Related papers: Limit Theorems for Fast-slow partially hyperbolic …
We define a stochastic model of a two-sided limit order book in terms of its key quantities \textit{best bid [ask] price} and the \textit{standing buy [sell] volume density}. For a simple scaling of the discreteness parameters, that keeps…
In this document, we deal with the stabilization problem of slow-fast systems (or singularly perturbed Ordinary Differential Equations) at a non-hyperbolic point. The class of systems studied here have the following properties: 1) they have…
In this article we derive a self-normalized functional limit theorem for strictly stationary linear processes with i.i.d. heavy-tailed innovations and random coefficients under the condition that all partial sums of the series of…
In this paper we establish Functional Limit Theorems for the range of random walks in $\mathbb{Z}^d$ that are in the domain of attraction of a non-degenerate $\beta$-stable process in the weakly transient and recurrent regimes. These…
Speed of state transitions in macroscopic systems is a crucial concept for foundations of nonequilibrium statistical mechanics as well as various applications in quantum technology represented by optimal quantum control. While extensive…
In this paper, we prove a central limit theorem and estabilish a moderate deviation principle for stochastic models of incompressible second fluids. The weak convergence method inreoduced by [4] plays an important role.
An extension of fluctuation-dissipation theorem is used to derive a "speed limit" theorem for nonlinear electronic devices. This speed limit provides a lower bound on the dissipation that is incurred when transferring a given amount of…
The work treats systems combining slow and fast motions depending on each other where fast motions are perturbations of families of either dynamical systems or Markov processes with freezed slow variable. In the first case we consider…
The paper deals with the fast-slow motions setups in the discrete time $X^\epsilon((n+1)\epsilon)=X^\epsilon(n\epsilon)+\epsilon B(X^\epsilon(n\epsilon),\xi(n))$, $n=0,1,...,[T/\epsilon]$ and the continuous time $\frac…
Hyperbolic-parabolic systems have spatially homogenous stationary states. When the dissipation is weak, one can derive weakly nonlinear-dissipative approximations that govern perturbations of these constant states. These approximations are…
Small nonequilibrium systems in contact with a heat bath can be analyzed with the framework of stochastic thermodynamics. In such systems, fluctuations, which are not negligible, follow universal relations such as the fluctuation theorem.…
We consider Holder continuous linear cocycles over partially hyperbolic diffeomorphisms. For fiber bunched cocycles with one Lyapunov exponent we show continuity of measurable invariant conformal structures and sub-bundles. Further, we…
We consider weak invariance principles (functional limit theorems) in the domain of a stable law. A general result is obtained on lifting such limit laws from an induced dynamical system to the original system. An important class of…
This article is devoted to the investigation of limit theorems for mixed max-sum processes with renewal type stopping indexes. Limit theorems of weak convergence type are obtained as well as functional limit theorems.
We analyze the dynamics of multi-agent collective behavior models and their control theoretical properties. We first derive a large population limit to parabolic diffusive equations. We also show that the non-local transport equations…
We provide an asymptotic analysis of linear transport problems in the diffusion limit under minimal regularity assumptions on the domain, the coefficients, and the data. The weak form of the limit equation is derived and the convergence of…
The paper examines a class of first order linear hyperbolic systems, proposed as a generalization of the Goldstein-Kac model for velocity-jump processes and determined by a finite number of speeds and corresponding transition rates. It is…
We obtain necessary and sufficient conditions for the regular variation of the variance of partial sums of functionals of discrete and continuous-time stationary Markov processes with normal transition operators. We also construct a class…
We derive asymptotics of moments and identify limiting distributions, under the random permutation model on m-ary search trees, for functionals that satisfy recurrence relations of a simple additive form. Many important functionals…
Adiabatic passage employs a slowly varying time-dependent Hamiltonian to control the evolution of a quantum system along the Hamiltonian eigenstates. For processes of finite duration, the exact time evolving state may deviate from the…