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

We study almost sure limiting behavior of extreme and intermediate order statistics arising from strictly stationary sequences. First, we provide sufficient dependence conditions under which these order statistics converges almost surely to…

We consider a dynamics generated by families of maps whose invariant density depends on a parameter a and where a itself obeys a stochastic or periodic dynamics. For slowly varying a the long-term behavior of iterates is described by a…

For every $C^2$-small function $B$, we prove that the map $(x,y)\mapsto (x^2+a,0)+B(x,y,a)$ leaves invariant a physical, SRB probability measure, for a set of parameters $a$ of positive Lebesgue measure. When the perturbation $B$ is zero,…

The Shapley-Folkman theorem shows that Minkowski averages of uniformly bounded sets tend to be convex when the number of terms in the sum becomes much larger than the ambient dimension. In optimization, Aubin and Ekeland [1976] show that…

We prove that multimodal maps with an absolutely continuous invariant measure have exponential return time statistics around a.e. point. We also show a `polynomial Gibbs property' for these systems, and that the convergence to the entropy…

We study the distributional behavior of additive arithmetic functions evaluated at integers drawn from the harmonic distribution. Our main result shows that a broad family of such functions converges in law to conditioned Dickman-type…

In this paper, we propose some algorithms for the simulation of the distribution of certain diffusions conditioned on terminal point. We prove that the conditional distribution is absolutely continuous with respect to the distribution of…

We obtain a Poisson Limit for return times to small sets for product systems. Only one factor is required to be hyperbolic while the second factor is only required to satisfy polynomial deviation bounds for ergodic sums. In particular, the…

In the context of the long-standing issue of mixing in infinite ergodic theory, we introduce the idea of mixing for observables possessing an infinite-volume average. The idea is borrowed from statistical mechanics and appears to be…

We present new mixture representations for the generalized Linnik distribution in terms of normal, Laplace, exponential and stable laws and establish the relationship between the mixing distributions in these representations. Based on these…

We describe a construction process of a relevant measure in any non-empty compact metric space. This probability measure has invariance properties with respect to isometric maps defined on open sets. These properties imply that this measure…

With a new proof approach we prove in a more general setting the classical convergence theorem that almost everywhere convergence of measurable functions on a finite measure space implies convergence in measure. Specifically, we generalize…

It is shown that there exist a subsequence for which the multiple ergodic averages of commuting invertible measure preserving transformations of a Lebesgue probability space converge almost everywhere provided that the maps are weakly…

We consider normalizing sequences that can give rise to nondegenerate limittheorems for Birkhoff sums under the iteration of a conservative map. Mostclassical limit theorems involve normalizing sequences that are polynomial,possibly with an…

We prove distributional limit theorems (conditional and integrated) for the occupation times of certain weakly mixing, pointwise dual ergodic transformations at "tied-down" times immediately after "excursions". The limiting random variables…

Consider the sequence of continued fraction convergents $p_n/q_n$ to a random irrational number. We study the distribution of the sequences $p_n \pmod{m}$ and $q_n \pmod{m}$ with a fixed modulus $m$, and more generally, the distribution of…

Convergence analysis of consensus algorithms is revisited in the light of the Hilbert distance. Tsitsiklis Lyapunov function is shown to be the Hilbert distance to consensus in log coordinates. Birkhoff theorem, which proves contraction of…

In this paper, under mild assumptions, we derive a law of large numbers, a central limit theorem with an error estimate, an almost sure invariance principle and a variant of Chernoff bound in finite-state hidden Markov models. These limit…

Bivariate partial-sums discrete probability distributions are defined. The question of the existence of a limit distribution for iterated partial summations is solved for finite-support bivariate distributions which satisfy conditions under…

We generalize a theorem of Bellow and Calder\'on concerning the a.e. convergence of the convolution powers $\ds \mu^nf(x)=\sum_{k}\mu^n(k)f(T^k x)$ where $T$ is a measure preserving transformation of a probability space and $\mu$ is a…