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Two time scale stochastic approximation algorithms emulate singularly perturbed deterministic differential equations in a certain limiting sense, i.e., the interpolated iterates on each time scale approach certain differential equations in…
In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…
We consider a one-parameter family of functions $\{F(t,x)\}_{t}$ on $[0,1]$ and partial derivatives $\partial_{t}^{k} F(t, x)$ with respect to the parameter $t$. Each function of the class is defined by a certain pair of two square matrices…
We study deviation of ergodic averages for dynamical systems given by self-similar tilings on the plane and in higher dimensions. The main object of our paper is a special family of finitely-additive measures for our systems. An asymptotic…
We establish a local martingale $M$ associate with $f(X,Y)$ under some restrictions on $f$, where $Y$ is a process of bounded variation (on compact intervals) and either $X$ is a jump diffusion (a special case being a L\'evy process) or $X$…
In Nevzorov's $F^\alpha$-scheme, one deals with a sequence of independent random variables whose distribution functions are all powers of a common continuous distribution function. A key property of the $F^\alpha$-scheme is that the record…
Let $(U_n(t))_{t\in\R^d}$ be the empirical process associated to an $\R^d$-valued stationary process $(X_i)_{i\ge 0}$. We give general conditions, which only involve processes $(f(X_i))_{i\ge 0}$ for a restricted class of functions $f$,…
This paper investigates the long time dynamics of interacting particle systems subject to singular interactions. We consider a microscopic system of $N$ interacting point particles, where the time evolution of the joint distribution…
We establish a theorem on bifurcation of limit cycles from a focus boundary equilibrium of an impacting system, which is universally applicable to prove bifurcation of limit cycles from focus boundary equilibria in other types of…
We consider nonlinear, or "event-dependent", sampling, i.e. such that the sampling instances {tk} depend on the function being sampled. The use of such sampling in the construction of Lebesgue's integral sums is noted and discussed as…
This paper introduces a new concept of stochastic dependence among many random variables which we call conditional neighborhood dependence (CND). Suppose that there are a set of random variables and a set of sigma algebras where both sets…
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…
A sequential dynamical system (SDS) consists of a graph, a set of local functions and an update schedule. A linear sequential dynamical system is an SDS whose local functions are linear. In this paper, we derive an explicit closed formula…
In this paper, we study the complex Wigner matrices $M_n=\frac{1}{\sqrt{n}}W_n$ whose eigenvalues are typically in the interval $[-2,2]$. Let $\lambda_1\leq \lambda_2...\leq\lambda_n$ be the ordered eigenvalues of $M_n$. Under the…
This paper introduces indefinite proximities inherent in the collection of physical objects found in a dynamical system. Axiomatically, these indefinite proximities lead to a new form of Hausdorff topology, which is indefinite…
We consider one-dimensional chain of coupled linear and nonlinear oscillators with long-range power wise interaction defined by a term proportional to 1/|n-m|^{\alpha+1}. Continuous medium equation for this system can be obtained in the…
We study the mean-median map as a dynamical system on the space of finite sets of piecewise-affine continuous functions with rational coefficients. We determine the structure of the limit function in the neighbourhood of a distinctive…
A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…
Let $T: X\mapsto X$ be a deterministic dynamical system preserving a probability measure $\mu$. A dynamical Borel-Cantelli lemma asserts that for certain sequences of subsets $A_n\subset X$ and $\mu$-almost every point $x\in X$ the…
The long time behavior of the dynamics of a fast-slow system of ordinary differential equations is examined. The system is derived from a spatial discretization of a Korteweg-de Vries-Burgers type equation, with fast dispersion and slow…