Related papers: A strong pair correlation bound implies the CLT fo…

We prove that the Birkhoff sums for ``almost every'' relevant observable in the stadium billiard obey a non-standard limit law. More precisely, the usual central limit theorem holds for an observable if and only if its integral along a…

Let $(A_n)_{n\in\mathbb{N}}$ be a stationary sequence of topical (i.e., isotone and additively homogeneous) operators. Let $x(n,x_0)$ be defined by $x(0,x_0)=x_0$ and $x(n+1,x_0)=A_nx(n,x_0)$. It can model a wide range of systems including…

We develop a central limit theorem (CLT) for a non-parametric estimator of the transition matrices in controlled Markov chains (CMCs) with finite state-action spaces. Our results establish precise conditions on the logging policy under…

We prove a splitter theorem for tight multimatroids, generalizing the corresponding result for matroids, obtained independently by Brylawski and Seymour. Further corollaries give splitter theorems for delta-matroids and ribbon graphs.

In previous papers, we studied the asymptotic behaviour of $S_N(A,X)=(2N+1)^{-d/2}\sum_{n \in A_N} X_n,$ where $X$ is a centered, stationary and weakly dependent random field, and $A_N=A \cap [-N,N]^d$, $A \subset \mathbb{Z}^d$. This leads…

In a recent work, Baladi and Demers constructed a measure of maximal entropy for finite horizon dispersing billiard maps and proved that it is unique, mixing and moreover Bernoulli. We show that this measure enjoys natural probabilistic…

This paper investigates the behavior of statistical ensembles under iteration map induced by discrete integrable Hamiltonian systems in deterministic case and stochastic case, addressing the problem from two perspectives: the Law of Large…

We consider the existence of the integrated density of states (IDS) of the Anderson model on the Hilbert space $\ell^2(\mathbb{Z}^d)$ as analogues to the law of large numbers (LLN). In this work, we prove the analogues central limit theorem…

We address the stability problem for linear switching systems with mode-dependent restrictions on the switching intervals. Their lengths can be bounded as from below (the guaranteed dwell-time) as from above. The upper bounds make this…

We prove exponential correlation decay in dispersing billiard flows on the 2-torus assuming finite horizon and lack of corner points. With applications aimed at describing heat conduction, the highly singular initial measures are…

We demonstrate that the Carroll limit of general relativity coupled to matter captures the chaotic mixmaster dynamics of near-singularity limits. Zooming in on the behavior of general relativity close to spacelike singularities reveals rich…

We extend the recent spectral approach for quenched limit theorems developed for piecewise expanding dynamics under general random driving [DrFrGTVa18] to quenched random piecewise hyperbolic dynamics including some classes of billiards.…

The dynamical evolution of small systems undergoing a chiral symmetry breaking transition in the course of rapid expansion is discussed. The time evolution of the dynamical correlation length for trajectories passing through a second-order…

The purpose of this paper is to provide a first class of explicit sufficient conditions for the central limit theorem and related results in the setup of non-uniformly (partially) expanding non iid random transformations, considered as…

We present the first-principle derivation of a weak-strong duality between the fishnet theory in four dimensions and a discretized string-like model living in five dimensions. At strong coupling, the dual description becomes classical and…

We consider the class of dispersing billiard systems in the plane formed by removing three convex analytic scatterers satisfying the non-eclipse condition. The collision map in this system is conjugated to a subshift, providing a natural…

We consider heavy-tailed observables maximised on a dynamically defined Cantor set and prove convergence of the associated point processes as well as functional limit theorems. The Cantor structure, and its connection to the dynamics,…

Combining cross-section and time series data is a long and well established practice in empirical economics. We develop a central limit theory that explicitly accounts for possible dependence between the two data sets. We focus on common…

We obtain estimates on the decay of correlations, Central Limit Theorem and Large Deviations for dynamical systems admitting an induced weak Gibbs--Markov map, for larger classes of observables with weaker regularity than H\"{o}lder,…

We establish new sufficient conditions for the applicability of the strong law of large numbers (SLLN) for sequences of pairwise independent non-identically distributed random variables. These results generalize Etemadi's extension of…