Related papers: The Lindeberg theorem for Gibbs-Markov dynamics

This paper considers discontinuous dynamical systems, i.e., systems whose associated vector field is a discontinuous function of the state. Discontinuous dynamical systems arise in a large number of applications, including optimal control,…

We study general random dynamical systems of continuous maps on some compact metric space. Assuming a local contraction condition and uniqueness of the stationary measure, we establish probabilistic limit laws such as the central limit…

We discuss a few mathematical aspects of random dynamical decoupling, a key tool procedure in quantum information theory. In particular, we place it in the context of discrete stochastic processes, limit theorems and CPT semigroups on…

Multivariate distributions are explored using the joint distributions of marginal sample quantiles. Limit theory for the mean of a function of order statistics is presented. The results include a multivariate central limit theorem and a…

We prove a central limit theorem for a class of additive processes that arise naturally in the theory of finite horizon Markov decision problems. The main theorem generalizes a classic result of Dobrushin (1956) for temporally…

The Unit-Lindley is a one-parameter family of distributions in $(0,1)$ obtained from an appropriate transformation of the Lindley distribution. In this work, we introduce a class of dynamical time series models for continuous random…

Consider d uniformly random permutation matrices on n labels. Consider the sum of these matrices along with their transposes. The total can be interpreted as the adjacency matrix of a random regular graph of degree 2d on n vertices. We…

We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…

Multivariate Bessel processes $(X_{t,k})_{t\ge0}$ describe interacting particle systems of Calogero-Moser-Sutherland type and are related with $\beta$-Hermite and $\beta$-Laguerre ensembles. They depend on a root system and a multiplicity…

For a family of continuous functions $f_1,f_2,\dots \colon I \to \mathbb{R}$ ($I$ is a fixed interval) with $f_1\le f_2\le \dots$ define a set $$ I_f:=\big\{x \in I \colon \lim_{n \to \infty} f_n(x)=+\infty\big\}.$$ We study the properties…

This work is a contribution to the study of the ergodic and stochastic properties of Z^d-periodic dynamical systems preserving an infinite measure. We establish functional limit theorems for natural Birkhoff sums related to local times of…

Often topological classes of one-dimensional dynamical systems are finite codimension smooth manifolds. We describe a method to prove this sort of statement that we believe can be applied in many settings. In this work we will implement it…

We consider deterministic fast-slow dynamical systems on $\mathbb{R}^m\times Y$ of the form \[ \begin{cases} x_{k+1}^{(n)} = x_k^{(n)} + n^{-1} a(x_k^{(n)}) + n^{-1/\alpha} b(x_k^{(n)}) v(y_k)\;,\quad y_{k+1} = f(y_k)\;, \end{cases} \]…

Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fractional Brownian motion, sub-fractional Brownian motion and…

Approximations to sums of stationary and ergodic sequences by martingales are investigated. Necessary and sufficient conditions for such sums to be asymptotically normal conditionally given the past up to time 0 are obtained. It is first…

In this paper, we consider a continuous-time Markov process and prove a local limit theorem for the integral of a time-inhomogeneous function of the process. One application is in the study of the fast-oscillating perturbations of linear…

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Noether's Theorem on constants of the motion of dynamical systems has recently been extended to classical dissipative systems (Markovian semi-groups) by Baez and Fong. We show how to extend these results to the fully quantum setting of…

We present a graph-theoretic model for dynamical systems $(X,\sigma)$ given by a surjective local homeomorphism $\sigma$ on a totally disconnected compact metrizable space $X$. In order to make the dynamics appear explicitly in the graph,…

We establish finite-dimensional central limit theorems for local, additive, interaction functions of temporally evolving point processes. The dynamics are those of a spatial Poisson process on the flat torus with points subject to a…