Time-periodic measures, random periodic orbits, and the linear response for dissipative non-autonomous stochastic differential equations

We consider a class of dissipative stochastic differential equations (SDE’s) with time-periodic coefficients in finite dimension, and the response of time-asymptotic probability measures induced by such SDE’s to sufficiently regular, small perturbations of the underlying dynamics. Understanding such a response provides a systematic way to study changes of statistical observables in response to perturbations, and it is often very useful for sensitivity analysis, uncertainty quantification, and improving probabilistic predictions of nonlinear dynamical systems, especially in high dimensions. Here, we are concerned with the linear response to small perturbations in the case when the time-asymptotic probability measures are time-periodic. First, we establish sufficient conditions for the existence of stable random time-periodic orbits generated by the underlying SDE. Ergodicity of time-periodic probability measures supported on these random periodic orbits is subsequently discussed. Then, we derive the so-called fluctuation–dissipation relations which allow to describe the linear response of statistical observables to small perturbations away from the time-periodic ergodic regime in a manner which only exploits the unperturbed dynamics. The results are formulated in an abstract setting, but they apply to problems ranging from aspects of climate modelling, to molecular dynamics, to the study of approximation capacity of neural networks and robustness of their estimates.

Towards a general class of parametric probability weighting functions

In this study, we present a novel methodology that can be used to generate parametric probability weighting functions, which play an important role in behavioral economics, by making use of the Dombi modifier operator of continuous-valued logic. Namely, we will show that the modifier operator satisfies the requirements for a probability weighting function. Next, we will demonstrate that the application of the modifier operator can be treated as a general approach to create parametric probability weighting functions including the most important ones such as the Prelec and the Ostaszewski, Green and Myerson (Lattimore, Baker and Witte) probability weighting function families. Also, we will show that the asymptotic probability weighting function induced by the inverse of the so-called epsilon function is none other than the Prelec probability weighting function. Furthermore, we will prove that, by using the modifier operator, other probability weighting functions can be generated from the dual generator functions and from transformed generator functions. Finally, we will show how the modifier operator can be used to generate strictly convex (or concave) probability weighting functions and introduce a method for fitting a generated probability weighting function to empirical data.

The probability of intransitivity in dice and close elections

We study the phenomenon of intransitivity in models of dice and voting. First, we follow a recent thread of research for n-sided dice with pairwise ordering induced by the probability, relative to 1/2, that a throw from one die is higher than the other. We build on a recent result of Polymath showing that three dice with i.i.d. faces drawn from the uniform distribution on $$\{1,\ldots ,n\}$$ { 1 , … , n } and conditioned on the average of faces equal to $$(n+1)/2$$ ( n + 1 ) / 2 are intransitive with asymptotic probability 1/4. We show that if dice faces are drawn from a non-uniform continuous mean zero distribution conditioned on the average of faces equal to 0, then three dice are transitive with high probability. We also extend our results to stationary Gaussian dice, whose faces, for example, can be the fractional Brownian increments with Hurst index $$H\in (0,1)$$ H ∈ ( 0 , 1 ) . Second, we pose an analogous model in the context of Condorcet voting. We consider n voters who rank k alternatives independently and uniformly at random. The winner between each two alternatives is decided by a majority vote based on the preferences. We show that in this model, if all pairwise elections are close to tied, then the asymptotic probability of obtaining any tournament on the k alternatives is equal to $$2^{-k(k-1)/2}$$ 2 - k ( k - 1 ) / 2 , which markedly differs from known results in the model without conditioning. We also explore the Condorcet voting model where methods other than simple majority are used for pairwise elections. We investigate some natural definitions of “close to tied” for general functions and exhibit an example where the distribution over tournaments is not uniform under those definitions.

The Probability of Non-Existence of a Subgraph in a Moderately Sparse Random Graph

We develop a general procedure that finds recursions for statistics counting isomorphic copies of a graph G0 in the common random graph models ${\cal G}$(n,m) and ${\cal G}$(n,p). Our results apply when the average degrees of the random graphs are below the threshold at which each edge is included in a copy of G0. This extends an argument given earlier by the second author for G0=K3 with a more restricted range of average degree. For all strictly balanced subgraphs G0, our results give much information on the distribution of the number of copies of G0 that are not in large ‘clusters’ of copies. The probability that a random graph in ${\cal G}$(n,p) has no copies of G0 is shown to be given asymptotically by the exponential of a power series in n and p, over a fairly wide range of p. A corresponding result is also given for ${\cal G}$(n,m), which gives an asymptotic formula for the number of graphs with n vertices, m edges and no copies of G0, for the applicable range of m. An example is given, computing the asymptotic probability that a random graph has no triangles for p=o(n−7/11) in ${\cal G}$(n,p) and for m=o(n15/11) in ${\cal G}$(n,m), extending results of the second author.

Random Subgroups of Acylindrically Hyperbolic Groups and Hyperbolic Embeddings

Let $G$ be an acylindrically hyperbolic group. We consider a random subgroup $H$ in $G$, generated by a finite collection of independent random walks. We show that, with asymptotic probability one, such a random subgroup $H$ of $G$ is a free group, and the semidirect product of $H$ acting on $E(G)$ is hyperbolically embedded in $G$, where $E(G)$ is the unique maximal finite normal subgroup of $G$. Furthermore, with control on the lengths of the generators, we show that $H$ satisfies a small cancellation condition with asymptotic probability one.

Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure

We consider a continuous, infinitely divisible random field in ℝd, d = 1, 2, 3, given as an integral of a kernel function with respect to a Lévy basis with convolution equivalent Lévy measure. For a large class of such random fields, we compute the asymptotic probability that the excursion set at level x contains some rotation of an object with fixed radius as x → ∞. Our main result is that the asymptotic probability is equivalent to the right tail of the underlying Lévy measure.