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Limit cycles for vector fields with homogeneous components

A. Cima, A. Gasukk, F. Mañosas (1997)

Applicationes Mathematicae

We study planar polynomial differential equations with homogeneous components. This kind of equations present a simple and well known dynamics when the degrees (n and m) of both components coincide. Here we consider the case n m and we show that the dynamics is more complicated. In fact, we prove that such systems can exhibit periodic orbits only when nm is odd. Furthermore, for nm odd we give examples of such differential equations with at least (n+m)/2 limit cycles.

Limit theorem for random walk in weakly dependent random scenery

Nadine Guillotin-Plantard, Clémentine Prieur (2010)

Annales de l'I.H.P. Probabilités et statistiques

Let S=(Sk)k≥0 be a random walk on ℤ and ξ=(ξi)i∈ℤ a stationary random sequence of centered random variables, independent of S. We consider a random walk in random scenery that is the sequence of random variables (Un)n≥0, where Un=∑k=0nξSk, n∈ℕ. Under a weak dependence assumption on the scenery ξ we prove a functional limit theorem generalizing Kesten and Spitzer’s [Z. Wahrsch. Verw. Gebiete50 (1979) 5–25] theorem.

Limit theorems for stationary Markov processes with L2-spectral gap

Déborah Ferré, Loïc Hervé, James Ledoux (2012)

Annales de l'I.H.P. Probabilités et statistiques

Let ( X t , Y t ) t 𝕋 be a discrete or continuous-time Markov process with state space 𝕏 × d where 𝕏 is an arbitrary measurable set. Its transition semigroup is assumed to be additive with respect to the second component, i.e. ( X t , Y t ) t 𝕋 is assumed to be a Markov additive process. In particular, this implies that the first component ( X t ) t 𝕋 is also a Markov process. Markov random walks or additive functionals of a Markov process are special instances of Markov additive processes. In this paper, the process ( Y t ) t 𝕋 is shown to satisfy the...

Limit theory for some positive stationary processes with infinite mean

Jon Aaronson, Roland Zweimüller (2014)

Annales de l'I.H.P. Probabilités et statistiques

We prove stable limit theorems and one-sided laws of the iterated logarithm for a class of positive, mixing, stationary, stochastic processes which contains those obtained from nonintegrable observables over certain piecewise expanding maps. This is done by extending Darling–Kac theory to a suitable family of infinite measure preserving transformations.

Limiting Behavior for an Iterated Viscosity

Ciprian Foias, Michael S. Jolly, Oscar P. Manley (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

The behavior of an ordinary differential equation for the low wave number velocity mode is analyzed. This equation was derived in [5] by an iterative process on the two-dimensional Navier-Stokes equations (NSE). It resembles the NSE in form, except that the kinematic viscosity is replaced by an iterated viscosity which is a partial sum, dependent on the low-mode velocity. The convergence of this sum as the number of iterations is taken to be arbitrarily large is explored. This leads to a limiting...

Limiting curlicue measures for theta sums

Francesco Cellarosi (2011)

Annales de l'I.H.P. Probabilités et statistiques

We consider the ensemble of curves {γα, N: α∈(0, 1], N∈ℕ} obtained by linearly interpolating the values of the normalized theta sum N−1/2∑n=0N'−1exp(πin2α), 0≤N'<N. We prove the existence of limiting finite-dimensional distributions for such curves as N→∞, when α is distributed according to any probability measure λ, absolutely continuous w.r.t. the Lebesgue measure on [0, 1]. Our Main Theorem generalizes a result by Marklof [Duke Math. J.97 (1999) 127–153] and Jurkat and van Horne [Duke...

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