Related papers: On Makarov's principle in conformal mapping

We propose a "decomposition method" to prove non-asymptotic bound for the convergence of empirical measures in various dual norms. The main point is to show that if one measures convergence in duality with sufficiently regular observables,…

The study of stochastic variational principles involves the problem of constructing fixed-endpoint and adapted variations of semimartingales. We provide a detailed construction of variations of semimartingales that are not only fixed at…

In this article, we study mappings acting between domains of two factor spaces by certain groups of M\"{o}bius automorphisms of the unit ball that act discontinuously and do not have fixed points. For such mappings, we have established…

In this paper we study the asymptotic behavior of the (skew) Macdonald and Jack symmetric polynomials as the number of variables grows to infinity. We characterize their limits in terms of certain variational problems. As an intermediate…

Recently, a new approach in the fine analysis of stochastic processes sample paths has been developed to predict the evolution of the local regularity under (pseudo-)differential operators. In this paper, we study the sample paths of…

A moderate deviation principle for functionals, with at most quadratic growth, of moving average processes is established. The main assumptions on the moving average process are a Logarithmic Sobolev inequality for the driving random…

Z. Nehari developed a general technique for obtaining inequalities for conformal maps and domain functions from contour integrals and the Dirichlet principle. Given a harmonic function with singularity on a domain $R$, it associates a…

Limit theorems are proved for quadratic forms of Gaussian random fields in presence of long memory. We obtain a non central limit theorem under a minimal integrability condition, which allows isotropic and anisotropic models. We apply our…

For a certain parametrized family of maps on the circle with critical points and logarithmic singularities where derivatives blow up to infinity, we construct a positive measure set of parameters corresponding to maps which exhibit…

This paper addresses the study of novel constructions of variational analysis and generalized differentiation that are appropriate for characterizing robust stability properties of constrained set-valued mappings/multifunctions between…

This is the first of two papers devoted to the proof of conformal invariance of the critical double random current model on the square lattice. More precisely, we show the convergence of loop ensembles obtained by taking the cluster…

In this paper we study the ergodic theory of a robust non-uniformly expanding maps where no Markov assumption is required. We prove that the topological pressure is differentiable as a function of the dynamics and analytic with respect to…

We establish a rigorous asymptotic theory for the joint estimation of roughness and scale parameters in two-dimensional Gaussian random fields with power-law generalized covariances \cite{Matheron1973, Stein1999, Yaglom1987}. Our main…

We provide a convergence result for sequences of random variables taking values in a metric space that satisfy a stochastic quasi-Fej\'er monotonicity condition, in the context of a (local) compactness assumption. Our result is quantitative…

We study the pointwise perturbations of countable Markov maps with infinitely many inverse branches and establish the following continuity theorem: Let $T_k$ and $T$ be expanding countable Markov maps such that the inverse branches of $T_k$…

In this article we study fine regularity properties for mappings of finite distortion. Our main theorems yield strongly localized regularity results in the borderline case in the class of maps of exponentially integrable distortion.…

We study synchronization of random one-dimensional linear maps for which the Lyapunov exponent can be calculated exactly. Certain aspects of the dynamics of these maps are explained using their relation with a random walk. We confirm that…

Time-dependent conformal maps are used to model a class of growth phenomena limited by coupled non-Laplacian transport processes, such as nonlinear diffusion, advection, and electro-migration. Both continuous and stochastic dynamics are…

We give a new characterization for mutual absolute continuity of probability measures on a filtered space. For this, we introduce a martingale limit $M$ that measures the similarity between the tails of the probability measures restricted…

The paper is devoted to the study of the boundary behavior of mappings. We consider mappings that satisfy inverse moduli inequalities of Poletskii type, under which the images of the domain under the mappings may change. It is proved that a…