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We study limit theorems for partial sums of instantaneous functions of a homogeneous Markov chain on a general state space. The summands are heavy-tailed and the limits are stable distributions. The conditions imposed on the transition…

Probability · Mathematics 2018-08-14 Mohamed El Machkouri , Adam Jakubowski , Dalibor Volný

We provide a systematic approach for deducing statistical limit laws via martingale-coboundary decomposition, for nonuniformly hyperbolic systems with slowly contracting and expanding directions. In particular, if the associated return time…

Dynamical Systems · Mathematics 2016-03-11 Ian Melbourne , Paulo Varandas

This article provides some characterizations of extended COM-Poisson distribution: conditional distribution given the sum, functional operator characterization (Stein identity). We also give some conditions such that the extended…

Statistics Theory · Mathematics 2015-08-26 Huiming Zhang

We study the distribution of maxima (Extreme Value Statistics) for sequences of observables computed along orbits generated by random transformations. The underlying, deterministic, dynamical system can be regular or chaotic. In the former…

Dynamical Systems · Mathematics 2015-06-11 Davide Faranda , Jorge Milhazes Freitas , Valerio Lucarini , Giorgio Turchetti , Sandro Vaienti

We study the joint limit behavior of sums, maxima and $\ell^p$-type moduli for samples taken from an $\mathbb{R}^d$-valued regularly varying stationary sequence with infinite variance. As a consequence, we can determine the distributional…

Probability · Mathematics 2023-03-31 Muneya Matsui , Thomas Mikosch , Olivier Wintenberger

The problem of approximating the discrete spectra of families of self-adjoint operators that are merely strongly continuous is addressed. It is well-known that the spectrum need not vary continuously (as a set) under strong perturbations.…

Spectral Theory · Mathematics 2016-03-08 Jonathan Ben-Artzi , Thomas Holding

The notion of random self-decomposability is generalized further. The notion is then extended to non-negative integer-valued distributions.

Probability · Mathematics 2010-10-05 S Satheesh , E Sandhya

The study of conditional $q$-entropies in composite quantum systems has recently been the focus of considerable interest, particularly in connection with the problem of separability. The $q$-entropies depend on the density matrix $\rho$…

Quantum Physics · Physics 2009-11-10 J. Batle , A. R. Plastino , M. Casas , A. Plastino

(This is the third version of a working paper.) We develop a family of self-normalized concentration inequalities for marginal mean under martingale-difference structure and $\phi/\tilde{\phi}$-mixing conditions, where the latter includes…

Statistics Theory · Mathematics 2025-12-17 Zihao Yuan

We investigate the subject of speed of mixing for operators on infinite dimensional Hilbert spaces which are strongly mixing with respect to a nondegenerate Gaussian measure. We prove that there is no way to find a uniform speed of mixing…

Functional Analysis · Mathematics 2015-03-05 Vincent Devinck

Experiments observing the liquid surface in a vertically oscillating container have indicated that modeling the dynamics of such systems require maps that admit states at infinity. In this paper we investigate the bifurcations in such a…

Chaotic Dynamics · Physics 2009-11-10 Aloke Kumar , Soumitro Banerjee , Daniel P. Lathrop

The Symmetric Exclusion Process (SEP), in which particles hop symmetrically on a discrete line with hard-core constraints, is a paradigmatic model of subdiffusion in confined systems. This anomalous behavior is a direct consequence of…

Statistical Mechanics · Physics 2018-06-13 Alexis Poncet , Olivier Bénichou , Vincent Démery , Gleb Oshanin

In computational models of particle packings with periodic boundary conditions, it is assumed that the packing is attached to exact copies of itself in all possible directions. The periodicity of the boundary then requires that all of the…

Soft Condensed Matter · Physics 2022-09-07 R. Cameron Dennis , Varda F. Hagh , Eric I. Corwin

The distribution function of local amplitudes of eigenstates of a two-dimensional disordered metal is calculated. Although the distribution of comparatively small amplitudes is governed by laws similar to those known from the random matrix…

Condensed Matter · Physics 2016-08-31 Vladimir I. Fal'ko , K. B. Efetov

We consider the negative regularity mixing properties of random volume preserving diffeomorphisms on a compact manifold without boundary. We give general criteria so that the associated random transfer operator mixes $H^{-\delta}$…

Analysis of PDEs · Mathematics 2024-10-28 Jacob Bedrossian , Patrick Flynn , Sam Punshon-Smith

It is shown that an operator can be defined in the abstract space of random matrices ensembles whose matrix elements statistical distribution simulates the behavior of the distribution found in real physical systems. It is found that the…

Nuclear Theory · Physics 2007-05-23 M. S. Hussein , M. P. Pato

It is known that real Non-Gaussian stable distributions are unimodal, not additive strongly unimodal, and multiplicative strongly unimodal in the symmetric case. By a theorem of Cuculescu-Theodorescu, the only remaining relevant situation…

Probability · Mathematics 2010-03-01 Thomas Simon

We develop operator renewal theory for flows and apply this to infinite ergodic theory. In particular we obtain results on mixing for a large class of infinite measure semiflows. Examples of systems covered by our results include…

Dynamical Systems · Mathematics 2014-04-11 Ian Melbourne , Dalia Terhesiu

We prove results on mixing and mixing rates for toral extensions of nonuniformly expanding maps with subexponential decay of correlations. Both the finite and infinite measure settings are considered. Under a Dolgopyat-type condition on…

Dynamical Systems · Mathematics 2018-11-02 Ian Melbourne , Dalia Terhesiu

Continuing the study reported in Satheesh (2001),(arXiv:math.PR/0304499 dated 01May2003) here we study certain aspects of randomization in infinitely divisible (ID) and max-infinitely divisible (MID) laws. They generalize ID and MID laws.…

Probability · Mathematics 2007-06-13 S. Satheesh
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