Related papers: The Lindeberg theorem for Gibbs-Markov dynamics
Let $s:[1,\infty) \to \C $ be a locally integrable function in Lebesgue's sense. The logarithmic (also called harmonic) mean of the function $s$ is defined by [\tau(t) := \frac 1{\log t} \int_1^t \frac {s(x)}{x} dx, \qquad t>1,] where the…
Consider a smooth one-parameter family t -> f_t of dynamical systems f_t, with |t|<epsilon. Assume that for all t (or for many t close to t=0) the map f_t admits a unique SRB invariant probability measure m_t. We say that linear response}…
Exotic stochastic processes are shown to emerge in the quantum evolution of complex systems. Using influence function techniques, we consider the dynamics of a system coupled to a chaotic subsystem described through random matrix theory. We…
The novel proposal to invoke the split of the Ricci scalar into bulk and boundary terms in the gravitational action, opens up a new avenue of investigation into stellar dynamics. The Lagrangian contains functional forms of the bulk term…
In this paper we will prove various probabilistic limit theorems for some classes of distance expanding sequential dynamical systems (SDS). Our starting point here is certain sequential complex Ruelle-Perron-Frobenius (RPF) theorems which…
By the Lindeberg-L\'evy central limit theorem, standardized partial sums of a sequence of mutually independent and identically distributed random variables converge in law to the standard normal distribution. It is known that mutual…
A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…
We consider a borderline case: the central limit theorem for a strictly stationary time series with infinite variance but a Gaussian limit. In the iid case a well-known sufficient condition for this central limit theorem is regular…
Let $(X,\mathcal{B}, \mu, T)$ be an ergodic dynamical system on a non-atomic finite measure space. Consider the maximal function $\dis R^*:(f, g) \in L^1\times L^1 \to R^*(f, g)(x) = \sup_{n} \frac{f(T^nx)g(T^{2n}x)}{n}.$ We show that there…
A Steinhaus random multiplicative function $f$ is a completely multiplicative function obtained by setting its values on primes $f(p)$ to be independent random variables distributed uniformly on the unit circle. Recent work of Harper shows…
Let $\xi_i$, $i\in \mathbb {N}$, be independent copies of a L\'{e}vy process $\{\xi(t),t\geq0\}$. Motivated by the results obtained previously in the context of the random energy model, we prove functional limit theorems for the process…
A technique is introduced which allows to generate -- starting from any solvable discrete-time dynamical system involving N time-dependent variables -- new, generally nonlinear, generations of discrete-time dynamical systems, also involving…
General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…
We investigate dynamically and statistically diffusive motion in a Klein-Gordon particle chain in the presence of disorder. In particular, we examine a low energy (subdiffusive) and a higher energy (self-trapping) case and verify that…
In this paper we consider a dynamic version of the Erd\H{o}s-R\'{e}nyi random graph, in which edges independently appear and disappear in time, with the on- and off times being exponentially distributed. The focus lies on the evolution of…
We show mathematical structure of the function dynamics, i.e., the dynamics of interval maps $f_{n+1} = (1-\e)f_n + \e f_n\circ f_n$ and clarify the types of fixed points, the self-referential structure and the hierarchical structure.
A theory of systems with long-range correlations based on the consideration of binary N-step Markov chains is developed. In the model, the conditional probability that the i-th symbol in the chain equals zero (or unity) is a linear function…
We show how random matrix theory can be applied to develop new algorithms to extract dynamic factors from macroeconomic time series. In particular, we consider a limit where the number of random variables N and the number of consecutive…
This paper delves into a novel class of functions defined on an invariant under translation time scale T, known as (w, c)-periodic functions. This class encompasses various types of functions, such as periodic, anti-periodic, Bloch, and…
We introduce and analyze a natural class of nonlinear dynamics for spin systems such as the Ising model. This class of dynamics is based on the framework of mass action kinetics, which models the evolution of systems of entities under…