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We study the asymptotic nature of geometric structures formed from a point cloud of observations of (generally heavy tailed) distributions in a Euclidean space of dimension greater than one. A typical example is given by the Betti numbers…

Probability · Mathematics 2016-01-11 Takashi Owada , Robert J. Adler

A general affine Markov semigroup is formulated as the convolution of a homogeneous one with a skew convolution semigroup. We provide some sufficient conditions for the regularities of the homogeneous affine semigroup and the skew…

Probability · Mathematics 2007-06-13 D. A. Dawson , Zenghu Li

Analogous to Kolmogorov's theorem for the existence of stochastic processes describing random functions, we consider theorems for the existence of stochastic processes describing random measures, as limits of inverse measure systems.…

Probability · Mathematics 2025-05-16 B. J. K. Kleijn

This paper extends classical probabilistic results to the broader class of demimartingales and demisubmartingales. We establish variants of Doob's-type optional sampling theorem under minimal structural conditions on stopping times, relying…

Probability · Mathematics 2025-07-24 Milto Hadjikyriakou , B. L. S Prakasa Rao

We consider a branching random walk with immigration in a random environment, where the environment is a stationary and ergodic sequence indexed by time. We focus on the asymptotic properties of the sequence of measures $(Z_n)$ that count…

Probability · Mathematics 2021-02-23 Mengxue Li , Chuanmao Huang , Xiaoqiang Wang

We consider a perturbed system $(X,\varphi(\epsilon,\cdot))$, where $X$ is a topological Markov shift with a countably infinite state space, and $\varphi(\epsilon,\cdot)$ is a real-valued potential on X depending on a small parameter…

Probability · Mathematics 2025-06-26 Haruyoshi Tanaka

Quantum trajectories are Markov processes modeling the evolution of a quantum system subjected to repeated independent measurements. Under purification and irreducibility assumptions, these Markov processes admit a unique invariant measure…

Probability · Mathematics 2023-07-13 Tristan Benoist , Jan-Luka Fatras , Clément Pellegrini

We consider a finite-state, continuous-time Markov process, represented in the "linear framework" by a directed graph with labelled edges which specifies the infinitesimal generator of the process. If the graph is strongly connected, the…

Biological Physics · Physics 2023-10-17 Ugur Cetiner , Jeremy Gunawardena

Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…

Probability · Mathematics 2023-05-23 Minhao Hong , Heguang Liu , Fangjun Xu

We consider "randomized" statistics constructed by using a finite number of observations a random field at randomly chosen points. We generalize the invariance principle (the functional CLT), the Glivenko--Cantelli theorem, the theorem…

Probability · Mathematics 2022-07-19 Youri Davydov , Arkady Tempelman

We study the Bernoulli property for a class of partially hyperbolic systems arising from skew products. More precisely, we consider a hyperbolic map $(T,M,\mu)$, where $\mu$ is a Gibbs measure, an aperiodic H\"older continuous cocycle…

Dynamical Systems · Mathematics 2019-12-18 Changguang Dong , Adam Kanigowski

The persistent homology of a stationary point process on ${\bf R}^N$ is studied in this paper. As a generalization of continuum percolation theory, we study higher dimensional topological features of the point process such as loops,…

Probability · Mathematics 2016-12-28 Trinh Khanh Duy , Yasuaki Hiraoka , Tomoyuki Shirai

We establish a multivariate empirical process central limit theorem for stationary $\R^d$-valued stochastic processes $(X_i)_{i\geq 1}$ under very weak conditions concerning the dependence structure of the process. As an application we can…

Probability · Mathematics 2011-01-28 Herold Dehling , Olivier Durieu

Affinity has proven to be a useful tool for quantifying the non-equilibrium character of time continuous Markov processes since it serves as a measure for the breaking of time reversal symmetry. It has recently been conjectured that the…

Statistical Mechanics · Physics 2020-07-27 Matthias Uhl , Udo Seifert

We investigate limit theorems for Birkhoff sums of locally H\"older functions under the iteration of Gibbs-Markov maps. Aaronson and Denker have given sufficient conditions to have limit theorems in this setting. We show that these…

Dynamical Systems · Mathematics 2009-09-29 Sebastien Gouezel

In a series of works published in the 1990-s, Kerov put forth various applications of the circle of ideas centred at the Markov moment problem to the limiting shape of random continual diagrams arising in representation theory and spectral…

Probability · Mathematics 2018-01-22 Sasha Sodin

We give general conditions for the central limit theorem and weak convergence to Brownian motion (the weak invariance principle / functional central limit theorem) to hold for observables of compact group extensions of nonuniformly…

Dynamical Systems · Mathematics 2016-08-25 Georg A. Gottwald , Ian Melbourne

We study global-local mixing for a family of accessible skew products with an exponentially mixing base and non-compact fibers, preserving an infinite measure. For a dense set of almost periodic global observables, we prove rapid mixing;…

Dynamical Systems · Mathematics 2021-08-24 P. Giulietti , A. Hammerlindl , D. Ravotti

The purpose of this paper is twofold. In one direction, we extend the spectral method for random piecewise expanding and hyperbolic dynamics developed by the first author \textit{et al}. to establish quenched versions of the large deviation…

Dynamical Systems · Mathematics 2020-12-02 Davor Dragičević , Yeor Hafouta

Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…

Probability · Mathematics 2014-03-24 Hye-Won Kang , Thomas G. Kurtz , Lea Popovic