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20002022
most citedEvolution of correlation structure of industrial indices of US equity markets

67 citations · 128 across the 35 of their papers we have counts for

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28 papers · 1 filter

math.DS2022★ 1 cited

The Yoccoz-Birkeland livestock population model coupled with random price dynamics

Riccardo Ceccon, Giulia Livieri, Stefano Marmi

We study a random version of the population-market model proposed by Arlot, Marmi and Papini in Arlot et al. (2019). The latter model is based on the Yoccoz-Birkeland integral equa…

math.DS2021★ 1 cited

A convergence criterion for the unstable manifolds of the MacKay approximate renormalisation

Seul Bee Lee, Stefano Marmi, Tanja I. Schindler

We give an explicit arithmetical condition which guarantees the existence of the unstable manifold of the MacKay approximate renormalisation scheme for the breakup of invariant tor…

math.DS2021

The Brjuno functions of the by-excess, odd, even and odd-odd continued fractions and their regularity properties

Seul Bee Lee, Stefano Marmi

The Brjuno function was introduced by Yoccoz to study the linearizability of holomorphic germs and other one-dimensional small divisor problems. The Brjuno functions associated wit…

math.DS2021

Analytic linearization of a generalization of the semi-standard map: radius of convergence and Brjuno sum

Claire Chavaudret, Stefano Marmi

One considers a system on close to an invariant curve which can be viewed as a generalization of the semi-standard map to a trigonometric polynomial with many Fourie…

math.DS2021★ 3 cited

Regularity properties of -Brjuno and Wilton functions

Seul Bee Lee, Stefano Marmi, Izabela Petrykiewicz +1

We study functions related to the classical Brjuno function, namely -Brjuno functions and the Wilton function. Both appear in the study of boundary regularity properties of (qua…

math.DS2021

Random-like properties of chaotic forcing

Paolo Giulietti, Stefano Marmi, Matteo Tanzi

We prove that skew systems with a sufficiently expanding base have approximate exponential decay of correlations, meaning that the exponential rate is observed modulo an error. The…