Related papers: From Pet to Split

We investigate the asymptotic properties of the integrated periodogram calculated from a sequence of indicator functions of dependent extremal events. An event in Euclidean space is extreme if it occurs far away from the origin. We use a…

Establishing central limit theorems (CLTs) for ergodic averages of Markov chains is a fundamental problem in probability and its applications. Since the seminal work~\cite{MR834478}, a vast literature has emerged on the sufficient…

Let $a_n$ be the random increasing sequence of natural numbers which takes each value independently with decreasing probability of order $n^{-\alpha}$, $0 < \alpha < 1/2$. We prove that, almost surely, for every measure-preserving system…

We prove the ergodic version of the quantum Stein's lemma which was conjectured by Hiai and Petz. The result provides an operational and statistical interpretation of the quantum relative entropy as a statistical measure of…

In this paper, we establish a version of the central limit theorem for Markov-Feller continuous time processes (with a Polish state space) that are exponentially ergodic in the bounded-Lipschitz distance and enjoy a continuous form of the…

We consider Betti numbers of the excursion of a smooth Euclidean Gaussian field restricted to a rectangular window, in the asymptotics where the window grows to R^d . With motivations coming from Topological Data Analysis, we derive a…

This paper studies the asymptotic properties of weighted sums of the form $Z_n=\sum_{i=1}^n a_i X_i$, in which $X_1, X_2, \ldots, X_n$ are i.i.d.~random variables and $a_1, a_2, \ldots, a_n$ correspond to either eigenvalues or singular…

An old conjecture of Erd\H{o}s and R\'enyi, proved by Schinzel, predicted a bound for the number of terms of a polynomial $g(x) \in \mathbb{C}[x]$ when its square $g(x)^2$ has a given number of terms. Further conjectures and results arose,…

We establish Extended Thermodynamics (ET) of rarefied polyatomic gases with six independent fields, i.e., the mass density, the velocity, the temperature and the dynamic pressure, without adopting the near-equilibrium approximation. The…

We study random exponential sums of the form $\sum_{k=1}^nX_k\times\ex p\{i(\lambda_k^{(1)}t_1+...+\lambda_k^{(s)}t_s)\}$, where $\{X_n\}$ is a sequence of random variables and $\{\lambda_n^{(i)}:1\leq i\leq s\}$ are sequences of real…

The Operator Product Expansion provides expressions for the $n^{th}$ moments of $g_1(x)$ and $g_2(x)$ in terms of hadronic matrix elements of local operators for $n =$ odd integer. In some cases these matrix elements are expected to be…

We consider Markov processes that alternate continuous motions and jumps in a general locally compact polish space. Starting from a mechanistic construction, a first contribution of this article is to provide conditions on the dynamics so…

We study skew-products of the form (x,\omega)\mapsto (Tx, \omega+\phi(x)) where T is a nonuniformly expanding map on a space X, preserving a (possibly singular) probability measure \tilde\mu, and \phi:X\to S^1 is a C^1 function. Under mild…

Let $(X_{n,i})_{1\le i\le n,n\in\mathbb{N}}$ be a triangular array of row-wise stationary $\mathbb{R}^d$-valued random variables. We use a "blocks method" to define clusters of extreme values: the rows of $(X_{n,i})$ are divided into $m_n$…

Let $(X_i)$ be a stationary and ergodic Markov chain with kernel $Q$, $f$ an $L^2$ function on its state space. If $Q$ is a normal operator and $f = (I-Q)^{1/2}g$ (which is equivalent to the convergence of $\sum_{n=1}^\infty…

In order to give quantitative estimates for approximating the ergodic limit, we investigate probabilistic limit behaviors of time-averaging estimators of numerical discretizations for a class of time-homogeneous Markov processes, by…

We study the rate of growth of ergodic sums along a sequence (a_n) of times: S_N f(x)=f(T^{a_1}x) + ... + f(T^{a_N}x). We characterize the maximal rate of growth of these ergodic sums and identify a number of sequences such as (2^n) that…

We prove central limit theorems, Berry-Esseen type theorems, almost sure invariance principles, large deviations and Livsic type regularity for partial sums of the form $S_n=\sum_{j=0}^{n-1}f_j(...,X_{j-1},X_j,X_{j+1},...)$, where $(X_j)$…

For any measure preserving system $(X,\mathcal{B},\mu,T_1,\ldots,T_d),$ where we assume no commutativity on the transformations $T_i,$ $1\leq i\leq d,$ we study the pointwise convergence of multiple ergodic averages with iterates of…

Bifurcating Markov chains (BMC) are Markov chains indexed by a full binary tree representing the evolution of a trait along a population where each individual has two children. Motivated by the functional estimation of the density of the…