Related papers: Empirical central limit theorems for ergodic autom…

Let $A$ be an expanding endomorphism on the torus ${\Bbb T}^d = {\Bbb R}^d /{\Bbb Z}^d$ with its smallest eigenvalue $\lambda >1$. Consider the ergodic system $({\Bbb T}^d, A, \mu)$ where $\mu$ is Haar measure. We prove that the correlation…

In this paper, we give rates of convergence in the strong invariance principle for non-adapted sequences satisfying projective criteria. The results apply to the iterates of ergodic automorphisms T of the d-dimensional torus, even in the…

We establish a multivariate empirical process central limit theorem for stationary $\R^d$-valued stochastic processes $(X_i)_{i\geq 1}$ under very weak conditions concerning the dependence structure of the process. As an application we can…

Let $\Cal S$ be an abelian finitely generated semigroup of endomorphisms of a probability space $(\Omega, {\Cal A}, \mu)$, with $(T_1, ..., T_d)$ a system of generators in ${\Cal S}$. Given an increasing sequence of domains $(D_n) \subset…

For a measure preserving transformation $T$ of a probability space $(X,\mathcal F,\mu)$ we investigate almost sure and distributional convergence of random variables of the form $$x \to \frac{1}{C_n} \sum_{i_1<n,...,i_d<n}…

Under natural assumptions on the observable, we prove a Central Limit Theorem, a Berry-Esseen Theorem, and a quantitative Local Limit Theorem for a broad class of partially hyperbolic endomorphisms of the two-dimensional torus. Our results…

In this paper, we derive asymptotic results for L^1-Wasserstein distance between the distribution function and the corresponding empirical distribution function of a stationary sequence. Next, we give some applications to dynamical systems…

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…

It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…

For any natural $n$, and real $\alpha\geq 0$ we construct an ergodic automorphism $T$ such that its tensor powers $T^{\otimes n}$ have singular spectra if $n\leq 1+\alpha /2$, and Lebesgue if $n\, > 1+\alpha/2$.

We study the behavior of diffeomorphisms, contained in the closure $\bar {\A_\a}$ (in the inductive limit topology) of the set $\A_\a$ of real-analytic diffeomorphisms of the torus $\Bbb T^2$, conjugated to the rotation $R_\a:(x,y)\mapsto…

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…

We establish a new class of functional central limit theorems for partial sum of certain symmetric stationary infinitely divisible processes with regularly varying L\'{e}vy measures. The limit process is a new class of symmetric stable…

We show that if $(X, \mu, T)$ is a probability measure-preserving dynamical system, and $\mathscr{P}$ is a countable partition of $(X, \mu)$, then the limit $$ \lim_{n, k \to \infty} \mathbb{E} \left[ \frac{1}{k} \sum_{j = 0}^{k - 1} f…

Let $(\Omega, \A, \mu)$ be a Lebesgue space and $T$ an ergodic measure preserving automorphism on $\Omega$ with positive entropy. We show that there is a bounded and strictly stationary martingale difference sequence defined on $\Omega$…

We study almost sure limiting behavior of extreme and intermediate order statistics arising from strictly stationary sequences. First, we provide sufficient dependence conditions under which these order statistics converges almost surely to…

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 study the ergodic theory of a one-parameter family of interval maps T_alpha arising from generalized continued fraction algorithms. First of all, we prove the dependence of the metric entropy of T_alpha to be Hoelder-continuous in the…

The central limit theorem for Markov chains generated by iterated function systems consisting of orientation preserving homeomorphisms of the interval is proved. We study also ergodicity of such systems.

Let $(U_n(t))_{t\in\R^d}$ be the empirical process associated to an $\R^d$-valued stationary process $(X_i)_{i\ge 0}$. We give general conditions, which only involve processes $(f(X_i))_{i\ge 0}$ for a restricted class of functions $f$,…