Extreme Value Laws for Dynamical Systems with Countable Extremal Sets

We consider stationary stochastic processes arising from dynamical systems by evaluating a given observable along the orbits of the system. We focus on the extremal behaviour of the process, which is related to the entrance in certain regions of the phase space, which correspond to neighbourhoods of the maximal set \(\mathcal M\), i.e.,the set of points where the observable is maximised. The main novelty here is the fact that we consider that the set \(\mathcal M\) may have a countable number of points, which are associated by belonging to the orbit of a certain point, and may have accumulation points. In order to prove the existence of distributional limits and study the intensity of clustering, given by the Extremal Index, we generalise the conditions previously introduced in Freitas (Adv Math 231(5): 2626–2665, 2012, Stoch Process Appl 125(4): 1653–1687, 2015).     

Towards a General Theory of Extremes for Observables of Chaotic Dynamical Systems

In this paper we provide a connection between the geometrical properties of the attractor of a chaotic dynamical system and the distribution of extreme values. We show that the extremes of so-called physical observables are distributed according to the classical generalised Pareto distribution and derive explicit expressions for the scaling and the shape parameter. In particular, we derive that the shape parameter does not depend on the chosen observables, but only on the partial dimensions of the invariant measure on the stable, unstable, and neutral manifolds. The shape parameter is negative and is close to zero when high-dimensional systems are considered. This result agrees with what was derived recently using the generalized extreme value approach. Combining the results obtained using such physical observables and the properties of the extremes of distance observables, it is possible to derive estimates of the partial dimensions of the attractor along the stable and the unstable directions of the flow. Moreover, by writing the shape parameter in terms of moments of the extremes of the considered observable and by using linear response theory, we relate the sensitivity to perturbations of the shape parameter to the sensitivity of the moments, of the partial dimensions, and of the Kaplan–Yorke dimension of the attractor. Preliminary numerical investigations provide encouraging results on the applicability of the theory presented here. The results presented here do not apply for all combinations of Axiom A systems and observables, but the breakdown seems to be related to very special geometrical configurations.     

Random Convex Hulls and Extreme Value Statistics

In this paper we study the statistical properties of convex hulls of N random points in a plane chosen according to a given distribution. The points may be chosen independently or they may be correlated. After a non-exhaustive survey of the somewhat sporadic literature and diverse methods used in the random convex hull problem, we present a unifying approach, based on the notion of support function of a closed curve and the associated Cauchy’s formulae, that allows us to compute exactly the mean perimeter and the mean area enclosed by the convex polygon both in case of independent as well as correlated points. Our method demonstrates a beautiful link between the random convex hull problem and the subject of extreme value statistics. As an example of correlated points, we study here in detail the case when the points represent the vertices of n independent random walks. In the continuum time limit this reduces to n independent planar Brownian trajectories for which we compute exactly, for all n, the mean perimeter and the mean area of their global convex hull. Our results have relevant applications in ecology in estimating the home range of a herd of animals. Some of these results were announced recently in a short communication [Phys. Rev. Lett. 103:140602, 2009].     

Extreme Covariant Observables for Type I Symmetry Groups

The structure of covariant observables—normalized positive operator measures (POMs)—is studied in the case of a type I symmetry group. Such measures are completely determined by kernels which are measurable fields of positive semidefinite sesquilinear forms. We produce the minimal Kolmogorov decompositions for the kernels and determine those which correspond to the extreme covariant observables. Illustrative examples of the extremals in the case of the Abelian symmetry group are given. Dedicated to Pekka J. Lahti in honor of his sixtieth birthday     

Differential System＇s Nonlinear Behaviour of Real Nonlinear Dynamical Systems

Chaos attractor behaviour is usually preserved if the four basic arithmetic operations, i.e. addition, subtraction, multiplication, division, or their compound, are applied. First-order differential systems of one-dimensional real discrete dynamical systems and nonautonomous real continuous-time dynamical systems are also dynamical systems and their Lyapunov exponents are kept, if they are twice differentiable. These two conclusions are shown here by the definitions of dynamical system and Lyapunov exponent. Numerical simulations support our analytical results. The conclusions can apply to higher order differential systems if their corresponding order differentials exist.     

Observables have No Value: A no-go Theorem for Position and Momentum Observables

The Bell–Kochen–Specker contradiction is presented using continuous observables in infinite dimensional Hilbert space. It is shown that the assumption of the existence of putative values for position and momentum observables for one single particle is incompatible with quantum mechanics.     

Complexity for Extended Dynamical Systems

We consider dynamical systems for which the spatial extension plays an important role. For these systems, the notions of attractor, ϵ-entropy and topological entropy per unit time and volume have been introduced previously. In this paper we use the notion of Kolmogorov complexity to introduce, for extended dynamical systems, a notion of complexity per unit time and volume which plays the same role as the metric entropy for classical dynamical systems. We introduce this notion as an almost sure limit on orbits of the system. Moreover we prove a kind of variational principle for this complexity.     

Geometrical Dissipation for Dynamical Systems

On a Riemannian manifold (M, g) we consider the k?+?1 functions F ₁, . . . , F _k , G and construct the vector fields that conserve F ₁, . . . , F _k and dissipate G with a prescribed rate. We study the geometry of these vector fields and prove that they are of gradient type on regular leaves corresponding to F ₁, . . . , F _k . By using these constructions we show that the cubic Morrison dissipation and the Landau-Lifschitz equation can be formulated in a unitary form.     

Conjugacies for Tiling Dynamical Systems

We consider tiling dynamical systems and topological conjugacies between them. We prove that the criterion of being of finite type is invariant under topological conjugacy. For substitution tiling systems under rather general conditions, including the Penrose and pinwheel systems, we show that substitutions are invertible and that conjugacies are generalized sliding block codes.Research supported in part by NSF Vigre Grant DMS-0091946Research supported in part by NSF Grant DMS-0071643 and Texas ARP Grant 003658-158Acknowledgement The authors are grateful for the support of the Banff International Research Station, at which we formulated and proved Theorem 3.     

Universal Hitting Time Statistics for Integrable Flows

The perceived randomness in the time evolution of “chaotic” dynamical systems can be characterized by universal probabilistic limit laws, which do not depend on the fine features of the individual system. One important example is the Poisson law for the times at which a particle with random initial data hits a small set. This was proved in various settings for dynamical systems with strong mixing properties. The key result of the present study is that, despite the absence of mixing, the hitting times of integrable flows also satisfy universal limit laws which are, however, not Poisson. We describe the limit distributions for “generic” integrable flows and a natural class of target sets, and illustrate our findings with two examples: the dynamics in central force fields and ellipse billiards. The convergence of the hitting time process follows from a new equidistribution theorem in the space of lattices, which is of independent interest. Its proof exploits Ratner’s measure classification theorem for unipotent flows, and extends earlier work of Elkies and McMullen.     

Continuous Phase Transitions for Dynamical Systems

We study the asymptotic expansion of the topological pressure of one–parameter families of potentials at a point of non-analyticity. The singularity is related qualitatively and quantitatively to non–Gaussian limit laws and to slow decay of correlations with respect to the equilibrium measure.This work was partially supported by NSF grant DMS–0400687.Dedicated to Y. Pesin on the occasion of his 60th birthday     

Optimal Concentration Inequalities for Dynamical Systems

For dynamical systems modeled by a Young tower with exponential tails, we prove an exponential concentration inequality for all separately Lipschitz observables of n variables. When tails are polynomial, we prove polynomial concentration inequalities. Those inequalities are optimal. We give some applications of such inequalities to specific systems and specific observables.     

Sinai-Ruelle-Bowen Measures for Lattice Dynamical Systems

For weakly coupled expanding maps on the unit circle, Bricmont and Kupiainen showed that the Sinai-Ruelle-Bowen (SRB) measure exists as a Gibbs state. Via thermodynamic formalism, we prove that this SRB measure is indeed the unique equilibrium state for a Hölder continuous potential function on the infinite dimensional phase space. For a more general class of lattice systems that are small perturbations of the uncoupled map lattice, we present the variational principle, the entropy formula, and the formula for the potential function for the SRB measures. For coupled map lattices with nearest neighbor interactions, we give an explicit formula of the potential function for the SRB measure and consequently, obtain the entropy in terms of coupling parameters.     

Additive Invariant Functionals for Dynamical Systems

We consider the problem of defining completely a class of additive conservation laws for the generalized Liouville equation whose characteristics are given by an arbitrary system of first-order ordinary differential equations. We first show that if the conservation law, a time-invariant functional, is additive on functions having disjoint compact support in phase space, then it is represented by an integral over phase space of a kernel which is a function of the solution to the Liouville equation. Then we use the fact that in classical mechanics phase space is usually a direct product of physical space and velocity space (Newtonian systems). We prove that for such systems the aforementioned representation of the invariant functionals will hold for conservation laws which are additive only in physical space; i.e., additivity in physical space automatically implies additivity in the whole phase space. We extend the results to include non-degenerate Hamiltonian systems, and, more generally, to include both conservative and dissipative dynamical systems. Some applications of the results are discussed.     

1+1维Wolf-Villain模型生长表面高度极值统计分布的数值模拟

为全面研究Wolf-Villain(WV)模型生长表面的统计性质,基于极值统计理论,模拟计算1+1维WV模型在饱和生长阶段表面的极大高度分布(maximal-height distribution,MAHD)和极小高度分布(minimal-height distribution,MIHD).结果表明,MAHD和MIHD在不同的系统尺寸下分别有较好的标度规律,这两个分布之间存在不对称性.其中,MAHD遵循-种常见的极值分布,即广义的Fisher-Tippett-Gumbel(FTG)型分布;而MIHD可以用-个修正的Fisher-Tippett-Gumbel(MFTG)型分布来描述.     

Long-Time Dynamical Behaviour of Alternative-Current Stark Effect

We report the long time dynamical behaviour of ac Stark effect in a simple quantum model in which two level atoms interact with quantized coherent radiation field. A new phenomenon of periodic quantum collapse and revival of the ac Stark shift of energy level due to ac Stark effect is expressed accurately by analysing the phase of transition probability amplitude. The analytic prediction is confirmed by the numerical results.     

Temporal Distributional Limit Theorems for Dynamical Systems

Suppose \(\{T^t\}\) is a Borel flow on a complete separable metric space X, \(f:X\rightarrow \mathbb R\) is Borel, and \(x\in X\). A temporal distributional limit theorem is a scaling limit for the distributions of the random variables \(X_T:=\int _0^t f(T^s x)ds\), where t is chosen randomly uniformly from [0, T], x is fixed, and \(T\rightarrow \infty \). We discuss such laws for irrational rotations, Anosov flows, and horocycle flows.