Markov additive processes and Perron-Frobenius eigenvalue inequalities

Eigenvalue spectrum of the Frobenius-Perron operator near intermittency.

The spectral properties of the Frobenius-Perron operator of one-dimensional maps are studied when approaching a weakly intermittent situation. Numerical investigation of a particular family of maps shows that the spectrum becomes extremely dense and the eigenfunctions become concentrated in the vicinity of the intermittent fixed point. Analytical considerations generalize the results to a broad...

Weighted Frobenius-Perron and Koopman operators

Multiple Perron-Frobenius operators.

A cycle expansion technique for discrete sums of several PF operators, similar to the one used in the standard classical dynamical zeta-function formalism is constructed. It is shown that the corresponding expansion coefficients show an interesting universal behavior, which illustrates the details of the interference between the particular mappings entering the sum.

Linear Additive Markov Processes

We introduce LAMP: the Linear Additive Markov Process. Transitions in LAMP may be influenced by states visited in the distant history of the process, but unlike higher-order Markov processes, LAMP retains an efficient parameterization. LAMP also allows the specific dependence on history to be learned efficiently from data. We characterize some theoretical properties of LAMP, including its stead...

Stochastic Nonlinear Perron-frobenius Theorem∗

We establish a stochastic nonlinear analogue of the PerronFrobenius theorem on eigenvalues and eigenvectors of positive matrices. The result is formulated in terms of an automorphism T of a probability space (Ω,F , P ) and a random mapping D(ω, ·) : R+ → R+. Under assumptions of monotonicity and homogeneity of D(ω, ·), we prove the existence of scalar and vector measurable functions α(ω) > 0 an...