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We obtain central limit theorems for stationary random fields employing a novel measure of dependence called $\theta$-lex weak dependence. We show that this dependence notion is more general than strong mixing, i.e., it applies to a broader…

Statistics Theory · Mathematics 2021-04-07 Imma Valentina Curato , Robert Stelzer , Bennet Ströh

We consider the one-parameter family of interval maps arising from generalized continued fraction expansions known as alpha-continued fractions. For such maps, we perform a numerical study of the behaviour of metric entropy as a function of…

Dynamical Systems · Mathematics 2015-05-14 Carlo Carminati , Stefano Marmi , Alessandro Profeti , Giulio Tiozzo

We study mixed models with a single grouping factor, where inference about unknown parameters requires optimizing a marginal likelihood defined by an intractable integral. Low-dimensional numerical integration techniques are regularly used…

Methodology · Statistics 2025-01-22 Alex Stringer , Blair Bilodeau , Yanbo Tang

A general method is presented for deriving the limiting behavior of estimators that are defined as the values of parameters optimizing an empirical criterion function. The asymptotic behavior of such estimators is typically deduced from…

Statistics Theory · Mathematics 2008-12-18 Peter Radchenko

We study statistical inference for the optimal transport (OT) map (also known as the Brenier map) from a known absolutely continuous reference distribution onto an unknown finitely discrete target distribution. We derive limit distributions…

Statistics Theory · Mathematics 2024-05-21 Ritwik Sadhu , Ziv Goldfeld , Kengo Kato

In this paper we present a study of the mixing time of a random walk on the largest component of a supercritical random graph, also known as the giant component. We identify local obstructions that slow down the random walk, when the…

Combinatorics · Mathematics 2007-05-23 Nikolaos Fountoulakis , Bruce Reed

We prove limit theorems for the number of fixed points, descents, and inversions of iterated random-to-top shuffles in two asymptotic regimes. Our proofs are analytic, and they utilize new combinatorial decompositions that represent each…

Probability · Mathematics 2026-04-10 Alexander Clay

We studied topological and metric properties of the so-called interval translation maps (ITMs). For these maps, we introduced the maximal invariant measure and study its properties. Further, we study how the invariant measures depend on the…

Dynamical Systems · Mathematics 2021-06-25 Sergey Kryzhevich , Viktor Avrutin , Nikita Begun , Dmitrii Rachinskii , Khosro Tajbakhsh

The stickiness effect is a fundamental feature of quasi-integrable Hamiltonian systems. We propose the use of an entropy-based measure of the recurrence plots (RP), namely, the entropy of the distribution of the recurrence times (estimated…

We investigate the spatiotemporal dynamics of a network of coupled chaotic maps, with varying degrees of randomness in coupling connections. While strictly nearest neighbour coupling never allows spatiotemporal synchronization in our…

Chaotic Dynamics · Physics 2007-05-23 Sudeshna Sinha

We prove a deviation bound for the maximum of partial sums of functions of $\alpha$-dependent sequences as defined in Dedecker, Gou{\"e}zel and Merlev{\`e}de (2010). As a consequence, we extend the Rosenthal inequality of Rio (2000) for…

Probability · Mathematics 2016-01-22 J Dedecker , Florence Merlevède

The main goal of the paper is to prove central limit theorems for the magnetization rescaled by $\sqrt{N}$ for the Ising model on random graphs with $N$ vertices. Both random quenched and averaged quenched measures are considered. We work…

A comparison technique for finite random walks on finite graphs is introduced, using the well-known interlacing method. It yields improved return probability bounds. A key feature is the incorporation of parts of the spectrum of the…

Probability · Mathematics 2010-06-04 Florian Sobieczky

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 $\Omega$…

Probability · Mathematics 2007-05-23 Mohamed El Machkouri , Dalibor Volny

We study non-stationary stochastic processes arising from sequential dynamical systems built on maps with a neutral fixed points and prove the existence of Extreme Value Laws for such processes. We use an approach developed in \cite{FFV16},…

Dynamical Systems · Mathematics 2017-07-17 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Sandro Vaienti

We prove some general results about the asymptotics of the distribution of the number of cycles of given length of a random permutation whose distribution is invariant under conjugation. These results were first established to be applied in…

Probability · Mathematics 2009-01-16 Florent Benaych-Georges

We develop a theory of operator renewal sequences in the context of infinite ergodic theory. For large classes of dynamical systems preserving an infinite measure, we determine the asymptotic behaviour of iterates $L^n$ of the transfer…

Dynamical Systems · Mathematics 2015-05-19 Ian Melbourne , Dalia Terhesiu

One method to generate random permutations involves using Gaussian elimination with partial pivoting (GEPP) on a random matrix $A$ and storing the permutation matrix factor $P$ from the resulting GEPP factorization $PA=LU$. We are…

Probability · Mathematics 2024-11-19 John Peca-Medlin , Chenyang Zhong

When the memory parameter of the elephant random walk is above a critical threshold, the process becomes superdiffusive and, once suitably normalised, converges to a non-Gaussian random variable. In a recent paper by the three first…

Probability · Mathematics 2024-09-12 Hélène Guérin , Lucile Laulin , Kilian Raschel , Thomas Simon

The present work describes the asymptotic local shape of a graph drawn uniformly at random from all connected simple planar graphs with n labelled vertices. We establish a novel uniform infinite planar graph (UIPG) as quenched limit in the…

Probability · Mathematics 2019-08-15 Benedikt Stufler