Related papers: Stability and approximation of statistical limit l…
We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space, where the target distribution is given by a possibly multidimensional mixture of Gaussian distributions. Our findings refine and generalize…
We investigate the effect of non-symmetric relatively bounded perturbations on the spectrum of self-adjoint operators. In particular, we establish stability theorems for one or infinitely many spectral gaps along with corresponding…
In this paper, we consider U-statistics whose data is a strictly stationary sequence which can be expressed as a functional of an i.i.d. one. We establish a strong law of large numbers, a bounded law of the iterated logarithms and a central…
The Gaussian-filtered Navier-Stokes equations are examined theoretically and a generalized theory of their numerical stability is proposed. Using the exact expansion series of subfilter-scale stresses or integration by parts, the terms…
We extend the spectral method for proving limit theorems to random non-uniformly expanding dynamical systems. This yields the CLT and moderate deviations principles (MDP). We show that as the amount of non-uniformity decreases the CLT rates…
For piecewise expanding one-dimensional maps without periodic turning points we prove that isolated eigenvalues of small (random) perturbations of these maps are close to isolated eigenvalues of the unperturbed system. (Here ``eigenvalue''…
We survey the recent advance in the rigorous qualitative theory of the 2d stochastic Navier-Stokes system that are relevant to the description of turbulence in two-dimensional fluids. After discussing briefly the initial-boundary value…
We study the problem of exponential mixing and large deviations for discrete-time Markov processes associated with a class of random dynamical systems. Under some dissipativity and regularisation hypotheses for the underlying deterministic…
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…
This paper studies the asymptotic spectral properties of the sample covariance matrix for high dimensional compositional data, including the limiting spectral distribution, the limit of extreme eigenvalues, and the central limit theorem for…
We consider the Grenander estimator that is the maximum likelihood estimator for non-increasing densities. We prove uniform central limit theorems for certain subclasses of bounded variation functions and for H\"older balls of smoothness…
We consider a general relation between fixed point stability of suitably perturbed transfer operators and convergence to equilibrium (a notion which is strictly related to decay of correlations). We apply this relation to deterministic…
We consider a statistical limit of solutions to the compressible Navier--Stokes system in the high Reynolds number regime in a domain exterior to a rigid body. We investigate to what extent this highly turbulent regime can be modeled by an…
We show that typical cocycles (in the sense of Bonatti and Viana) over irreducible subshifts of finite type obey several limit laws with respect to the unique equilibrium states for H\"older potentials. These include the central limit…
The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…
The theorem of Furstenberg and Kesten provides a strong law of large numbers for the norm of a product of random matrices. This can be extended under various assumptions, covering nonnegative as well as invertible matrices, to a law of…
The statistical scattering properties of wave transport in disordered waveguides are derived perturbatively within the transition matrix formalism. The limiting macroscopic statistic of the wave transport, emerges as a consequence of a…
Random spatial networks-that is, graphs whose connectivity is governed by geometric proximity-have emerged as fundamental models for systems constrained by an underlying spatial structure. A prototypical example is the random geometric…
An extension of non-deterministic processes driven by the random telegraph signal is introduced in the framework of "piecewise deterministic Markov processes" [Davis], including a broader category of random systems. The corresponding…
We investigate the statistical properties of a piecewise smooth dynamical system by studying directly the action of the transfer operator on appropriate spaces of distributions. We accomplish such a program in the case of two-dimensional…