arXiv subjects

Matthew Nicol

Publications and source records attributed to Matthew Nicol.

30 records · Page 2Linked to original sources

arXiv2016

Extremes and Recurrence in Dynamical Systems

This book provides a comprehensive introduction for the study of extreme events in the context of dynamical systems. The introduction provides a broad overview of the interdisciplinary research area of extreme events, underlining its relevance for mathematics, natural sciences, engineering, and social sciences. After exploring the basics of the classical theory of extreme events, the book presents a careful examination of how a dynamical system can serve as a generator of stochastic processes, and explores in detail the relationship between the hitting and return time statistics of a dynamical system and the possibility of constructing extreme value laws for given observables. Explicit derivation of extreme value laws are then provided for selected dynamical systems. The book then discusses how extreme events can be used as probes for inferring fundamental dynamical and geometrical properties of a dynamical system and for providing a novel point of view in problems of physical and geophysical relevance. A final summary of the main results is then presented along with a discussion of open research questions. Finally, an appendix with software in Matlab programming language allows the readers to develop further understanding of the presented concepts.

math.DS↗

arXiv2016

Recurrence statistics for the space of Interval Exchange maps and the Teichmüller flow on the space of translation surfaces

In this note we show that the transfer operator of a Rauzy-Veech-Zorich renormalization map acting on a space of quasi-Hölder functions is quasicompact and derive certain statistical recurrence properties for this map and its associated Teichmüller flow. We establish Borel-Cantelli lemmas, Extreme Value statistics and return time statistics for the map and flow. Previous results have established quasicompactness in Hölder or analytic function spaces, for example the work of M. Pollicott and T. Morita. The quasi-Hölder function space is particularly useful for investigating return time statistics. In particular we establish the shrinking target property for nested balls in the setting of Teichmüller flow. Our point of view, approach and terminology derives from the work of M. Pollicott augmented by that of M. Viana.

math.DS↗

arXiv2015

Extremal dichotomy for uniformly hyperbolic systems

We consider the extreme value theory of a hyperbolic toral automorphism $T: \mathbb{T}^2 \to \mathbb{T}^2$ showing that if a Hölder observation $ϕ$ which is a function of a Euclidean-type distance to a non-periodic point $ζ$ is strictly maximized at $ζ$ then the corresponding time series $\{ϕ\circ T^i\}$ exhibits extreme value statistics corresponding to an iid sequence of random variables with the same distribution function as $ϕ$ and with extremal index one. If however $ϕ$ is strictly maximized at a periodic point $q$ then the corresponding time-series exhibits extreme value statistics corresponding to an iid sequence of random variables with the same distribution function as $ϕ$ but with extremal index not equal to one. We give a formula for the extremal index (which depends upon the metric used and the period of $q$). These results imply that return times are Poisson to small balls centered at non-periodic points and compound Poisson for small balls centered at periodic points.

math.DS↗

arXiv2014

Annealed and quenched limit theorems for random expanding dynamical systems

In this paper, we investigate annealed and quenched limit theorems for random expanding dynamical systems. Making use of functional analytic techniques and more probabilistic arguments with martingales, we prove annealed versions of a central limit theorem, a large deviation principle, a local limit theorem, and an almost sure invariance principle. We also discuss the quenched central limit theorem, dynamical Borel-Cantelli lemmas, Erdös-Rényi laws and concentration inequalities.

math.DS↗

arXiv2013

Convergence of Rare Events Point Processes to the Poisson for billiards

We show that for planar dispersing billiards the return times distribution is, in the limit, Poisson for metric balls almost everywhere w.r.t. the SRB measure. Since the Poincaré return map is piecewise smooth but becomes singular at the boundaries of the partition elements, recent results on the limiting distribution of return times cannot be applied as they require the maps to have bounded second derivatives everywhere. We first prove the Poisson limiting distribution assuming exponentially decaying correlations. For the case when the correlations decay polynomially, we induce on a subset on which the induced map has exponentially decaying correlations. We then prove a general theorem according to which the limiting return times statistics of the original map and the induced map are the same.

math.DS↗

arXiv2013

Central limit theorems for the shrinking target problem

Suppose $B_i:= B(p,r_i)$ are nested balls of radius $r_i$ about a point $p$ in a dynamical system $(T,X,μ)$. The question of whether $T^i x\in B_i$ infinitely often (i. o.) for $μ$ a.e.\ $x$ is often called the shrinking target problem. In many dynamical settings it has been shown that if $E_n:=\sum_{i=1}^n μ(B_i)$ diverges then there is a quantitative rate of entry and $\lim_{n\to \infty} \frac{1}{E_n} \sum_{j=1}^{n} 1_{B_i} (T^i x) \to 1$ for $μ$ a.e. $x\in X$. This is a self-norming type of strong law of large numbers. We establish self-norming central limit theorems (CLT) of the form $\lim_{n\to \infty} \frac{1}{a_n} \sum_{i=1}^{n} [1_{B_i} (T^i x)-μ(B_i)] \to N(0,1)$ (in distribution) for a variety of hyperbolic and non-uniformly hyperbolic dynamical systems, the normalization constants are $a^2_n \sim E [\sum_{i=1}^n 1_{B_i} (T^i x)-μ(B_i)]^2$. Dynamical systems to which our results apply include smooth expanding maps of the interval, Rychlik type maps, Gibbs-Markov maps, rational maps and, in higher dimensions, piecewise expanding maps. For such central limit theorems the main difficulty is to prove that the non-stationary variance has a limit in probability.

math.DS↗

arXiv2010

Smooth Livsic regularity for piecewise expanding maps

We consider the regularity of measurable solutions $χ$ to the cohomological equation \[ ϕ= χ\circ T -χ, \] where $(T,X,μ)$ is a dynamical system and $ϕ\colon X\rightarrow \R$ is a $C^k$ valued cocycle in the setting in which $T \colon X\rightarrow X$ is a piecewise $C^k$ Gibbs--Markov map, an affine $β$-transformation of the unit interval or more generally a piecewise $C^{k}$ uniformly expanding map of an interval. We show that under mild assumptions, bounded solutions $χ$ possess $C^k$ versions. In particular we show that if $(T,X,μ)$ is a $β$-transformation then $χ$ has a $C^k$ version, thus improving a result of Pollicott et al.~\cite{Pollicott-Yuri}.

math.DS↗

arXiv2006

A Vector-Valued Almost Sure Invariance Principle for Hyperbolic Dynamical Systems

We prove an almost sure invariance principle (approximation by d-dimensional Brownian motion) for vector-valued Holder observables of large classes of nonuniformly hyperbolic dynamical systems. These systems include Axiom~A diffeomorphisms and flows as well as systems modelled by Young towers with moderate tail decay rates. In particular, the position variable of the planar periodic Lorentz gas with finite horizon approximates a 2-dimensional Brownian motion.

math.DS↗

arXiv2005

Livsic Regularity For Markov Systems

We prove measurable Livsic theorems for dynamical systems modelled by Markov Towers. Our regularity results apply to solutions of cohomological equations posed on Henon-like mappings and a wide variety of nonuniformly hyperbolic systems. We consider both Holder cocycles and cocycles with singularities of prescribed order.

math.DS↗

arXiv2005

Almost Sure Invariance Principle For Nonuniformly Hyperbolic Systems

We prove an almost sure invariance principle that is valid for general classes of nonuniformly expanding and nonuniformly hyperbolic dynamical systems. Discrete time systems and flows are covered by this result. In particular, the result applies to the planar periodic Lorentz flow with finite horizon. Statistical limit laws such as the central limit theorem, the law of the iterated logarithm, and their functional versions, are immediate consequences.

math.DS↗

arXiv2004

Variable Step Random Walks and Self-Similar Distributions

We study a scenario under which variable step random walks give anomalous statistics. We begin by analyzing the Martingale Central Limit Theorem to find a sufficient condition for the limit distribution to be non-Gaussian. We note that the theorem implies that the scaling index $ζ$ is 1/2. For corresponding continuous time processes, it is shown that the probability density function $W(x;t)$ satisfies the Fokker-Planck equation. Possible forms for the diffusion coefficient are given, and related to $W(x,t)$. Finally, we show how a time-series can be used to distinguish between these variable diffusion processes and Lévy dynamics.

physics.data-an↗

arXiv2000

On the fine structure of stationary measures in systems which contract-on-average

Suppose $\{f_1,...,f_m\}$ is a set of Lipschitz maps of $\mathbb{R}^d$. We form the iterated function system (IFS) by independently choosing the maps so that the map $f_i$ is chosen with probability $p_i$ ($\sum_{i=1}^m p_i=1$). We assume that the IFS contracts on average. We give an upper bound for the Hausdorff dimension of the invariant measure induced on $\mathbb{R}^d$ and as a corollary show that the measure will be singular if the modulus of the entropy $\sum_i p_i \log p_i$ is less than $d$ times the modulus of the Lyapunov exponent of the system. Using a version of Shannon's Theorem for random walks on semigroups we improve this estimate and show that it is actually attainable for certain cases of affine mappings of $\mathbb{R}$.

math.PR↗