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The hypercontractivity is proved for the Markov semigroup associated to a class of finite/infinite dimensional stochastic Hamiltonian systems. Consequently, the Markov semigroup is exponentially convergent to the invariant probability…

Probability · Mathematics 2016-12-08 Feng-Yu Wang

We present a new proof of the existence of normally hyperbolic manifolds and their whiskers for maps. Our result is not perturbative. Based on the bounds on the map and its derivative, we establish the existence of the manifold within a…

Dynamical Systems · Mathematics 2015-03-12 Maciej J. Capiński , Piotr Zgliczyński

In this paper we establish a general form of the Mass Transference Principle for systems of linear forms conjectured in [1]. We also present a number of applications of this result to problems in Diophantine approximation. These include a…

Number Theory · Mathematics 2019-02-20 Demi Allen , Victor Beresnevich

This note is concerned with approximation of dynamical indicators as pressures, Lyapunov exponents and dimension-like quantities, in systems with nonuniformly hyperbolic behavior. For this we let $P^*(\Phi) := \sup_{\mu}\{h(\mu) +…

Dynamical Systems · Mathematics 2013-11-21 Fernando José Sánchez-Salas

We study dynamic $(1-\epsilon)$-approximate rounding of fractional matchings -- a key ingredient in numerous breakthroughs in the dynamic graph algorithms literature. Our first contribution is a surprisingly simple deterministic rounding…

Data Structures and Algorithms · Computer Science 2024-02-26 Sayan Bhattacharya , Peter Kiss , Aaron Sidford , David Wajc

The purpose of this article is to construct a toolbox, in Dynamical Systems, to support the idea that ``whenever we can prove a limit theorem in the classical sense for a dynamical system, we can prove a suitable almost-sure version based…

Dynamical Systems · Mathematics 2007-05-23 J-R Chazottes , S Gouezel

In this letter, we construct cusum change-point tests for the Hurst exponent and the volatility of a discretely observed fractional Brownian motion. As a statistical application of the functional Breuer-Major theorems by B\'egyn (2007) and…

Statistics Theory · Mathematics 2020-02-04 Markus Bibinger

We develop a quenched thermodynamic formalism for a wide class of random maps with non-uniform expansion, where no Markov structure, no uniformly bounded degree or the existence of some expanding dynamics is required. We prove that every…

Dynamical Systems · Mathematics 2024-04-19 Manuel Stadlbauer , Shintaro Suzuki , Paulo Varandas

We develop a new robust technique to deduce variance principles for non-integrable discrete systems. To illustrate this technique, we show the existence of a variational principle for graph homomorphisms from $\Z^m$ to a $d$-regular tree.…

Probability · Mathematics 2020-03-20 Georg Menz , Martin Tassy

We report on a fundamental role of a non-normalized formal steady state, i.e., an infinite invariant density, in a semi-Markov process where the state is determined by the inter-event time of successive renewals. The state describes certain…

Statistical Mechanics · Physics 2020-07-14 Takuma Akimoto , Eli Barkai , Günter Radons

In the previous papers (Kui\'{c} et al. in Found Phys 42:319-339, 2012; Kui\'{c} in arXiv:1506.02622, 2015), it was demonstrated that applying the principle of maximum information entropy by maximizing the conditional information entropy,…

Statistical Mechanics · Physics 2016-06-14 Domagoj Kuic

The theorem of Shannon-McMillan-Breiman states that for every generating partition on an ergodic system of finite entropy the exponential decay rate of the measure of cylinder sets equals the metric entropy almost everywhere. In addition…

Dynamical Systems · Mathematics 2013-07-09 N T A Haydn

We provide sufficient conditions which ensure that the intrinsic martingale in the supercritical branching random walk converges exponentially fast to its limit. The case of Galton-Watson processes is particularly included so that our…

Probability · Mathematics 2011-12-12 A. Iksanov , M. Meiners

Strong invariance principles describe the error term of a Brownian approximation of the partial sums of a stochastic process. While these strong approximation results have many applications, the results for continuous-time settings have…

Statistics Theory · Mathematics 2022-06-17 Ardjen Pengel , Joris Bierkens

We obtain strong invariance principles for normalized multiple iterated sums and integrals of the form $\bbS_N^{(\nu)}(t)=N^{-\nu/2}\sum_{0\leq k_1<...<k_\nu\leq Nt}\xi(k_1)\otimes\cdots\otimes\xi(k_\nu)$, $t\in[0,T]$ and…

Probability · Mathematics 2025-02-04 Yuri Kifer

We study the behavior of bivariate empirical copula process $\mathbb{G}_n(\cdot,\cdot)$ on pavements $[0,k_n/n]^2$ of $[0,1]^2,$ where $k_n$ is a sequence of positive constants fulfilling some conditions. We provide a upper bound for the…

Statistics Theory · Mathematics 2019-03-06 Salim Bouzebda , Tarek Zari

We consider a generic diffusion on the 1D torus and give a simple representation formula for the large deviation rate functional of its invariant probability measure, in the limit of vanishing noise. Previously, this rate functional had…

Probability · Mathematics 2010-10-12 A. Faggionato , D. Gabrielli

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…

Probability · Mathematics 2018-07-05 David Criens , Kathrin Glau

We prove the invariance of the Gibbs measure under the dynamics of the three-dimensional cubic wave equation, which is also known as the hyperbolic $\Phi^4_3$-model. This result is the hyperbolic counterpart to seminal works on the…

Analysis of PDEs · Mathematics 2022-06-23 Bjoern Bringmann , Yu Deng , Andrea R. Nahmod , Haitian Yue

We investigate various forms of (model-theoretic) stability for hypergraphs and their corresponding strengthenings of the hypergraph regularity lemma with respect to partitions of vertices. On the one hand, we provide a complete…

Combinatorics · Mathematics 2024-02-13 Artem Chernikov , Henry Towsner
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