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pro vyhledávání: '"Christopher Bose"'
Liverani–Saussol–Vaienti (L–S–V) maps form a family of piecewise differentiable dynamical systems on [0, 1] depending on one parameter ω ∈ R + . These maps are everywhere expanding apart from a neutral fixed point. It is well known that de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a11d223eaf0d23862a4f34be8773068b
http://arxiv.org/abs/2007.05208
http://arxiv.org/abs/2007.05208
Autor:
Christopher Bose, Wael Bahsoun
Publikováno v:
Nonlinearity. 29:1417-1433
We study random transformations built from intermittent maps on the unit interval that share a common neutral fixed point. We focus mainly on random selections of Pomeu-Manneville-type maps $T_\alpha$ using the full parameter range $0< \alpha < \inft
We study random towers that are suitable to analyse the statistics of slowly mixing random systems. We obtain upper bounds on the rate of quenched correlation decay in a general setting. We apply our results to the random family of Liverani-Saussol-V
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f4b43ea432cb920266225c4e73adbe1a
Publikováno v:
Nonlinearity. 27:1543-1554
We study a class of random transformations built over finitely many intermittent maps sharing a common indifferent fixed point. Using a Young-tower technique, we show that the map with the fastest relaxation rate dominates the asymptotics. In particu
Publikováno v:
Ergodic Theory and Dynamical Systems. 35:1028-1044
We use an Ulam-type discretization scheme to provide pointwise approximations for invariant densities of interval maps with a neutral fixed point. We prove that the approximate invariant density converges pointwise to the true density at a rate ${C}^
Autor:
Rua Murray, Christopher Bose
Publikováno v:
Journal of Optimization Theory and Applications. 161:285-307
This article investigates use of the Principle of Maximum Entropy for approximation of the risk-neutral probability density on the price of a financial asset as inferred from market prices on associated options. The usual strict convexity assumption
For a cocycle of invertible real $n$-by-$n$ matrices, the Multiplicative Ergodic Theorem gives an Oseledets subspace decomposition of $\mathbb{R}^n$; that is, above each point in the base space, $\mathbb{R}^n$ is written as a direct sum of equivarian
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::88144db09eaa9d9d92dec179646ed214
http://arxiv.org/abs/1606.02209
http://arxiv.org/abs/1606.02209
Autor:
Christopher Bose, Wael Bahsoun
Publikováno v:
Discrete & Continuous Dynamical Systems - A. 27:1107-1121
Let $T$ be a piecewise expanding interval map and $T_H$ be an abstract perturbation of $T$ into an interval map with a hole. Given a number $\ell$, $0
Comment: 15 pages
Comment: 15 pages
This book is comprised of selected research articles developed from a workshop on Ergodic Theory, Probabilistic Methods and Applications, held in April 2012 at the Banff International Research Station. It contains contributions from world leading exp
Publikováno v:
ResearcherID
We give a deterministic representation for position dependent random maps and describe the structure of its set of invariant measures. Our construction generalizes the skew product representation of random maps with constant probabilities. In particu