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We prove the asymptotic functional Poisson laws in the total variation norm and obtain estimates of the corresponding convergence rates for a large class of hyperbolic dynamical systems. These results generalize the ones obtained before in…

Dynamical Systems · Mathematics 2021-07-07 Leonid Bunimovich , Yaofeng Su

Let \xi_t, t\in[0,T], be a strong Markov process with values in a complete separable metric space (X,\rho) and with transition probability function P_{s,t}(x,dy), 0\le s\le t\le T, x\in X. For any h\in[0,T] and a>0, consider the function…

Probability · Mathematics 2016-09-07 Martynas Manstavicius

Consider a continuous time particle system $\eta^t=(\eta^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its…

Probability · Mathematics 2019-01-11 Luis Fredes , Jean-François Marckert

We establish a simple variance inequality for U-statistics whose underlying sequence of random variables is an ergodic Markov Chain. The constants in this inequality are explicit and depend on computable bounds on the mixing rate of the…

Statistics Theory · Mathematics 2013-03-05 Gersende Fort , Eric Moulines , Pierre Priouret , Pierre Vandekerkhove

We study the stability of quantum pure states and, more generally, subspaces for stochastic dynamics that describe continuously--monitored systems. We show that the target subspace is almost surely invariant if and only if it is invariant…

Mathematical Physics · Physics 2024-06-24 Tristan Benoist , Clément Pellegrini , Francesco Ticozzi

Entropy rate is a real valued functional on the space of discrete random sources which lacks a closed formula even for subclasses of sources which have intuitive parameterizations. A good way to overcome this problem is to examine its…

Information Theory · Computer Science 2015-01-14 Alexander Schönhuth

We prove a radial source estimate in H\"older-Zygmund spaces for uniformly hyperbolic dynamics (also known as Anosov flows), in the spirit of Dyatlov-Zworski. The main consequence is a new linear stability estimate for the marked length…

Analysis of PDEs · Mathematics 2021-05-14 Yannick Guedes Bonthonneau , Thibault Lefeuvre

We consider time-inhomogeneous ODEs whose parameters are governed by an underlying ergodic Markov process. When this underlying process is accelerated by a factor $\varepsilon^{-1}$, an averaging phenomenon occurs and the solution of the…

Probability · Mathematics 2025-08-13 Pierre Monmarché , Edouard Strickler

We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…

Probability · Mathematics 2016-12-30 Tetsuya Hattori

We analyse the so-called Marginal Instability of linear switching systems, both in continuous and discrete time. This is a phenomenon of unboundedness of trajectories when the Lyapunov exponent is zero. We disprove two recent conjectures of…

Dynamical Systems · Mathematics 2014-11-04 Vladimir Y. Protasov , Raphael M. Jungers

We give rates of convergence in the strong invariance principle for stationary sequences satisfying some projective criteria. The conditions are expressed in terms of conditional expectations of partial sums of the initial sequence. Our…

Probability · Mathematics 2012-03-02 Jérôme Dedecker , Paul Doukhan , Florence Merlevède

We continue the development of transfer operator techniques for expanding maps on a lattice coupled by general interaction functions. We obtain a spectral gap for an appropriately defined transfer operator, and, as corollaries, the…

Dynamical Systems · Mathematics 2012-03-20 Chinmaya Gupta , Nicolai Haydn

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…

Probability · Mathematics 2012-09-11 Yuri Kifer

This work concerns random dynamics of hyperbolic entire and meromorphic functions of finite order and whose derivative satisfies some growth condition at infinity. This class contains most of the classical families of transcendental…

Dynamical Systems · Mathematics 2017-02-06 Volker Mayer , Mariusz Urbanski

In the 1960s and 1970s a large part of the theory of dynamical systems concerned the case of uniformly hyperbolic or Axiom A dynamical system and abstract ergodic theory of smooth dynamical systems. However since around 1980 an emphasize…

Dynamical Systems · Mathematics 2007-05-23 Michael Benedicks

We study the asymptotic behaviour of widely used tests for evaluating and comparing predictive accuracy when forecast errors exhibit heavy tails. In particular, when loss differentials have infinite variance, the Diebold-Mariano test…

Methodology · Statistics 2026-05-20 Jonas F. Frederiksen , Muneya Matsui , Rasmus S. Pedersen

We establish the existence of Young structures for a broad class of partially hyperbolic diffeomorphisms with a splitting $TM = E^{cs} \oplus E^{uu}$, under exactly the same conditions that ensure the existence of SRB measures in a previous…

Dynamical Systems · Mathematics 2025-10-29 José F. Alves , João S. Matias

We establish sharp estimates for the convergence rate of the Kranosel'ski\v{\i}-Mann fixed point iteration in general normed spaces, and we use them to show that the asymptotic regularity bound recently proved in [11] (Israel Journal of…

Optimization and Control · Mathematics 2017-01-31 Mario Bravo , Roberto Cominetti

In this note, we obtain verifiable sufficient conditions for the extreme value distribution for a certain class of skew product extensions of non-uniformly hyperbolic base maps. We show that these conditions, formulated in terms of the…

Dynamical Systems · Mathematics 2008-10-27 Chinmaya Gupta

This article is devoted to the study of the historic set, which was introduced by Ruelle, of Birkhoff averges in some nonuniformly hyperbolic systems via Pesin theory. Particularly, we give a conditional variational principle for historic…

Dynamical Systems · Mathematics 2015-08-04 Zheng Yin , Ercai Chen