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We study stochastic perturbations of ODE with stable limit cycles -- referred to as stochastic oscillators -- and investigate the response of the asymptotic (in time) frequency of oscillations to changing noise amplitude. Unlike previous…
We make the first steps towards an understanding of the ergodic properties of a rational map defined over a complete algebraically closed non-archimedean field. For such a rational map R, we construct a natural invariant probability measure…
A general method is presented for deriving the limiting behavior of estimators that are defined as the values of parameters optimizing an empirical criterion function. The asymptotic behavior of such estimators is typically deduced from…
Currently, statistical tests for random number generators (RNGs) are widely used in practice, and some of them are even included in information security standards. But despite the popularity of RNGs, consistent tests are known only for…
This paper addresses the topic of robust Bayesian compressed sensing over finite fields. For stationary and ergodic sources, it provides asymptotic (with the size of the vector to estimate) necessary and sufficient conditions on the number…
MCMC methods are used in Bayesian statistics not only to sample from posterior distributions but also to estimate expectations. Underlying functions are most often defined on a continuous state space and can be unbounded. We consider a…
We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…
In this paper we apply techniques from nonstandard analysis to study expansive dynamical systems. Among other results, we provide a necessary and sufficient condition for an expansive homeomorphism on a compact metric space to admit…
A random-walk Metropolis sampler is geometrically ergodic if its equilibrium density is super-exponentially light and satisfies a curvature condition [Stochastic Process. Appl. 85 (2000) 341-361]. Many applications, including Bayesian…
We present a set of conditions which, if satisfied, provide for a complete asymptotic analysis of random matrices with source term containing two distinct eigenvalues. These conditions are shown to be equivalent to the existence of a…
Subshifts of deterministic substitutions are ubiquitous objects in dynamical systems and aperiodic order (the mathematical theory of quasicrystals). Two of their most striking features are that they have low complexity (zero topological…
For a given ergodic measure preserving transformation T of a standard measure space each finite labelled partition defines an ergodic stationary process. There is a complete metric on the space of partitions which is separable. Various…
Non-standard distributional approximations have received considerable attention in recent years. They often provide more accurate approximations in small samples, and theoretical improvements in some cases. This paper shows that the…
In the framework of statistical mechanics the properties of macroscopic systems are deduced starting from the laws of their microscopic dynamics. One of the key assumptions in this procedure is the ergodic property, namely the equivalence…
In this note we essentially simplify the proof of the main result in one paper from leading computer science conference 25th ACM Symposium on Parallelism in Algorithms and Architectures (see [3].) We also present direct method and give…
A new non-ergodic ground-motion model (GMM) for effective amplitude spectral ($EAS$) values for California is presented in this study. $EAS$, which is defined in Goulet et al. (2018), is a smoothed rotation-independent Fourier amplitude…
We present a survey of ergodic theorems for actions of algebraic and arithmetic groups recently established by the authors, as well as some of their applications. Our approach is based on spectral methods employing the unitary…
In this note we identify the distributional limits of non-negative, ergodic stationary processes, showing that all are possible. Consequences for infinite ergodic theory are also explored and new examples of distributionally stable- and…
We study the asymptotics of large, moderate and normal deviations for the connected components of the sparse random graph by the method of stochastic processes. We obtain the logarithmic asymptotics of large deviations of the joint…
We consider the almost sure asymptotic behavior of the periodogram of stationary and ergodic sequences. Under mild conditions we establish that the limsup of the periodogram properly normalized identifies almost surely the spectral density…