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We study Edgeworth expansions in limit theorems for self-normalized sums. Non-uniform bounds for expansions in the central limit theorem are established while only imposing minimal moment conditions. Within this result, we address the case…
This paper studies the limit of a kinetic evolution equation involving a small parameter and driven by a random process which also scales with the small parameter. In order to prove the convergence in distribution to the solution of a…
Let T be an ergodic automorphism of the d-dimensional torus T^d, and f be a continuous function from T^d to R^l. On the probability space T^d equipped with the Lebesgue-Haar measure, we prove the weak convergence of the sequential empirical…
The paper presents new simple sharp bounds for transition density functions for time-homogeneous diffusions processes. The bounds are obtained under mild conditions on the drift and diffusion coefficients, extending and substantially…
We study a general class of translation invariant quantum Markov evolutions for a particle on $\bbZ^d$. The evolution consists of free flow, interrupted by scattering events. We assume spatial locality of the scattering events and…
We discuss limit distributions for hitting-time functions of certain exceptional families of asymptotically rare events for ergodic probability preserving transformations. The abstract core is an inducing argument. The latter applies, for…
We develop a Perron-Frobenius type theory for products of random quantum channels acting on finite-dimensional matrix algebras sampled from a stationary and ergodic stochastic process, which, in keeping with the literature, we call ergodic…
We present a Master Equation formulation based on a Markovian random walk model that exhibits sub-diffusion, classical diffusion and super-diffusion as a function of a single parameter. The non-classical diffusive behavior is generated by…
In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes.…
We obtain non-asymptotic Gaussian concentration bounds for the difference between the invariant measure $\nu$ of an ergodic Brownian diffusion process and the empirical distribution of an approximating scheme with decreasing time step along…
In the present paper we discuss problems concerning evolutions of densities related to Ito diffusions in the framework of the statistical exponential manifold. We develop a rigorous approach to the problem, and we particularize it to the…
Inspired by the modeling of grain growth in polycrystalline materials, we consider a nonlinear Fokker-Plank model, with inhomogeneous diffusion and with variable mobility parameters. We develop large time asymptotic analysis of such…
We obtain pointwise ergodic theorems with rate under conditions expressed in terms of the convergence of series involving $\|\sum_{k=1} ^nf\circ \theta^k\|_2$, improving previous results. Then, using known results on martingale…
We investigate evolution equations for anomalous diffusion employing fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. Fractional diffusion equations…
We consider diffusion processes in media with pockets of large diffusivity. The asymptotic behavior of such processes is described when the diffusion coefficients in the pockets tend to infinity. The limiting process is identified as a…
In this article we review classical and recent results in anomalous diffusion and provide mechanisms useful for the study of the fundamentals of certain processes, mainly in condensed matter physics, chemistry and biology. Emphasis will be…
We investigate the fractional diffusion limit of a Linear Boltzmann equation with heavy-tailed velocity equilibrium in a half-space with Maxwell boundary conditions. We derive a new confined version of the fractional Laplacian and show…
A new approach to the modeling of nonfree particle diffusion is presented. The approach uses a general setup based on geometric graphs (networks of curves), which means that particle diffusion in anything from arrays of barriers and pore…
In this paper, we utilize the framework of Markov processes to attain a more probabilistic perspective on the theory of transfer operators. In doing so, we establish a functional central limit theorem (FLCT) for an $O(N)$ model associated…
We propose thermodynamically consistent models for viscoelastic fluids with a stress diffusion term. In particular, we derive variants of compressible/incompressible Maxwell/Oldroyd-B models with a stress diffusion term in the evolution…