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相关论文: Convergence to the maximal invariant measure for a…

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Random metastability occurs when an externally forced or noisy system possesses more than one state of apparent equilibrium. This work investigates a class of random dynamical systems, arising from perturbing a one-dimensional piecewise…

动力系统 · 数学 2025-10-27 Cecilia González-Tokman , Joshua Peters

We consider the problem of computing the maximal invariant set of discrete-time linear systems subject to a class of non-convex constraints that admit quadratic relaxations. These non-convex constraints include semialgebraic sets and other…

系统与控制 · 电气工程与系统科学 2020-11-30 Zheming Wang , Raphaël M. Jungers , Chong-Jin Ong

We study a non-reversible random walk advected by the symmetric simple exclusion process, so that the walk has a local drift of opposite sign when sitting atop an occupied or an empty site. We prove that the back-tracking probability of the…

We consider a supercritical branching process $(Z_n)$ in a random environment $\xi$. Let $W$ be the limit of the normalized population size $W_n=Z_n/E[Z_n|\xi]$. We first show a necessary and sufficient condition for the quenched $L^p$…

概率论 · 数学 2015-04-06 Chunmao Huang , Quansheng Liu

We consider homogeneous random walks in the quarter-plane. The necessary conditions which characterize random walks of which the invariant measure is a sum of geometric terms are provided in [2,3]. Based on these results, we first develop…

概率论 · 数学 2015-02-26 Yanting Chen , Richard J. Boucherie , Jasper Goseling

The convergence of a sequence of point processes with dependent points, defined by a symmetric function of iid high-dimensional random vectors, to a Poisson random measure is proved. This also implies the convergence of the joint…

概率论 · 数学 2024-02-14 Johannes Heiny , Carolin Kleemann

We aim at estimating in a non-parametric way the density $\pi$ of the stationary distribution of a $d$-dimensional stochastic differential equation $(X_t)_{t \in [0, T]}$, for $d \ge 2$, from the discrete observations of a finite sample…

统计理论 · 数学 2022-12-29 Chiara Amorino , Arnaud Gloter

We study general zero range processes with different types of particles on a d-dimensional lattice with periodic boundary conditions. A necessary and sufficient condition on the jump rates for the existence of stationary product measures is…

统计力学 · 物理学 2018-04-26 Stefan Grosskinsky , Herbert Spohn

In this technical communique we study the maximal robust positively invariant set for state-constrained continuous-time nonlinear systems subjected to a bounded disturbance. Extending results from the theory of barriers, we show that this…

最优化与控制 · 数学 2021-03-02 Willem Esterhuizen , Tim Aschenbruck , Stefan Streif

We introduce a class of (2+1)-dimensional stochastic growth processes, that can be seen as irreversible random dynamics of discrete interfaces. "Irreversible" means that the interface has an average non-zero drift. Interface configurations…

概率论 · 数学 2017-09-26 Fabio Lucio Toninelli

The asymptotic behaviour of empirical measures has been studied extensively. In this paper, we consider empirical measures of given subordinated processes on complete (not necessarily compact) and connected Riemannian manifolds with…

概率论 · 数学 2022-08-17 Huaiqian Li , Bingyao Wu

We study expansive measures for continuous flows without fixed points on compact metric spaces. We provide a new characterization of expansive measures through dynamical balls that, in contrast to the dynamical balls considered in [\emph{J.…

动力系统 · 数学 2026-04-30 Eduardo Pedrosa , Elias Rego , Alexandre Trilles

In this paper we give an improved upper bound, as compared to the one given in [3] for the number of extreme points of the convex set of all G-invariant probability measures on X*Y with given marginals of full support.

综合数学 · 数学 2010-03-17 M. G. Nadkarni , K. Gowri Navada

We study finitely additive measures on the set $\mathbb N$ which extend the asymptotic density (density measures). We show that there is a one-to-one correspondence between density measures and positive functionals in $\ell_\infty^*$, which…

数论 · 数学 2015-02-23 Peter Letavaj , Ladislav Mišík , Martin Sleziak

The bacteria metabolic process of open nonlinear dissipative system far from equilibrium point is modeled using classical methods of synergetics. The invariant measure and its convergence in the phase space of the system was obtained in…

混沌动力学 · 物理学 2025-04-16 V. Grytsay

This paper studies the asymptotic convergence of computed dynamic models when the shock is unbounded. Most dynamic economic models lack a closed-form solution. As such, approximate solutions by numerical methods are utilized. Since the…

计量经济学 · 经济学 2021-03-12 Kenichiro McAlinn , Kosaku Takanashi

Zero-range processes with decreasing jump rates exhibit a condensation transition, where a positive fraction of all particles condenses on a single lattice site when the total density exceeds a critical value. We study the onset of…

概率论 · 数学 2013-06-07 Inés Armendáriz , Stefan Grosskinsky , Michail Loulakis

We propose a definition o meta-stability and obtain sufficient conditions for a sequence of Markov processes on finite state spaces to be meta-stable. In the reversible case, these conditions reduce to estimates of the capacity and the…

概率论 · 数学 2008-02-18 J. Beltran , C. Landim

In this paper, we consider contact processes on locally compact separable metric spaces with birth and death rates heterogeneous in space. Conditions on the rates that ensure the existence of invariant measures of contact processes are…

概率论 · 数学 2023-04-28 Sergey Pirogov , Elena Zhizhina

We characterize when a convex risk measure associated to a law-invariant acceptance set in $L^\infty$ can be extended to $L^p$, $1\leq p<\infty$, preserving finiteness and continuity. This problem is strongly connected to the statistical…

风险管理 · 定量金融 2014-01-15 Pablo Koch-Medina , Cosimo Munari