Related papers: Limit theorems for some skew products with mixing …
This paper establishes limit theorems and quantitative statistical stability for a class of piecewise partially hyperbolic maps that are not necessarily continuous nor locally invertible. By employing a flexible functional-analytic…
Based on discrete observations $X_0,X_{\Delta},\dots, X_{n\Delta}$ for $\Delta=n^{-\gamma}$ with $\gamma\in [0,1)$ of the null-recurrent dynamic $dX_t = \sigma(X_t)dW_t$ with a Brownian motion $W$ and $\sigma(x)=\alpha\mathbb{1}\{x<\rho\} +…
The theory of quantum jump trajectories provides a new framework for understanding dynamical phase transitions in open systems. A candidate for such transitions is the atom maser, which for certain parameters exhibits strong intermittency…
We introduce and study skew product Smale endomorphisms over finitely irreducible topological Markov shifts with countable alphabets. We prove that almost all conditional measures of equilibrium states of summable and locally Holder…
Let $(X_n)_{n\ge 1}$ be a Markov chain on a measurable state space $X$, and let $S_n = \sum_{k=1}^n f(X_k)$ be the associated Markov walk. For $y>0$, denote by $\tau_y$ the first time at which $y+S_n$ becomes non-positive. Assuming that the…
We consider perturbations of interval maps with indifferent fixed points, which we refer to as wobbly interval intermittent maps, for which stable laws for general H\"older observables fail. We obtain limit laws for such maps and H\"older…
We obtain various new limit theorems for random walks on SL_2(C) under low moment conditions. For non-elementary measures with a finite second moment, we prove a Local Limit Theorem for the norm cocycle, yielding the optimal version of a…
We study Smale skew product endomorphisms (introduced in [27]) now over countable graph directed Markov systems, and we prove the exact dimensionality of conditional measures in fibers, and then the global exact dimensionality of the…
Consider the class of (functions of) strictly stationary Markov chains in which (i) the second moments are finite and (ii) absolute regularity (beta-mixing) is satisfied with exponential mixing rate. For (functions of) Markov chains in that…
We study limit theorems for partial sums of instantaneous functions of a homogeneous Markov chain on a general state space. The summands are heavy-tailed and the limits are stable distributions. The conditions imposed on the transition…
We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…
This paper establishes limit theorems for a class of stochastic hybrid systems (continuous deterministic dynamic coupled with jump Markov processes) in the fluid limit (small jumps at high frequency), thus extending known results for jump…
Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…
We study the spectral gap for transfer operators of the skew product $F: \mathbb{T}^d\times \mathbb{T}^\ell\to \mathbb{T}^d\times \mathbb{T}^\ell$ given by $F(x,y)=(Tx, y+\tau(x) \pmod{ \mathbb{Z}^\ell})$, where $T: \mathbb{T}^d\to…
We consider generalized $(T, T^{-1})$ transformations such that the base map satisfies a multiple mixing local limit theorem and anticoncentration large deviation bounds and in the fiber we have $\mathbb{R}^d$ actions with $d=1$ or $2$…
We study a limit behavior of a sequence of Markov processes (or Markov chains) such that their distributions outside of any neighborhood of a "singular" point attract to some probability law. In any neighborhood of this point the behavior…
In this article we will apply complex projective metrics to sequences of complex transfer operators generated by Young towers, countable shifts and other types of distance expanding maps (possibly time dependent) with countable degrees. We…
We establish self-norming central limit theorems for non-stationary time series arising as observations on sequential maps possessing an indifferent fixed point. These transformations are obtained by perturbing the slope in the…
Nonlinear time series models with exogenous regressors are essential in econometrics, queuing theory, and machine learning, though their statistical analysis remains incomplete. Key results, such as the law of large numbers and the…
In this paper, we develop necessary and sufficient conditions for the validity of a martingale approximation for the partial sums of a stationary process in terms of the maximum of consecutive errors. Such an approximation is useful for…