute continuity for random iterated function s…

We obtain the posterior distribution of a random process conditioned on observing the empirical frequencies of a finite sample path. We find under a rather broad assumption on the "dependence structure" of the process, {\em c.f.}…

A simple model of an irreversible process is introduced. The equation of iterations in the model includes a noise generation term. We study the properties of the system when the noise generation term is a stochastic process (e.g. a random…

This paper is concerned with the Lyapunov spectrum for measurable cocycles over an ergodic pmp system taking values in semi-simple real Lie groups. We prove simplicity of the Lyapunov spectrum and its continuity under certain perturbations…

It follows from Oseledec Multiplicative Ergodic Theorem (or Kingmans Subadditional Ergodic Theorem) that the Lyapunov-irregular set of points for which the Oseledec averages of a given continuous cocycle diverge has zero measure with…

We analyse the so-called Marginal Instability of linear switching systems, both in continuous and discrete time. This is a phenomenon of unboundedness of trajectories when the Lyapunov exponent is zero. We disprove two recent conjectures of…

Lyapunov's indirect method is an attractive method for analyzing stability of non-linear systems since only the stability of the corresponding linearized system needs to be determined. Unfortunately, the proof for finite-dimensional systems…

Generalized entropies are studied as Lyapunov functions for the Master equation (Markov chains). Three basic properties of these Lyapunov functions are taken into consideration: universality (independence of the kinetic coefficients),…

We give hierarchy of one-parameter family F(a,x) of maps of the interval [0,1] with an invariant measure. Using the measure, we calculate Kolmogorov-Sinai entropy, or equivalently Lyapunov characteristic exponent, of these maps…

Let $\{X_n\}$ be a stationary and ergodic time series taking values from a finite or countably infinite set ${\cal X}$. Assume that the distribution of the process is otherwise unknown. We propose a sequence of stopping times $\lambda_n$…

In this article, we provide a general strategy based on Lyapunov functionals to analyse global asymptotic stability of linear infinite-dimensional systems subject to nonlinear dampings under the assumption that the origin of the system is…

We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…

We study some new universal aspects of diffusion in chaotic systems, especially such having very large Lyapunov coefficients on the chaotic (indecomposable, topologically transitive) component. We do this by discretizing the chaotic…

We consider stability analysis of constrained switching linear systems in which the dynamics is unknown and whose switching signal is constrained by an automaton. We propose a data-driven Lyapunov framework for providing probabilistic…

We extend Hochman's work on exponentially separated self-similar measures on $\mathbb{R}$ to the real analytic setting. More precisely, let $\Phi=\left\{ \varphi_{i}\right\} _{i\in\Lambda}$ be an iterated function system on $I:=[0,1]$…

We revisit the classical problem of absolute stability; assessing the robust stability of a given linear time-invariant (LTI) plant in feedback with a nonlinearity belonging to some given function class. Standard results typically take the…

This paper is concerned with stability analysis of nonlinear time-varying systems by using Lyapunov function based approach. The classical Lyapunov stability theorems are generalized in the sense that the time-derivative of the Lyapunov…

We apply the maximum entropy principle to construct the natural invariant density and Lyapunov exponent of one-dimensional chaotic maps. Using a novel function reconstruction technique that is based on the solution of Hausdorff moment…

We consider time-inhomogeneous ODEs whose parameters are governed by an underlying ergodic Markov process. When this underlying process is accelerated by a factor $\varepsilon^{-1}$, an averaging phenomenon occurs and the solution of the…

In this paper we deal with infinite-dimensional nonlinear forward complete dynamical systems which are subject to external disturbances. We first extend the well-known Datko lemma to the framework of the considered class of systems. Thanks…

We consider some classes of piecewise expanding maps in finite dimensional spaces having invariant probability measures which are absolutely continuous with respect to Lebesgue measure. We derive an entropy formula for such measures and,…