invariant measures
Inherent Numerical Instability in Computing Invariant Measures of Markov Chains
... Basically, we have exploited that the solutions of the truncated system (22) converge to invariant measures as N → ∞ . For Markov chains with a general transition structure, there is no way of solving x = ...
19
Invariant measures for stochastic nonlinear beam and wave equations
... Further, let us turn to stochastic wave equations with polynomial nonlinearities. Analysis of the linear case and of stochastic oscillators in finite dimensions indicates that one has to consider damped equations in ...
20
Large deviations principle for the invariant measures of the 2D stochastic Navier-Stokes equations on a torus
... see [9, Corollary 9.1 and Remark 4.1 (c)]). However, an essential tool in proving the LDP is given by the exponential estimates for the invariant measures and we have been able to prove them only in the ...
34
On an infinite sequence of invariant measures for the cubic nonlinear Schrödinger equation
... there corresponds a family of invariant measures (IMs) with densities f (Q(p, q)) where f (·) is an arbitrary smooth real function. The problem we are interested in is whether this property is kept for the ...
20
Equivalence of ensembles for two species zero range invariant measures
... The ensembles studied above arise naturally as stationary measures of zero-range pro- cesses showing a condensation transition which has recently attained much interest. Condensation transitions in zero-range ...
38
Stationary flows and uniqueness of invariant measures
... set S. Assuming irreducibility and positive recurrence, the previous observation immedi- ately yields a unique probability measure π on S such that π P = π, which answers the original question. Finally, in Section 4, we ...
11
Invariant measures for continued fraction algorithms with finitely many digits
... In Section 2 we will give the general form of the continued fraction maps we study in this paper. After that we give several examples of such maps and a way of finding the density of the invariant measure by using ...
26
Multi level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations
... analysis approach is that it might be the case that even though (2) is geometrically ergodic, the corresponding numerical discretisation might not be (Roberts and Tweedie 1996), while in addition extra care is required ...
18
Convergence of Invariant Measures of Truncation Approximations to Markov Processes
... More generally, any measure satisfying (1) is called an invariant or stationary measure for the process. If, in addition, the measure has mass 1, it is referred to as a stationary or invariant distribution. ...
11
Conjugacy rigidity, cohomological triviality and barycentres of invariant measures
... De la Llave, Marco & Moriy6n [34] proved a smooth co cycle rigidity theorem in the context of Coo Anosov diffeomorphisms, and in Appendix B we adapt this proof to the case of piecewise C[r] ...
171
Size invariant measures of association : characterization and difficulties
... An elementary submatrix of A ∈ A(m, n) (also called a “tetrad” by Yule and Kendall (1948)) is any 2 × 2 submatrix whose entries belong to adjacent rows and columns of A. The cross-product ratio of an elementary submatrix ...
25
Sublinear functionals ergodicity and finite invariant measures
... See Sucheston [7], Theorem 6 existence of invariant measure is equivalent to non-existence of weakly wandering sets and non-existence of weakly wandering sets is the Again.. same as cons[r] ...
11
On the classification of measure preserving transformations of Lebesgue spaces
... of piecewise monotone increasing and continuous functions of the unit interval, together with their corresponding 'natural' invariant measures.. In section 0 we give a brief description [r] ...
106
Evaluating a stochastic parametrization for a fast–slow system using the Wasserstein distance
... the invariant measures (“the climates”) of the uncoupled Lorenz 84 model, and of its two versions with deterministic and stochastic parametrizations are from the projection of the measure of the coupled ...
15
An identity for cocycles on coset spaces of locally compact groups
... quasi-invariant measures; to each such cocycle there is a quasi-invariant measure µ on G/H, so that the Radon-Nikodym derivative of the translated measure ...
5
Orthogonal invariant sets of the diffusion tensor and the development of a curvilinear set suitable for low-anisotropy tissues.
... these measures in the same way as Criscione et ...these invariant measures which maintains a direct connection with the eigenvalue coordinates and therefore presents a clearer picture of the geometry ...
15
Hausdorff Measures and Hausdorff Dimensions of the Invariant Sets for Iterated Function Systems of Geometric Fractals
... In this paper, we study the Cantor set and formulate iterated function system with probabilities of the generalized Cantor sets and also show their invariant measures using Markov operator and ...
9
Fixed point results and their applications to Markov processes
... New existence and comparison results are proved for fixed points of increasing operators and for common fixed points of operator families in partially ordered sets. These results are then applied to derive existence and ...
14
Entropy of diffeomorphisms of surfaces
... entropy of continuous maps of compact metric spaces in topological terms. For this we shall discuss Bowen's definition of entropy for non-compact sets, C3], and Katok's definition of entropy by (n,e, 6 ,)-spanning sets, ...
147
Spectral analysis of Julia sets
... Urbariski have shown in [DU5]that the following numbers coincide: 1 minimal zero of the pressure function, 2 supremum of Hausdorff dimensions of ergodic invariant measures with positive [r] ...
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