3 citations · 9 across the 5 of their papers we have counts for
5 papers · 1 filter
Compound Poisson distributions for random dynamical systems using probabilistic approximations
Lucas Amorim, Nicolai Haydn, Sandro Vaienti
We obtain quenched hitting distributions to be compound Poissonian for a certain class of random dynamical systems. The theory is general and designed to accommodate non-uniformly…
Unimodal maps perturbed by heteroscedastic noise: an application to a financial systems
F. Lillo, G. Livieri, S. Marmi +2
We investigate and prove the mathematical properties of a general class of one-dimensional unimodal smooth maps perturbed with a heteroscedastic noise. Specifically, we investigate…
Extreme Value Theory for Piecewise Contracting Maps with Randomly Applied Stochastic Perturbations
D. Faranda, J. -M. Freitas, P. Guiraud +1
We consider globally invertible and piecewise contracting maps in higher dimensions and we perturb them with a particular kind of noise introduced by Lasota and Mackey. We got rand…
Almost sure invariance principle for sequential and non-stationary dynamical systems
N. Haydn, M. Nicol, A. Tôrôk +1
We establish almost sure invariance principles, a strong form of approximation by Brownian motion, for non-stationary time-series arising as observations on dynamical systems. Our…
On Transfer Operators and Maps with Random Holes
Wael Bahsoun, Joerg Schmeling, Sandro Vaienti
We study Markov interval maps with random holes. The holes are not necessarily elements of the Markov partition. Under a suitable, and physically relevant, assumption on the noise,…