Related papers: Classical limit theorems and high entropy MIXMAX r…
We present limit theorems for a sequence of Piecewise Deterministic Markov Processes (PDMPs) taking values in a separable Hilbert space. This class of processes provides a rigorous framework for stochastic spatial models in which discrete…
We extend a generic class of systems which have previously been shown to spontaneously develop scaling (power law) distributions of their elementary degrees of freedom. While the previous systems were linear and exploded exponentially for…
Prompted by the realisation that the statistical entropy of an ideal gas in the micro-canonical ensemble should not fluctuate or change over time, the meaning of the H-theorem is re-interpreted from the perspective of information theory in…
We consider sequences of random variables whose probability generating functions are polynomials all of whose roots lie on the unit circle. The distribution of such random variables has only been sporadically studied in the literature. We…
In nature or societies, the power-law is present ubiquitously, and then it is important to investigate the mathematical characteristics of power-laws in the recent era of big data. In this paper we prove the superposition of non-identical…
We study the distribution of maxima (Extreme Value Statistics) for sequences of observables computed along orbits generated by random transformations. The underlying, deterministic, dynamical system can be regular or chaotic. In the former…
In 1981, Karp and Sipser proved a law of large numbers for the matching number of a sparse Erd\H{o}s-R\'enyi random graph, in an influential paper pioneering the so-called differential equation method for analysis of random graph processes.…
In this paper, we study the complicated dynamics of Anosov systems driven by an external force in the context of geometric theory (an abundance of random periodic points and random horseshoes) and smooth ergodic theory (random periodic…
We consider the fluctuations of a time-integrated particle current around an atypical value in a generic stochastic Markov process involving classical particles with two-site interaction and hardcore repulsion on a finite one-dimensional…
We develop a new toolbox for the analysis of the global behavior of stochastic discrete particle systems. We introduce and study the notion of the Schur generating function of a random discrete configuration. Our main result provides a…
The principle of maximum entropy (Maxent) is often used to obtain prior probability distributions as a method to obtain a Gibbs measure under some restriction giving the probability that a system will be in a certain state compared to the…
The Kolmogorov entropy allows to split the dynamical systems that have equivalent continuous spectrum into non-isomorphic subclasses. In this paper we make an attempt to generalise the concept of entropy that will allow to split the systems…
[This is the unpublished supplemental information from 1989 to the paper: J.M. Deutsch, "Quantum statistical mechanics in a closed system." Phys. Rev. A, 43(4), 2046 (1991).] A closed quantum mechanical system does not necessarily give time…
Kolmogorov's exponential inequalities are basic tools for studying the strong limit theorems such as the classical laws of the iterated logarithm for both independent and dependent random variables. This paper establishes the Kolmogorov…
We investigate the probability density of rescaled sum of iterates of sine-circle map within quasi-periodic route to chaos. When the dynamical system is strongly mixing (i.e., ergodic), standard Central Limit Theorem (CLT) is expected to be…
We analyze diffusion processes with finite propagation speed in a non-homogeneous medium in terms of the heterogeneous telegrapher's equation. In the diffusion limit of infinite-velocity propagation we recover the results for the…
We derive a strong law of large numbers, a central limit theorem, a law of the iterated logarithm and a large deviation theorem for so-called deviation means of independent and identically distributed random variables (for the strong law of…
The volume of phase space may grow super-exponentially ("explosively") with the number of degrees of freedom for certain types of complex systems such as those encountered in biology and neuroscience, where components interact and create…
We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the distribution of the first time points land in asymptotically small sets) and Extreme Value Theory (distribution properties of the partial…
In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…