English
Related papers

Related papers: Variations around Eagleson's Theorem on mixing lim…

200 papers

We consider time-dependent dynamical systems arising as sequential compositions of self-maps of a probability space. We establish conditions under which the Birkhoff sums for multivariate observations, given a centering and a general…

Dynamical Systems · Mathematics 2020-10-28 Juho Leppänen , Mikko Stenlund

The ergodic decomposition theorem is a cornerstone result of dynamical systems and ergodic theory. It states that every invariant measure on a dynamical system is a mixture of ergodic ones. Here we formulate and prove the theorem in terms…

Dynamical Systems · Mathematics 2023-02-16 Sean Moss , Paolo Perrone

The purpose of this paper is to provide a first class of explicit sufficient conditions for the central limit theorem and related results in the setup of non-uniformly (partially) expanding non iid random transformations, considered as…

Dynamical Systems · Mathematics 2023-07-25 Yeor Hafouta

This paper investigates the existence and uniqueness of solutions, as well as the ergodicity and exponential mixing to invariant measures, and limit theorems for a class of McKean-Vlasov SPDEs with locally weak monotonicity. In particular,…

Probability · Mathematics 2025-03-11 Shuaishuai Lu , Xue Yang , Yong Li

Gleason's theorem [A. Gleason, J. Math. Mech., \textbf{6}, 885 (1957)] is an important result in the foundations of quantum mechanics, where it justifies the Born rule as a mathematical consequence of the quantum formalism. Formally, it…

Mathematical Physics · Physics 2022-05-03 Markus Frembs , Andreas Döring

We prove that the Birkhoff sums for ``almost every'' relevant observable in the stadium billiard obey a non-standard limit law. More precisely, the usual central limit theorem holds for an observable if and only if its integral along a…

Dynamical Systems · Mathematics 2009-11-11 Peter Balint , Sebastien Gouezel

The theorem of Shannon-McMillan-Breiman states that for every generating partition on an ergodic system, the exponential decay rate of the measure of cylinder sets equals the metric entropy almost everywhere (provided the entropy is…

Dynamical Systems · Mathematics 2009-03-10 Nicolai T A Haydn

We consider suspension flows over uniquely ergodic skew-translations on a $d$-dimensional torus $\mathbb{T}^d$, for $d \geq 2$. We prove that there exists a set $\mathscr{R}$ of smooth functions, which is dense in the space…

Dynamical Systems · Mathematics 2018-02-13 Davide Ravotti

We propose a generalization of the Poincar\'e-Birkhoff Theorem on area-preserving twist maps to area-preserving twist maps that are random with respect to an ergodic probability measure. The classical theory is a particular instance of the…

Dynamical Systems · Mathematics 2014-12-09 Álvaro Pelayo , Fraydoun Rezakhanlou

An often-cited fact regarding mixing or mixture distributions is that their density functions are able to approximate the density function of any unknown distribution to arbitrary degrees of accuracy, provided that the mixing or mixture…

Other Statistics · Statistics 2018-03-05 Hien D. Nguyen , Geoffrey J. McLachlan

We show that if an infinite measure preserving system is well approximated on most of the phase space by a system satisfying the local limit theorem, then the original system enjoys mixing with respect to global observables, that is, the…

Dynamical Systems · Mathematics 2021-05-18 Dmitry Dolgopyat , Péter Nándori

We consider expanding systems with invariant measures that are uniformly expanding everywhere except on a small measure set and show that the limiting statistics of hitting times for zero measure sets are compound Poisson provided the…

Dynamical Systems · Mathematics 2025-10-17 Nicolai T A Haydn

In this manuscript we analyse the behaviour of the probability density function of the sum of $N$ deterministic variables generated from the triangle map of Casati-Prosen. For the case in which the map is both ergodic and mixing the…

Statistical Mechanics · Physics 2009-03-21 Silvio M. Duarte Queiros

We first develop a theory of conditional expectations for random variables with values in a complete metric space $M$ equipped with a contractive barycentric map $\beta$, and then give convergence theorems for martingales of…

Probability · Mathematics 2018-05-23 Fumio Hiai , Yongdo Lim

This article establishes general conditions for posterior consistency of Bayesian finite mixture models with a prior on the number of components. That is, we provide sufficient conditions under which the posterior concentrates on…

Statistics Theory · Mathematics 2022-05-09 Jeffrey W. Miller

This note establishes that if a sequence $P_n, n=1,\ldots$ of probability measures converges in total variation to the limiting probability measure $P$, and $\sigma$-algebras $\mathbb{A}$ and $\mathbb{B}$ are conditionally independent given…

Probability · Mathematics 2024-01-15 Steffen Lauritzen

We study the long-term behavior of the iteration of a random map consisting of Lipschitz transformations on a compact metric space, independently and randomly selected according to a fixed probability measure. Such a random map is said to…

Dynamical Systems · Mathematics 2025-05-06 Pablo G. Barrientos , Dominique Malicet

A remarkable theorem of Besicovitch is that an integrable function $f$ on $\mathbb{R}^2$ is strongly differentiable if and only if its associated strong maximal function $M_S f$ is finite a.e. We provide an analogue of Besicovitch's result…

Classical Analysis and ODEs · Mathematics 2019-10-22 Paul Hagelstein , Daniel Herden , Alexander Stokolos

Consider a sequence of polynomials of bounded degree evaluated in independent Gaussian, Gamma or Beta random variables. We show that, if this sequence converges in law to a nonconstant distribution, then (i) the limit distribution is…

Probability · Mathematics 2013-05-14 Ivan Nourdin , Guillaume Poly

We consider Birkhoff sums of functions with a singularity of type 1/x over rotations and prove the following limit theorem. Let $S_N= S_N(\alpha,x)$ be the N^th non-renormalized Birkhoff sum, where $x in [0,1)$ is the initial point,…

Dynamical Systems · Mathematics 2008-06-24 Yakov G. Sinai , Corinna Ulcigrai
‹ Prev 1 3 4 5 6 7 10 Next ›