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Decay of correlations for nonuniformly expanding systems

Sébastien Gouëzel (2006)

Bulletin de la Société Mathématique de France

We estimate the speed of decay of correlations for general nonuniformly expanding dynamical systems, using estimates on the time the system takes to become really expanding. Our method can deal with fast decays, such as exponential or stretched exponential. We prove in particular that the correlations of the Alves-Viana map decay in O ( e - c n ) .

Densité des orbites des trajectoires browniennes sous l’action de la transformation de Lévy

Jean Brossard, Christophe Leuridan (2012)

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

Let Tbe a measurable transformation of a probability space ( E , , π ) , preserving the measureπ. Let X be a random variable with law π. Call K(⋅, ⋅) a regular version of the conditional law of X given T(X). Fix B . We first prove that ifB is reachable from π-almost every point for a Markov chain of kernel K, then the T-orbit of π-almost every point X visits B. We then apply this result to the Lévy transform, which transforms the Brownian motion W into the Brownian motion |W| − L, where L is the local time...

Density estimation for one-dimensional dynamical systems

Clémentine Prieur (2001)

ESAIM: Probability and Statistics

In this paper we prove a Central Limit Theorem for standard kernel estimates of the invariant density of one-dimensional dynamical systems. The two main steps of the proof of this theorem are the following: the study of rate of convergence for the variance of the estimator and a variation on the Lindeberg–Rio method. We also give an extension in the case of weakly dependent sequences in a sense introduced by Doukhan and Louhichi.

Density Estimation for One-Dimensional Dynamical Systems

Clémentine Prieur (2010)

ESAIM: Probability and Statistics

In this paper we prove a Central Limit Theorem for standard kernel estimates of the invariant density of one-dimensional dynamical systems. The two main steps of the proof of this theorem are the following: the study of rate of convergence for the variance of the estimator and a variation on the Lindeberg–Rio method. We also give an extension in the case of weakly dependent sequences in a sense introduced by Doukhan and Louhichi.

Density of paths of iterated Lévy transforms of brownian motion

Marc Malric (2012)

ESAIM: Probability and Statistics

The Lévy transform of a Brownian motion B is the Brownian motion B(1) given by Bt(1) = ∫0tsgn(Bs)dBs; call B(n) the Brownian motion obtained from B by iterating n times this transformation. We establish that almost surely, the sequence of paths (t → Bt(n))n⩾0 is dense in Wiener space, for the topology of uniform convergence on compact time intervals.

Density of paths of iterated Lévy transforms of Brownian motion

Marc Malric (2012)

ESAIM: Probability and Statistics

The Lévy transform of a Brownian motion B is the Brownian motion B(1) given by Bt(1) = ∫0tsgn(Bs)dBs; call B(n) the Brownian motion obtained from B by iterating n times this transformation. We establish that almost surely, the sequence of paths (t → Bt(n))n⩾0 is dense in Wiener space, for the topology of uniform convergence on compact time intervals.

Density of the set of symbolic dynamics with all ergodic measures supported on periodic orbits

Tatiane Cardoso Batista, Juliano dos Santos Gonschorowski, Fabio Armando Tal (2015)

Fundamenta Mathematicae

Let K be the Cantor set. We prove that arbitrarily close to a homeomorphism T: K → K there exists a homeomorphism T̃: K → K such that the ω-limit of every orbit is a periodic orbit. We also prove that arbitrarily close to an endomorphism T: K → K there exists an endomorphism T̃: K → K with every orbit finally periodic.

Déviations de moyennes ergodiques, flots de Teichmüller et cocycle de Kontsevich-Zorich

Raphaël Krikorian (2003/2004)

Séminaire Bourbaki

Étant donnée une fonction régulière de moyenne nulle sur le tore de dimension 2 , il est facile de voir que ses intégrales ergodiques au-dessus d’un flot de translation “générique”sont bornées. Il y a une dizaine d’années, A. Zorich a observé numériquement une croissance en puissance du temps de ces intégrales ergodiques au-dessus de flots d’hamiltoniens (non-exacts) “génériques”sur des surfaces de genre supérieur ou égal à 2 , et Kontsevich et Zorich ont proposé une explication (conjecturelle) de...

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