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Almost-sure growth rate of generalized random Fibonacci sequences

Élise Janvresse, Benoît Rittaud, Thierry de la Rue (2010)

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

We study the generalized random Fibonacci sequences defined by their first non-negative terms and for n≥1, Fn+2=λFn+1±Fn (linear case) and ̃Fn+2=|λ̃Fn+1±̃Fn| (non-linear case), where each ± sign is independent and either + with probability p or − with probability 1−p (0<p≤1). Our main result is that, when λ is of the form λk=2cos(π/k) for some integer k≥3, the exponential growth of Fn for 0<p≤1, and of ̃Fn for 1/k<p≤1, is almost surely positive and given by ∫0∞log x dνk, ρ(x),...

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...

Estimates for Principal Lyapunov Exponents: A Survey

Janusz Mierczyński (2014)

Nonautonomous Dynamical Systems

This is a survey of known results on estimating the principal Lyapunov exponent of a timedependent linear differential equation possessing some monotonicity properties. Equations considered are mainly strongly cooperative systems of ordinary differential equations and parabolic partial differential equations of second order. The estimates are given either in terms of the principal (dominant) eigenvalue of some derived time-independent equation or in terms of the parameters of the equation itself....

Intermittency properties in a hyperbolic Anderson problem

Robert C. Dalang, Carl Mueller (2009)

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

We study the asymptotics of the even moments of solutions to a stochastic wave equation in spatial dimension 3 with linear multiplicative spatially homogeneous gaussian noise that is white in time. Our main theorem states that these moments grow more quickly than one might expect. This phenomenon is well known for parabolic stochastic partial differential equations, under the name of intermittency. Our results seem to be the first example of this phenomenon for hyperbolic equations. For comparison,...

Invariant jets of a smooth dynamical system

Sophie Lemaire (2001)

Bulletin de la Société Mathématique de France

The local deformations of a submanifold under the effect of a smooth dynamical system are studied with the help of Oseledets’ multiplicative ergodic theorem. Equivalence classes of submanifolds, called jets, are introduced in order to describe these local deformations. They identify submanifolds having the same approximations up to some order at a given point. For every order k , a condition on the Lyapunov exponents of the dynamical system is established insuring the convergence of the k -jet of...

On the long-time behaviour of a class of parabolic SPDE’s : monotonicity methods and exchange of stability

Benjamin Bergé, Bruno Saussereau (2005)

ESAIM: Probability and Statistics

In this article we prove new results concerning the structure and the stability properties of the global attractor associated with a class of nonlinear parabolic stochastic partial differential equations driven by a standard multidimensional brownian motion. We first use monotonicity methods to prove that the random fields either stabilize exponentially rapidly with probability one around one of the two equilibrium states, or that they set out to oscillate between them. In the first case we can...

On the long-time behaviour of a class of parabolic SPDE's: monotonicity methods and exchange of stability

Benjamin Bergé, Bruno Saussereau (2010)

ESAIM: Probability and Statistics

In this article we prove new results concerning the structure and the stability properties of the global attractor associated with a class of nonlinear parabolic stochastic partial differential equations driven by a standard multidimensional Brownian motion. We first use monotonicity methods to prove that the random fields either stabilize exponentially rapidly with probability one around one of the two equilibrium states, or that they set out to oscillate between them. In the first case we can...

The absolute continuity of the invariant measure of random iterated function systems with overlaps

Balázs Bárány, Tomas Persson (2010)

Fundamenta Mathematicae

We consider iterated function systems on the interval with random perturbation. Let Y ε be uniformly distributed in [1-ε,1+ ε] and let f i C 1 + α be contractions with fixpoints a i . We consider the iterated function system Y ε f i + a i ( 1 - Y ε ) i = 1 , where each of the maps is chosen with probability p i . It is shown that the invariant density is in L² and its L² norm does not grow faster than 1/√ε as ε vanishes. The proof relies on defining a piecewise hyperbolic dynamical system on the cube with an SRB-measure whose projection is the...

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