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The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…

Probability · Mathematics 2011-10-20 Katarzyna Bartkiewicz , Adam Jakubowski , Thomas Mikosch , Olivier Wintenberger

We provide a thorough study of stability of the 1-D continuity equation, which models many physical conservation laws. In our system-theoretic perspective, the velocity is considered to be an input. An additional input appears in the…

Optimization and Control · Mathematics 2019-08-19 Iasson Karafyllis , Miroslav Krstic

The purpose of these notes is to further complete our understanding of the stable concentration phenomenon, by obtaining the finite range behavior of $P(F-E[F]\geq x)$, with $F=f(X)$ where $f$ is a Lipschitz function and $X$ is a stable…

Probability · Mathematics 2007-05-23 J. C. Breton , C. Houdré

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…

Probability · Mathematics 2012-10-19 Christophe Cuny , Florence Merlevède , Magda Peligrad

There are classical theorems of analysis which, given certain conditions on a perturbation, assert stability of the essential and absolutely continuous components of the spectrum of a self-adjoint operator. Whereas the singular component is…

Spectral Theory · Mathematics 2021-10-27 Nurulla Azamov

We extend Hoeffding's lemma to general-state-space and not necessarily reversible Markov chains. Let $\{X_i\}_{i \ge 1}$ be a stationary Markov chain with invariant measure $\pi$ and absolute spectral gap $1-\lambda$, where $\lambda$ is…

Statistics Theory · Mathematics 2018-07-19 Jianqing Fan , Bai Jiang , Qiang Sun

We consider smooth random dynamical systems defined by a distribution with a finite moment of the norm of the differential, and prove that under suitable non-degeneracy conditions any stationary measure must be H\"older continuous. The…

Dynamical Systems · Mathematics 2022-09-27 Anton Gorodetski , Victor Kleptsyn , Grigorii Monakov

We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed. Strong laws of large numbers and laws of the iterated…

Probability · Mathematics 2011-11-10 Wei Biao Wu

We study pairs $(f, \Gamma)$ consisting of a non-Archimedean rational function $f$ and a finite set of vertices $\Gamma$ in the Berkovich projective line, under a certain stability hypothesis. We prove that stability can always be attained…

Dynamical Systems · Mathematics 2016-01-20 Laura DeMarco , Xander Faber , with an appendix by Jan Kiwi

We give a new proof of existence as well as two proofs of uniqueness of the invariant measure of the open-boundary KPZ equation on [0,1], for all possible choices of inhomogeneous Neumann boundary data. Both proofs yield an exponential…

Probability · Mathematics 2023-11-13 Shalin Parekh

We introduce a new class of Sturm-Liouville operators with periodically modulated parameters. Their spectral properties depend on the monodromy matrix of the underlying periodic problem computed for the spectral parameter equal to $0$.…

Spectral Theory · Mathematics 2026-04-21 Grzegorz Świderski , Bartosz Trojan

We introduce complex cones and associated projective gauges, generalizing a real Birkhoff cone and its Hilbert metric to complex vector spaces. We deduce a variety of spectral gap theorems in complex Banach spaces. We prove a dominated…

Dynamical Systems · Mathematics 2011-02-22 Hans Henrik Rugh

We first present a modern simple proof of the classical ergodic Birkhoff's theorem and Bourgain's homogeneous bilinear ergodic theorem. This proof used the simple fact that the shift map on integers has a simple Lebesgue spectrum. As a…

Dynamical Systems · Mathematics 2019-08-08 e. H. el Abdalaoui

A random phase property establishing a link between quasi-one-dimensional random Schroedinger operators and full random matrix theory is advocated. Briefly summarized it states that the random transfer matrices placed into a normal system…

Mathematical Physics · Physics 2010-06-04 Rudolf A Roemer , Hermann Schulz-Baldes

Linear fractional stable motion, denoted by $\{X_{H,\al}(t)\}_{t\in \R}$, is one of the most classical stable processes; it depends on two parameters $H\in (0,1)$ and $\al\in (0,2)$. The parameter $H$ characterizes the self-similarity…

Statistics Theory · Mathematics 2013-02-08 Antoine Ayache , Julien Hamonier

We study ergodic properties of a family of traffic maps acting in the space of bi-infinite sequences of real numbers. The corresponding dynamics mimics the motion of vehicles in a simple traffic flow, which explains the name. Using…

Dynamical Systems · Mathematics 2015-06-11 Michael Blank

Let $F\{dx\}$ be a relatively stable probability distribution on the whole real line and $S_n$ the random walk started at the origin with step distribution $F$. We obtain an exact asymptotic form of the Green measure $U\{x+dy\}=…

Probability · Mathematics 2020-07-29 Kohei Uchiyama

We fix $d \geq 2$ and denote $\mathcal S$ the semi-group of $d \times d$ matrices with non negative entries. We consider a sequence $(A_n, B_n)_{n \geq 1} $ of i. i. d. random variables with values in $\mathcal S\times \mathbb R_+^d$ and…

Probability · Mathematics 2020-03-23 Sara Brofferio , Marc Peigné , Thi Da Cam Pham

We consider discrete-time switching systems composed of a finite family of affine sub-dynamics. First, we recall existing results and present further analysis on the stability problem, the existence and characterization of compact…

Systems and Control · Electrical Eng. & Systems 2021-09-24 Matteo Della Rossa , Zheming Wang , Lucas N. Egidio , Raphaël M. Jungers

Let $\Phi$ be a $C^\omega (\mathbb{C})$ self-conformal IFS on the plane, satisfying some mild non-linearity and irreducibility conditions. We prove a uniform spectral gap estimate for the transfer operator corresponding to the derivative…

Dynamical Systems · Mathematics 2025-04-14 Amir Algom , Federico Rodriguez Hertz , Zhiren Wang