Related papers: Limit Theorems for Fast-slow partially hyperbolic …
We prove a local central limit theorem for "nonconventional" sums generated by some classes of sufficiently fast mixing sequences.
In this paper we study the convergence in distribution and the local limit theorem for the partial sums of linear random fields with i.i.d. innovations that have infinite second moment and belong to the domain of attraction of a stable law…
The aim of this article is to show how certain parabolic theorems follow from their elliptic counterparts. This technique is demonstrated through new proofs of five important theorems in parabolic unique continuation and the regularity…
We derive a variational expression for the correlation time of physical observables in steady-state diffusive systems. As a consequence of this variational expression, we obtain lower bounds on the correlation time, which provide speed…
We give elementary and explicit sufficient conditions (in particular, a functional correlation bound) for deterministic homogenisation (convergence to a stochastic differential equation) for discrete-time fast-slow systems of the form \[…
We consider a nonlinear damped hyperbolic reaction-diffusion system in a bounded interval of the real line with homogeneous Neumann boundary conditions and we study the metastable dynamics of the solutions. Using an "energy approach"…
Let $r=r(n)$ be a sequence of integers such that $r\leq n$ and let $X_1,\ldots,X_{r+1}$ be independent random points distributed according to the Gaussian, the Beta or the spherical distribution on $\mathbb{R}^n$. Limit theorems for the…
This is a lightning introduction to some modern techniques used in the study of the statistical properties of hyperbolic dynamical systems. The emphasis is not in presenting a comprehensive theory but rather in fleshing out the main ideas…
In this paper, we prove a limit set intersection theorem in relatively hyperbolic groups. Our approach is based on a study of dynamical quasiconvexity of relatively quasiconvex subgroups. Using dynamical quasiconvexity, many well-known…
We prove a law of large numbers and functional central limit theorem for a class of multivariate Hawkes processes with time-dependent reproduction rate. We address the difficulties induced by the use of non-convolutive Volterra processes by…
This work is devoted to examining qualitative properties of dynamic systems, in particular, limit cycles of stochastic differential equations with both rapid switching and small diffusion. The systems are featured by multi-scale…
For Young systems, i.e. for hyperbolic systems without/with singularities satisfying Lai-Sang Young's axioms (which imply exponential decay of correlation and the CLT) a local CLT is proven. In fact, a unified version of the local CLT is…
We establish the existence of Young structures for a broad class of partially hyperbolic diffeomorphisms with a splitting $TM = E^{cs} \oplus E^{uu}$, under exactly the same conditions that ensure the existence of SRB measures in a previous…
This paper presents some new criteria for partial exponential stability of a slow-fast nonlinear system with a fast scalar variable using periodic averaging methods. Unlike classical averaging techniques, we construct an averaged system by…
This paper is devoted to the study of the well-posedness of a singular nonlinear fractional pseudo-hyperbolic system. The fractional derivative is described in Caputo sense. The equations are supplemented by classical and nonlocal boundary…
We consider the finite-time stabilization of homogeneous quasilinear hyperbolic systems with one side controls and with nonlinear boundary condition at the other side. We present time-independent feedbacks leading to the finite-time…
There is a widespread recent interest in using ideas from statistical physics to model certain types of problems in economics and finance. The main idea is to derive the macroscopic behavior of the market from the random local interactions…
In this paper we study the stabilization problem of a general class of slow-fast systems with one fast and arbitrarily many slow states. Moreover, the class of systems under study is slowly actuated, meaning that only the slow states are…
In this work we derive limit theorems for trawl processes. First,we study the asymptotic behaviour of the partial sums of the discretized trawl process $(X_{i\Delta_{n}})_{i=0}^{\lfloor nt\rfloor-1}$, under the assumption that as…
A functional limit theorem is established for the partial-sum process of a class of stationary sequences which exhibit both heavy tails and long-range dependence. The stationary sequence is constructed using multiple stochastic integrals…