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This paper describes the Elliptical Quartic Exponential distribution in $\mathbb{R}^D$, obtained via a maximum entropy construction by imposing second and fourth moment constraints. I discuss relationships to related work, analytical…
In this paper we study the distribution of hitting times for a class of random dynamical systems. We prove that for invariant measures with super-polynomial decay of correlations hitting times to dynamically defined cylinders satisfy…
We establish a quenched local central limit theorem for the dynamic random conductance model on $\mathbb{Z}^d$ only assuming ergodicity with respect to space-time shifts and a moment condition. As a key analytic ingredient we show H\"older…
We prove entropic and total variation versions of the Erd\H{o}s-Kac limit theorem for the maximum of the partial sums of i.i.d. random variables with densities.
We discuss some classical and recent results and open problems on the statistical behavior of ergodic sums above toral translations, and their applications to Diophantine approximations and to ergodic properties of systems related to…
We consider the extreme value statistics of centrally-biased random walks with asymptotically-zero drift in the ergodic regime. We fully characterize the asymptotic distribution of the maximum for this class of Markov chains lacking…
In the framework of infinite ergodic theory, we derive equidistribution results for suitable weighted sequences of cusp points of Hecke triangle groups encoded by group elements of constant word length with respect to a set of natural…
This paper is devoted to the analysis of the finite-dimensional distributions and asymptotic behavior of extremal Markov processes connected to the Kendall convolution. In particular, based on its stochastic representation, we provide…
We consider nonelementary random walks on general hyperbolic spaces. Without any moment condition on the walk, we show that it escapes linearly to infinity, with exponential error bounds. We even get such exponential bounds up to the rate…
We study limit laws for return time processes defined on infinite conservative ergodic measure preserving dynamical systems. Especially for the critical cases with purely atomic limiting distribution we derive distorted processes posessing…
In this paper the multi-dimensional random walk models governed by distributed fractional order differential equations and multi-term fractional order differential equations are constructed. The scaling limits of these random walks to a…
We study the limiting behavior of multiple ergodic averages involving several not necessarily commuting measure preserving transformations. We work on two types of averages, one that uses iterates along combinatorial parallelepipeds, and…
We extend to Lipschitz continuous functionals either of the true paths or of the Euler scheme with decreasing step of a wide class of Brownian ergodic diffusions, the Central Limit Theorems formally established for their marginal empirical…
This paper proves several weak limit theorems for the joint version of extreme order statistics and partial sums of independently and identically distributed random variables. The results are also extended to almost sure limit version.
We investigate a branching random walk where the displacements are independent from the branching mechanism and have a stretched exponential distribution. We describe the positions of the particles in the vicinity of the rightmost particle…
We consider the edge-triangle model, a two-parameter family of exponential random graphs in which dependence between edges is introduced through triangles. In the so-called replica symmetric regime, the limiting free energy exists together…
Necessary and sufficient conditions for a Markov chain to be ergodic are that the chain is irreducible and aperiodic. This result is manifest in the case of random walks on finite groups by a statement about the support of the driving…
We study ergodic properties of compositions of holomorphic endomorphisms of the complex projective space chosen independently at random according to some probability distribution. Along the way, we construct positive closed currents which…
We study the Ergodic Properties of Random Walks in stationary ergodic environments without uniform ellipticity under a minimal assumption. There are two main components in our work. The first step is to adopt the arguments of Lawler to…
A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…