Sample Path Properties of the Stochastic Flows

نویسندگان

  • DMITRY DOLGOPYAT
  • VADIM KALOSHIN
  • LEONID KORALOV
  • L. KORALOV
چکیده

We consider a stochastic flow driven by a finite-dimensional Brownian motion. We show that almost every realization of such a flow exhibits strong statistical properties such as the exponential convergence of an initial measure to the equilibrium state and the central limit theorem. The proof uses new estimates of the mixing rates of the multi-point motion.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

N ov 2 00 1 SAMPLE PATH PROPERTIES OF THE STOCHASTIC FLOWS

We consider a stochastic flow driven by a finite dimensional Brownian motion. We show that almost every realization of such a flow exhibits strong statistical properties such as the exponential convergence of an initial measure to the equilibrium state and the central limit theorem. The proof uses new estimates of the mixing rates of the multipoint motion.

متن کامل

M ay 2 00 2 SAMPLE PATH PROPERTIES OF THE STOCHASTIC FLOWS

We consider a stochastic flow driven by a finite dimensional Brownian motion. We show that almost every realization of such a flow exhibits strong statistical properties such as the exponential convergence of an initial measure to the equilibrium state and the central limit theorem. The proof uses new estimates of the mixing rates of the multipoint motion.

متن کامل

A New Approach to Approximate Completion Time Distribution Function of Stochastic Pert Networks

The classical PERT approach uses the path with the largest expected duration as the critical path to estimate the probability of completing a network by a given deadline. However, in general, such a path is not the most critical path (MCP) and does not have the smallest estimate for the probability of completion time. The main idea of this paper is derived from the domination structure between ...

متن کامل

On the relationship between the sample path and moment lyapunov exponents for jump linear systems

In this note, we study the relationship between the sample and moment Lyapunov exponents for jump linear systems. Using a large deviation theorem, a modified version of Arnold’s formula for connecting sample path and moment Lyapunov exponents for continuous-time linear stochastic systems is extended to discrete-time jump linear systems. Sample path stability properties of linear stochastic syst...

متن کامل

A Physarum-inspired Model for the Probit-based Stochastic User Equilibrium Problem

Stochastic user equilibrium is an important issue in the traffic assignment problems, tradition models for the stochastic user equilibrium problem are designed as mathematical programming problems. In this article, a Physaruminspired model for the probit-based stochastic user equilibrium problem is proposed. There are two main contributions of our work. On the one hand, the origin Physarum mode...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2004