相关论文: Fractal asymptotics
Many natural and social systems possess power-law memory, and their mathematical modeling requires the application of discrete and continuous fractional calculus. Most of these systems are nonlinear and demonstrate regular and chaotic…
The escape mechanism of the four hill potential is explored. A thorough numerical investigation takes place in several types of two-dimensional planes and also in a three-dimensional subspace of the entire four-dimensional phase space in…
We reveal the escape mechanism of orbits in a Hamiltonian system with four exit channels composed of two-dimensional perturbed harmonic oscillators. We distinguish between trapped chaotic, non-escaping regular and escaping orbits by…
We apply periodic orbit theory to study the asymptotic distribution of escape times from an intermittent map. The dynamical zeta function exhibits a branch point which is associated with an asymptotic power law escape. By an analytic…
We consider a $\mathbb{R}$-extension of one dimensional uniformly expanding open dynamical systems and prove a new explicit estimate for the asymptotic spectral gap. To get these results, we use a new application of a "global normal form"…
Modern density functional approximations achieve moderate accuracy at low computational cost for many electronic structure calculations. Some background is given relating the gradient expansion of density functional theory to the WKB…
Asymptotic expansion of the distribution of a perturbation $Z_n$ of a Skorohod integral jointly with a reference variable $X_n$ is derived. We introduce a second-order interpolation formula in frequency domain to expand a characteristic…
Asymptotic theory for approximate martingale estimating functions is generalised to diffusions with finite-activity jumps, when the sampling frequency and terminal sampling time go to infinity. Rate optimality and efficiency are of…
Thermally activated escape over a potential barrier in the presence of periodic driving is considered. By means of novel time-dependent path-integral methods we derive asymptotically exact weak-noise expressions for both the instantaneous…
Two-dimensional random Lorentz gases with absorbing traps are considered in which a moving point particle undergoes elastic collisions on hard disks and annihilates when reaching a trap. In systems of finite spatial extension, the…
The estimation of the covariance structure from a discretely observed multivariate Gaussian process under asynchronicity and noise is analysed under high-frequency asymptotics. Asymptotic lower and upper bounds are established for a general…
A fractal method to detect, locate and quantify chaos in multi-dimensional-conservative-closed systems, based on the creation of artificial exits, is presented. The method is invariant under space-time changes of coordinates and can be used…
We derive a nonparametric higher-order asymptotic expansion for small-time changes of conditional characteristic functions of It\^o semimartingale increments. The asymptotics setup is of joint type: both the length of the time interval of…
A dynamical system perturbed by white noise in a neighborhood of an unstable fixed point is considered. We obtain the exit asymptotics in the limit of vanishing noise intensity. This is a refinement of a result by Kifer (1981).
Asymptotic expansion of a variation with anticipative weights is derived by the theory of asymptotic expansion for Skorohod integrals having a mixed normal limit. The expansion formula is expressed with the quasi-torsion, quasi-tangent and…
Freidlin-Wentzell theory of large deviations can be used to compute the likelihood of extreme or rare events in stochastic dynamical systems via the solution of an optimization problem. The approach gives exponential estimates that often…
We consider multimodal maps with holes and study the evolution of the open systems with respect to equilibrium states for both geometric and H\"older potentials. For small holes, we show that a large class of initial distributions share the…
We propose a new asymptotic expansion method for nonlinear filtering, based on a small parameter in the system noise. The conditional expectation is expanded as a power series in the noise level, with each coefficient computed by solving a…
We study the effect of homogeneous noise on the escape rate of strongly chaotic area-preserving maps with a small opening. While in the noiseless dynamics the escape rate analytically depends on the instability of the shortest periodic…
We study the asymptotic behavior of the least squares estimators of the unknown parameters of bifurcating autoregressive processes. Under very weak assumptions on the driven noise of the process, namely conditional pair-wise independence…