相关论文: Markov extensions and lifting measures for complex…

Markov chains arising from random iteration of functions $S_{\theta}:X\to X$, $\theta \in \Theta$, where $X$ is a Polish space and $\Theta$ is arbitrary set of indices are considerd. At $x\in X$, $\theta$ is sampled from distribution…

In this paper, we consider a monic, centred, hyperbolic polynomial of degree $d \ge 2$, restricted on its Julia set and compute its Lyapunov exponents with respect to certain weighted Lyubich's measures. In particular, we show a certain…

For a class of piecewise deterministic Markov processes, the supports of the invariant measures are characterized. This is based on the analysis of controllability properties of an associated deterministic control system. Its invariant…

In this short note, we prove positivity of the Lyapunov exponent for 1D continuum Anderson models by leveraging some classical tools from inverse spectral theory. The argument is much simpler than the existing proof due to…

Let $f$ be a non-invertible $C^{1+\beta}(\beta>0)$ map with zero Lyapunov exponents and singularities on a closed Riemannian manifold $M$. We consider the symbolic dynamics of $f$. Combining the techniques in recent works of Sarig, Ovadia…

The main contribution of this paper is a strong converse result for $K$-hop distributed hypothesis testing against independence with multiple (intermediate) decision centers under a Markov condition. Our result shows that the set of type-II…

We study probabilistic iterated function systems (IFS), consisting of a finite or infinite number of average-contracting bi-Lipschitz maps on R^d. If our strong open set condition is also satisfied, we show that both upper and lower bounds…

Due to \v{C}encov's theorem, there exists a unique family of invariant symmetric $(0,2)$-tensor fields on the space of positive probability measures on a set of $n$-points indexed by $n\in \mathbb{N}$ under Markov embeddings. We deform…

A distributional equation as a criterion for invariant measures of Markov processes associated to L\'evy-type operators is established. This is obtained via a characterization of infinitesimally invariant measures of the associated…

Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes and all possible scenarios we identify the corresponding…

Let (M,d) be a compact metric space and f:M --> M an expansive homeomorphism. We define Lyapunov exponents L(f,m)_{max} and l(f,mu)_{min} for an f-invariant measure m. When L(f,m)_{max} > 0 and l(f,mu)_{min} < 0 can be interpreted as a weak…

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…

The work concerns invariant measures for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the exponential ergodicity of these equations. Then for a sequence of these equations, when their coefficients…

We study computational aspects of relational marginal polytopes which are statistical relational learning counterparts of marginal polytopes, well-known from probabilistic graphical models. Here, given some first-order logic formula, we can…

It is well known that the space of invariant probability measures for transitive sub-shifts of finite type is a Poulsen simplex. In this article we prove that in the non-compact setting, for a large family of transitive countable Markov…

In this article we consider the Markovian products of invertible (not necessarily positive) matrices chosen from a strongly irreducible, contracting, finite set of matrices. We construct Markovian transfer operators and prove the spectral…

We study several new invariants associated to a holomorphic projective structure on a Riemann surface of finite analytic type: the Lyapunov exponent of its holonomy which is of probabilistic/dynamical nature and was introduced in our…

We consider measures which are invariant under a measurable iterated function system with positive, place-dependent probabilities in a separable metric space. We provide an upper bound of the Hausdorff dimension of such a measure if it is…

We develop a general framework for establishing non-uniqueness of stationary measures for stochastically forced dynamical systems possessing an almost surely invariant submanifold. Our main abstract result provides sufficient conditions for…

A long-standing question is what invariant sets can be shared by two maps acting on the same space. A similar question stands for invariant measures. A particular interesting case are expanding Markov maps of the circle. If the two involved…