Related papers: On Makarov's principle in conformal mapping
The present paper is devoted to the study of classes of mappings with non-bounded characteristic of quasiconformality. It is obtained a result on normal families of the open discrete mappings $f:D\rightarrow {\Bbb C}\setminus\{a, b\}$ of…
In this paper, we prove maximal inequalities and study the functional central limit theorem for the partial sums of linear processes generated by dependent innovations. Due to the general weights, these processes can exhibit long-range…
The manuscript is devoted to the boundary behavior of mappings with bounded and finite distortion. We consider mappings of domains of the Euclidean space that satisfy weighted Poletsky inequality. Assume that, the definition domain is…
We investigate isoperimetric upper bounds for sums of consecutive Steklov eigenvalues of planar domains. The normalization involves the perimeter and scale-invariant geometric factors which measure deviation of the domain from roundness. We…
We study a stochastically perturbed version of the well-known Krasnoselski--Mann iteration for computing fixed points of nonexpansive maps in finite dimensional normed spaces. We discuss sufficient conditions on the stochastic noise and…
Ergodic properties of rational maps are studied, generalising the work of F.\ Ledrappier. A new construction allows for simpler proofs of stronger results. Very general conformal measures are considered. Equivalent conditions are given for…
For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance which coincides with that of the Gaussian unitary or Gaussian…
Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which…
Markovian growth-fragmentation processes introduced by Bertoin extend the pure fragmentation model by allowing the fragments to grow larger or smaller between dislocation events. What becomes of the known asymptotic behaviors of…
We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having…
We prove that a sum of random matrices generated by a $\psi$-mixing Markov chain has similar spectral properties to a Gaussian matrix with the same mean and covariance structure. This nonasymptotic universality principle enables sharp…
We study the probability densities of finite-time or \local Lyapunov exponents (LLEs) in low-dimensional chaotic systems. While the multifractal formalism describes how these densities behave in the asymptotic or long-time limit, there are…
We study Gaussian concentration inequalities for random fields obtained as finitary codings of i.i.d.\ fields, linking concentration properties to coding structure. A finitary coding represents a dependent field as a shift-equivariant image…
This paper is concerned with the asymptotic behavior of sums of terms which are a test function f evaluated at successive increments of a discretely sampled semimartingale. Typically the test function is a power function (when the power is…
Let $f$ be a transcendental entire function and let $U$ be a univalent Baker domain of $f$. We prove a new result about the boundary behaviour of conformal maps and use this to show that the non-escaping boundary points of $U$ form a set of…
We prove that the marginal densities of a global probability mass function in a primal normal factor graph and the corresponding marginal densities in the dual normal factor graph are related via local mappings. The mapping depends on the…
In this paper, we obtain stability results for martingale representations in a very general framework. More specifically, we consider a sequence of martingales each adapted to its own filtration, and a sequence of random variables…
We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…
It is widely believed that the celebrated 2D Ising model at criticality has a universal and conformally invariant scaling limit, which is used in deriving many of its properties. However, no mathematical proof of universality and conformal…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…