Related papers: Beardwood-Halton-Hammersley Theorem for Stationary…

Asymptotic expansions with explicit upper bounds for remainders are given for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces. The corresponding algorithms are based on a special technique of…

We show that random walks on semisimple algebraic groups do not concentrate on proper algebraic subvarieties with uniform exponential rate of anti-concentration. This is achieved by proving a uniform spectral gap for quasi-regular…

In this article we establish two fundamental results for the sublevel set persistent homology for stationary processes indexed by the positive integers. The first is a strong law of large numbers for the persistence diagram (treated as a…

We extend to the case of moving solitons, the result on asymptotic stability of ground states of the NLS with a short range linear potential obtained by the author in a previous paper. Now we drop the potential and allow moving solitons.…

The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…

We obtain Fisher-Hartwig asymptotics with root and jump type singularities in space-time under the law of the stationary Hermitian Ornstein-Uhlenbeck process, which serve as a dynamical generalization of earlier static results obtained by…

A variety of estimators for the parameters of the Generalized Pareto distribution, the approximating distribution for excesses over a high threshold, have been proposed, always assuming the underlying data to be independent. We recently…

In this note, we present a version of Hoeffding's inequality in a continuous-time setting, where the data stream comes from a uniformly ergodic diffusion process. Similar to the well-studied case of Hoeffding's inequality for discrete-time…

We observe stationary random tessellations $X=\{\Xi_n\}_{n\ge1}$ in $\mathbb{R}^d$ through a convex sampling window $W$ that expands unboundedly and we determine the total $(k-1)$-volume of those $(k-1)$-dimensional manifold processes which…

In this paper, we establish nonlinear Landau damping and asymptotic stability of a large class of translation-invariant steady solutions to the time-dependent Hartree--Fock equations in the presence of an {\em off-diagonal exchange…

We prove a general result that if a Metropolis--Hastings algorithm has a proposal that is not geometrically ergodic and the acceptance rate approaches unity at a suitable rate as the state variable becomes large, then the Metropolised chain…

The mean absolute deviation about the mean is an alternative to the standard deviation for measuring dispersion in a sample or in a population. For stationary, ergodic time series with a finite first moment, an asymptotic expansion for the…

Let $U$ be a unitary operator acting on the Hilbert space $H$, $\a:\{1,..., 2k\}\mapsto\{1,..., k\}$ a pair--partition, and finally $A_{1},...,A_{2k-1}\in B(H)$. We show that the ergodic average $$…

We present two limit theorems, a mean ergodic and a central limit theorem, for a specific class of one-dimensional diffusion processes that depend on a small-scale parameter $\varepsilon$ and converge weakly to a homogenized diffusion…

Let \{X_1, X_2, ...\} be a sequence of independent and identically distributed positive random variables of Pareto-type with index \alpha>0 and let \{N(t); t\geq 0\} be a counting process independent of the X_i's. For any fixed t\geq 0,…

In this paper we study the ergodic properties of mathematical billiards describing the uniform motion of a point in a flat torus from which finitely many, pairwise disjoint, tubular neighborhoods of translated subtori (the so called…

Let $\{X(\mathbf{t}):\mathbf{t}=(t_1, t_2, \ldots, t_d)\in[0,\infty)^d\}$ be a centered stationary Gaussian field with almost surely continuous sample paths, unit variance and correlation function $r$ satisfying conditions $r(\mathbf{t})<1$…

In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In this infill sampling setting, the asymptotic theory gives very surprising results,…

A duality formula, of the Hardy and Littlewood type for multidimensional Gaussian sums, is proved in order to estimate the asymptotic long time behavior of distribution of Birkhoff sums $S_n$ of a sequence generated by a skew product…

In this work we prove the pointwise ergodic theorem for harmonic degree 1 cocycle of a measurable stationary action of Z^d on a probability space. In a precedent paper Boivin and Derriennic (1991) studied this theorem for not necessarily…