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The fluctuation theorem characterizes the distribution of the dissipation in nonequilibrium systems and proves that the average dissipation will be positive. For a large system with no external source of fluctuation, fluctuations in…
We study Edgeworth expansions in limit theorems for self-normalized sums. Non-uniform bounds for expansions in the central limit theorem are established while only imposing minimal moment conditions. Within this result, we address the case…
We derive the non-equilibrium fluctuations of one-dimensional symmetric simple exclusion processes in contact with slowed stochastic reservoirs which are regulated by a factor $n^{-\theta}$. Depending on the range of $\theta$ we obtain…
We provide complementary results for a family of models with dependence on their previous $k$-sum. Using a martingale-based approach, we establish a functional central limit theorem and analyze the limiting behavior of the center of mass.…
We give a distribution-dependent concentration inequality for functions of independent variables. The result extends Bernstein's inequality from sums to more general functions, whose variation in any argument does not depend too much on the…
Local bifurcation analysis plays a central role in understanding qualitative transitions in networked nonlinear dynamical systems, including dynamic neural network and opinion dynamics models. In this article we establish explicit bounds of…
There are many ways of establishing upper bounds on fluctuations of random variables, but there is no systematic approach for lower bounds. As a result, lower bounds are unknown in many important problems. This paper introduces a general…
In the paper we develop a general theory of solvability of linear inhomogeneous boundary-value problems for systems of first-order ordinary differential equations in spaces of smooth functions on a finite interval. This problems are set…
It is well-known that a strict analogue of the Birkhoff Ergodic Theorem in infinite ergodic theory is trivial; it states that for any infinite-measure-preserving ergodic system the Birkhoff average of every integrable function is almost…
We present a general black box theorem that ensures convergence of a sequence of stationary Markov processes, provided a few assumptions are satisfied. This theorem relies on a control of the resolvents of the sequence of Markov processes,…
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…
We consider a non-Hermitian random matrix $A$ whose distribution is invariant under the left and right actions of the unitary group. The so-called Single Ring Theorem, proved by Guionnet, Krishnapur and Zeitouni, states that the empirical…
In this article we formulate and prove sufficient conditions for the existence of trajectories of nonstationary periodic solutions of autonomous Hamiltonian systems in a neighbourhood of equilibria. It is worth pointing out that assumptions…
We present a formulation of general nonlinear LC circuits within the framework of Birkhoffian dynamical systems on manifolds. We develop a systematic procedure which allows, under rather mild non-degeneracy conditions, to write the…
We study independent and identically distributed random iterations of continuous maps defined on a connected closed subset $S$ of the Euclidean space $\mathbb{R}^{k}$. We assume the maps are monotone (with respect to a suitable partial…
The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order…
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…
The structure of subspaces of a Hilbert space that are invariant under unitary representations of a discrete group is related to a notion of Hilbert modules endowed with inner products taking values in spaces of unbounded operators. A…
Formulae for the value of a harmonic function at the center of a rectangle are found that involve boundary integrals. The central value of a harmonic function is shown to be well approximated by the mean value of the function on the…
We consider the fluctuations of the number of eigenvalues of $n\times n$ random normal matrices depending on a potential $Q$ in a given set $A$. These eigenvalues are known to form a determinantal point process, and are known to accumulate…