Related papers: On Makarov's principle in conformal mapping

We derive equivalent conditions for the (local) absolute continuity of two laws of semimartingales on random sets. Our result generalizes previous results for classical semimartingales by replacing a strong uniqueness assumption by a weaker…

We propose some backward-forward martingale decompositions for functions of reversible Markov chains. These decompositions are used to prove the functional CLT for reversible Markov chains with asymptotically linear variance of partial…

We obtain a local central limit theorem for cocycles associated with a class of non abelian and non compact group extensions of Gibbs Markov maps. This class consists of multidimensional infinite dihedral groups. Unlike in the set up of the…

Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principle of conditioning", to study their stable convergence…

Fix an integer k, and let I(l), l=1,2,..., be a sequence of k-dimensional vectors of multiple Wiener-It\^o integrals with respect to a general Gaussian process. We establish necessary and sufficient conditions to have that, as l diverges,…

In this paper, we present some asymptotic properties of the normalized inverse-Gaussian process. In particular, when the concentration parameter is large, we establish an analogue of the empirical functional central limit theorem, the…

For any $N\ts N$ monodromy matrix we define the Lyapunov function, which is analytic on an associated N-sheeted Riemann surface. On each sheet the Lyapunov function has the standard properties of the Lyapunov function for the Hill operator.…

This paper is devoted to studying non-commensurate fractional order planar systems. Our contributions are to derive sufficient conditions for the global attractivity of non-trivial solutions to fractional-order inhomogeneous linear planar…

We show that for infinite planar unimodular random rooted maps, many global geometric and probabilistic properties are equivalent, and are determined by a natural, local notion of average curvature. This dichotomy includes properties…

For a set-valued map, we characterize, in terms of its (unconvexified or convexified) graphical derivatives near the point of interest, positively homogeneous maps that are generalized derivatives in the sense of [20]. This result…

This paper is devoted to the Gaussian fluctuations and deviations of the traces of tridiagonal random matrix. Under quite general assumptions, we prove that the traces are approximately normal distributed. Multi-dimensional central limit…

In this paper we study the asymptotic behavior of linear processes having as innovations mean zero, square integrable functions of stationary reversible Markov chains. In doing so we shall preserve the generality of coefficients assuming…

We extend our recent result [Cipolloni, Erd\H{o}s, Schr\"oder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real…

The main result of the article reads: the distribution of a continuous starting from zero local martingale whose quadratic characteristic is almost surely absolutely continuous with respect to some non-random increasing continuous function…

One develops {\em ab initio} the theory of rational/birational maps over reduced, but not necessarily irreducible, projective varieties in arbitrary characteristic. A numerical invariant of a rational map is introduced, called the Jacobian…

In this paper we obtain an almost sure invariance principle for convergent sequences of either Anosov diffeomorphisms or expanding maps on compact Riemannian manifolds and prove an ergodic stability result for such sequences. The sequences…

We explore the interplay between different definitions of distortion for mappings $f\colon X\to \mathbb{R}^2$, where $X$ is any metric surface, meaning that $X$ is homeomorphic to a domain in $\mathbb{R}^2$ and has locally finite…

We have studied the mappings that satisfy the Poletsky-type inverse inequality in the domain of the Euclidean space. It is proved that the uniform boundary of the family of such mappings is a discrete mapping. We separately considered…

We study the asymptotic behavior of solutions to the Vlasov equation in the presence of a strong external magnetic field. In particular we provide a mathematically rigorous derivation of the guiding-center approximation in the general three…

Acyclic directed mixed graphs, also known as semi-Markov models represent the conditional independence structure induced on an observed margin by a DAG model with latent variables. In this paper we present a factorization criterion for…