Related papers: Almost sure invariance principle for random piecew…
We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed. Strong laws of large numbers and laws of the iterated…
We obtain a strong invariance principle for nonconventional sums and applying this result we derive for them a version of the law of iterated logarithm, as well as an almost sure central limit theorem. Among motivations for such results are…
We prove some invariance principles for processes which generalize FARIMA processes, when the innovations are in the domain of attraction of a nonGaussian stable distribution. The limiting processes are extensions of the fractional L\'evy…
In this paper, we give explicit rates in the central limit theorem and in the almost sure invariance principle for general R d-valued cocycles that appear in the study of the left random walk on linear groups. Our method of proof lies on a…
We establish an invariance principle for a general class of stationary random fields indexed by $\mathbb Z^d$, under Hannan's condition generalized to $\mathbb Z^d$. To do so we first establish a uniform integrability result for stationary…
Consider a piecewise smooth expanding map of the interval possessing several invariant subintervals and the same number of ergodic absolutely continuous invariant probability measures (ACIMs). After this system is perturbed to make the…
Inspired by \citet{Berkes14} and \citet{Wu07}, we prove an almost sure invariance principle for stationary $\beta-$mixing stochastic processes defined on Hilbert space. Our result can be applied to Markov chain satisfying Meyn-Tweedie type…
We give two results for deducing dynamical properties of piecewise M\"obius interval maps from their related planar extensions. First, eventual expansivity and the existence of an ergodic invariant probability measure equivalent to Lebesgue…
The genealogical structure of self-similar growth-fragmentations can be described in terms of a branching random walk. The so-called intrinsic area $\mathrm{A}$ arises in this setting as the terminal value of a remarkable additive…
We investigate the invariance principle for set-indexed partial sums of a stationary field $(X\_{k})\_{k\in\mathbb{Z}^{d}}$ of martingale-difference or independent random variables under standard-normalization or self-normalization…
We show the existence of Lebesgue-equivalent conservative and ergodic $\sigma$-finite invariant measures for a wide class of one-dimensional random maps consisting of piecewise convex maps. We also estimate the size of invariant measures…
We develop a general approach of the almost sure central limit theorem for the quasi-continuous vectorial martingales and we release a quadratic extension of this theorem while specifying speeds of convergence. As an application of this…
Random planar maps are considered in the physics literature as the discrete counterpart of random surfaces. It is conjectured that properly rescaled random planar maps, when conditioned to have a large number of faces, should converge to a…
We establish a central limit theorem and an invariance principle for stationary random fields, with projective-type conditions. Our result is obtained via an m-dependent approximation method. As applications, we establish invariance…
Suppose $(f,\mathcal{X},\nu)$ is a measure preserving dynamical system and $\phi:\mathcal{X}\to\mathbb{R}$ is an observable with some degree of regularity. We investigate the maximum process $M_n:=\max\{X_1,\ldots,X_n\}$, where…
We obtain invariance principles for a wide class of fractionally integrated nonlinear processes. The limiting distributions are shown to be fractional Brownian motions. Under very mild conditions, we extend earlier ones on long memory…
The goal of this work is to prove a new sure upper bound in a setting that can be thought of as a simplified function field analogue. This result is comparable to a recent result of the author concerning almost sure upper bound of random…
We consider small perturbations of expanding maps induced by skew-product mappings whose base dynamics are not invertible necessarily. Adopting a previously developed perturbative spectral approach, we show stability of the densities of the…
We consider a class of piecewise smooth one-dimensional maps with critical points and singularities (possibly with infinite derivative). Under mild summability conditions on the growth of the derivative on critical orbits, we prove the…
We consider piecewise deterministic Markov processes with degenerate transition kernels of the "house-of-cards"-type. We use a splitting scheme based on jump times to prove the absolute continuity, as well as some regularity, of the…