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We develop a new generalized coupling approach to the study of stochastic delay equations with H\"older continuous coefficients, for which analytical PDE-based methods are not available. We prove that such equations possess unique weak…

We prove the convergence at an exponential rate towards the invariant probability measure for a class of solutions of stochastic differential equations with finite delay. This is done, in this non-Markovian setting, using the cluster…

The Lyapunov exponents of a chaotic system quantify the exponential divergence of initially nearby trajectories. For Hamiltonian systems the exponents are related to the eigenvalues of a symplectic matrix. We make use of this fact to…

We continue the study of a model for heat conduction consisting of a chain of non-linear oscillators coupled to two Hamiltonian heat reservoirs at different temperatures. We establish existence of a Liapunov function for the chain dynamics…

New algorithms for construction of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces are presented. These algorithms are based on a special technique of sequential…

In this paper, we present the asymptotic distribution of M-estimators for parameters in non-stationary AR(p) processes. The innovations are assumed to be in the domain of attraction of a stable law with index $0<\alpha\le2$. In particular,…

For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…

Information theory on a time-discrete setting in the framework of time series analysis is generalized to the time-continuous case. Considerations of the Roessler and Lorenz dynamics as well as the Ornstein-Uhlenbeck process yield for…

We propose a generalization of the asymptotic equipartition property to discrete sources with an ambiguous alphabet, and prove that it holds for irreducible stationary Markov sources with an arbitrary distinguishability relation. Our…

For a class of linear switched systems in continuous time a controllability condition implies that state feedbacks allow to achieve almost sure stabilization with arbitrary exponential decay rates. This is based on the Multiplicative…

We present two examples of finite-alphabet, infinite excess entropy processes generated by invariant hidden Markov models (HMMs) with countable state sets. The first, simpler example is not ergodic, but the second is. It appears these are…

In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a…

Pseudo-entropy and SVD entropy are generalizations of the entanglement entropy that involve post-selection. In this work we analyze their properties as measures on the spaces of quantum states and argue that their excess provides useful…

We investigate toy dynamical models of energy-level repulsion in quantum eigenvalue sequences. We focus on parametric (with respect to a running coupling or "complexity" parameter) stochastic processes that are capable of relaxing towards a…

In this paper, we present a framework for Stability Analysis of Systems of Coupled Linear Partial-Differential Equations. The class of PDE systems considered in this paper includes parabolic, elliptic and hyperbolic systems with Dirichelet,…

We study global entangling properties of the system of coupled kicked tops testing various hypotheses and predictions concerning entanglement in quantum chaotic systems. In order to analyze the averaged initial entanglement production rate…

This article proposes an approach to construct a Lyapunov function for a linear coupled impulsive system consisting of two time-invariant subsystems. In contrast to various variants of small-gain stability conditions for coupled systems,…

By considering general Markov stochastic dynamics and its coarse-graining, we study the framework of stochastic thermodynamics for the original and reduced descriptions corresponding to different scales. We are especially concerned with the…

Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical…

In the framework of Nelson stochastic quantization we derive exact non-stationary states for a class of time-dependent potentials. The wave-packets follow a classical motion with constant dispersion. The new states thus define a possible…