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We give a general method of deriving statistical limit theorems, such as the central limit theorem and its functional version, in the setting of ergodic measure preserving transformations. This method is applicable in situations where the…

动力系统 · 数学 2008-04-15 Marta Tyran-Kaminska

We proved that there exists a unique invariant measure for solutions of stochastic conservation laws with Dirichlet boundary condition driven by multiplicative noise. Moreover, a polynomial mixing property is established. This is done in…

概率论 · 数学 2020-07-15 Zhao Dong , Rangrang Zhang , Tusheng Zhang

We show that the derivative of the (measure) transfer operator with respect to the parameter of the map is a divergence. Then, for physical measures of discrete-time hyperbolic chaotic systems, we derive an equivariant divergence formula…

数值分析 · 数学 2023-08-09 Angxiu Ni , Yao Tong

In this paper, for a discontinuous skew-product transformation with the integrable observation function, we obtain uniform ergodic theorem and semi-uniform ergodic theorem. The main assumptions are that discontinuity sets of transformation…

动力系统 · 数学 2017-11-07 Xia Pan , Zuohuan Zheng , Zhe Zhou

We revisit functional central limit theorems for additive functionals of ergodic Markov diffusion processes. Translated in the language of partial differential equations of evolution, they appear as diffusion limits in the asymptotic…

概率论 · 数学 2012-09-06 Patrick Cattiaux , Djalil Chafai , Arnaud Guillin

We initiate studying inverse spectral problems for Dirac-type functional-differential operators with constant delay. For simplicity, we restrict ourselves to the case when the delay parameter is not less than one half of the interval. For…

谱理论 · 数学 2022-06-28 Sergey Buterin , Nebojša Djurić

This work is concerned with determination of the steady-state structure of time-independent Lindblad master equations, especially those possessing more than one steady state. The approach here is to treat Lindblad systems as generalizations…

量子物理 · 物理学 2014-02-24 Victor V. Albert , Liang Jiang

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

统计力学 · 物理学 2011-09-09 Guy Fayolle , Cyril Furtlehner

We study the exponential stabilization problem for a nonlinear Korteweg-de Vries equa- tion on bounded interval in cases where the linearized control system is not controllable. The system has Dirichlet boundary conditions at the end-points…

偏微分方程分析 · 数学 2018-02-28 Jean-Michel Coron , Ivonne Rivas , Shengquan Xiang

In this paper, we prove that the laws of perturbed diffusion processes and perturbed reflected diffusion processes are absolutely continuous with respect to the Lebesgue measure. The main tool we use is the Malliavin calculus.

概率论 · 数学 2013-05-06 Wen Yue , Tusheng Zhang

We consider expanding systems with invariant measures that are uniformly expanding everywhere except on a small measure set and show that the limiting statistics of hitting times for zero measure sets are compound Poisson provided the…

动力系统 · 数学 2025-10-17 Nicolai T A Haydn

We propose a notion of conditioned stochastic stability of invariant measures on repellers: we consider whether quasi-ergodic measures of absorbing Markov processes, generated by random perturbations of the deterministic dynamics and…

We study perturbation theory and uniform ergodicity for discrete-time Markov chains on general state spaces in terms of the uniform moments of the first hitting times on some set. The methods we adopt are different from previous ones. For…

概率论 · 数学 2020-03-17 Yonghua Mao , Yanhong Song

We develop sufficient analytic conditions for conservativeness of non-sectorial perturbations of symmetric Dirichlet forms which can be represented through a carr\'e du champ on a locally compact separable metric space. These form an…

概率论 · 数学 2017-10-10 Minjung Gim , Gerald Trutnau

All low-order conservation laws are found for a general class of nonlinear wave equations in one dimension with linear damping which is allowed to be time-dependent. Such equations arise in numerous physical applications and have attracted…

数学物理 · 物理学 2025-10-20 Stephen C. Anco , Almudena P. Marquez , Tamara M. Garrido , Maria L. Gandarias

We propose a stochastic description of the dynamics of a Bose-Einstein condensate within the context of Nelson stochastic mechanics. We start from the $N$ interacting conservative diffusions, associated with the $N$ Bose particles, and take…

概率论 · 数学 2025-06-26 Luigi Borasi , Francesco C. De Vecchi , Stefania Ugolini

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…

概率论 · 数学 2022-04-06 William Oçafrain

This paper demonstrates a lower and upper solution method to investigate the asymptotic behaviour of the conservative reaction-diffusion systems associated with Markovian process algebra models. In particular, we have proved the uniform…

性能 · 计算机科学 2022-11-18 Jie Ding , Ruiming Ma , Zhigui Lin , Zhi Ling

The aim of this paper is to show how extracting dynamical behavior and ergodic properties from deterministic chaos with the assistance of exact invariant measures. On the one hand, we provide an approach to deal with the inverse problem of…

混沌动力学 · 物理学 2015-06-24 Roberto Venegeroles

We prove the equivalence between the existence of a non-trivial hitting time statistics law and Extreme Value Laws in the case of dynamical systems with measures which are not absolutely continuous with respect to Lebesgue. This is a…

动力系统 · 数学 2012-09-14 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd