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Let $f:\mathbb{R}^k\to \mathbb{R}$ be a measurable function, and let $\{U_i\}_{i\in\mathbb{N}}$ be a sequence of i.i.d. random variables. Consider the random process $Z_i=f(U_{i},...,U_{i+k-1})$. We show that for all $\ell$, there is a…

Probability · Mathematics 2016-08-10 Noga Alon , Ohad N. Feldheim

Let $Y=(Y(t))_{t\geq0}$ be a zero-mean Gaussian stationary process with covariance function $\rho:\mathbb{R}\to\mathbb{R}$ satisfying $\rho(0)=1$. Let $f:\mathbb{R}\to\mathbb{R}$ be a square-integrable function with respect to the standard…

Probability · Mathematics 2018-07-26 Simon Campese , Ivan Nourdin , David Nualart

We investigate random Bernoulli convolutions, namely, probability measures given by the infinite convolution \[ \mu_\omega = \mathop{\circledast}_{k=1}^{\infty} \left( \frac{\delta_0 + \delta_{\lambda_1 \lambda_2 \ldots \lambda_{k-1}…

Dynamical Systems · Mathematics 2025-08-06 Simon Baker , Henna Koivusalo , Sascha Troscheit , Xintian Zhang

We introduce a framework for quantifying propagation of uncertainty arising in a dynamic setting. Specifically, we define dynamic uncertainty sets designed explicitly for discrete stochastic processes over a finite time horizon. These…

Risk Management · Quantitative Finance 2024-02-05 Marlon Moresco , Mélina Mailhot , Silvana M. Pesenti

Ergodic properties of rational maps are studied, generalising the work of F.\ Ledrappier. A new construction allows for simpler proofs of stronger results. Very general conformal measures are considered. Equivalent conditions are given for…

Dynamical Systems · Mathematics 2012-04-02 Neil Dobbs

It is known that Iterated Function Systems generated by orientation preserving homeomorphisms of the unit interval admit a unique invariant measure on $(0,1)$. The setup for this result is the positivity of Lyapunov exponents at both fixed…

Dynamical Systems · Mathematics 2019-06-04 Wojciech Czernous , Tomasz Szarek

We study the action of the affine group $G$ of $\mathbb{R}^d$ on the space $X_{k,\,d}$ of $k$-dimensional affine subspaces. Given a compactly-supported Zariski dense probability measure $\mu$ on $G$, we show that $X_{k,\,d}$ supports a…

Dynamical Systems · Mathematics 2019-11-06 Yves Benoist , Caroline Bruère

We analyse the logical complexity and absoluteness of natural statements about Ulam sequences, with particular emphasis on the rigidity phenomena introduced by Hinman, Kuca, Schlesinger and Sheydvasser for the family $U(1,n)$. For each pair…

Logic · Mathematics 2025-12-03 Frank Gilson

Motivated by pathwise stochastic calculus, we say that a continuous real-valued function $x$ admits the roughness exponent $R$ if the $p^{\text{th}}$ variation of $x$ converges to zero if $p>1/R$ and to infinity if $p<1/R$. For the sample…

Statistics Theory · Mathematics 2024-06-25 Xiyue Han , Alexander Schied

We prove a query complexity variant of the weak polynomial Freiman-Ruzsa conjecture in the following form. For any $\epsilon > 0$, a set $A \subset \mathbb{Z}^d$ with doubling $K$ has a subset of size at least $K^{-\frac{4}{\epsilon}}|A|$…

Number Theory · Mathematics 2022-01-14 Dmitrii Zhelezov , Dömötör Pálvölgyi

Let $K$ be a field of characteristic zero over which every diagonal form in sufficiently many variables admits a nontrivial solution. For example, $K$ may be a totally imaginary number field or a finite extension of a $p$-adic field.…

Number Theory · Mathematics 2025-09-01 Amichai Lampert

We study the stability of unitary quantum dynamics of composite systems (for example: central system + environment) with respect to weak interaction between the two parts. Unified theoretical formalism is applied to study different physical…

Quantum Physics · Physics 2009-11-07 Marko Znidaric , Tomaz Prosen

Given a probability measure with density, Fermat distances and density-driven metrics are conformal transformations of the Euclidean metric that shrink distances in high density areas and enlarge distances in low density areas. Although…

Statistics Theory · Mathematics 2026-01-22 Jérôme Taupin , Frédéric Chazal

Assuming that $(X_t)_{t\in\Z}$ is a vector valued time series with a common marginal distribution admitting a density $f$, our aim is to provide a wide range of consistent estimators of $f$. We consider different methods of estimation of…

Statistics Theory · Mathematics 2007-06-13 Nicolas Ragache , Olivier Wintenberger

We study ternary sequences associated with a multidimensional continued fraction algorithm introduced by the first author. The algorithm is defined by two matrices and we show that it is measurably isomorphic to the shift on the set…

Dynamical Systems · Mathematics 2022-11-30 Julien Cassaigne , Sébastien Labbé , Julien Leroy

For a fixed singular Borel probability measure $\mu$ on $\mathbb{T}$, we give several characterizations of when an entire function is the Fourier transform of some $f \in L^2(\mu)$. The first characterization is given in terms of criteria…

Complex Variables · Mathematics 2017-09-25 Eric S. Weber

Consider in the phase space of classical mechanics a Radon measure that is a probability density carried by the graph of a Lipschitz continuous (or even less regular) vector field. We study the structure of the push-forward of such a…

Analysis of PDEs · Mathematics 2015-04-28 Claude Bardos , François Golse , Peter Markowich , Thierry Paul

Macdonald processes are certain probability measures on two-dimensional arrays of interlacing particles introduced by Borodin and Corwin (arXiv:1111.4408 [math.PR]). They are defined in terms of nonnegative specializations of the Macdonald…

Probability · Mathematics 2013-05-24 Alexei Borodin , Leonid Petrov

For a probability measure preserving dynamical system $(\mathcal{X},f,\mu)$, the Poincar\'e Recurrence Theorem asserts that $\mu$-almost every orbit is recurrent with respect to its initial condition. This motivates study of the statistics…

Dynamical Systems · Mathematics 2025-05-22 Mark Holland , Mike Todd

We study continuity and discontinuity properties of some popular measure-dimension mappings under some topologies on the space of probability measures in this work. We give examples to show that no continuity can be guaranteed under general…

Dynamical Systems · Mathematics 2020-12-29 Liangang Ma