Related papers: Stability and approximation of statistical limit l…
In this article we review the standard versions of the Central and of the Levy-Gnedenko Limit Theorems, and illustrate their application to the convolution of independent random variables associated with the distribution known as…
We prove a vector-valued almost sure invariance principle for some classes of time dependent non-uniformly distance expanding dynamical systems. The models we have in mind are certain sequential versions of the smooth non-uniformly distance…
This paper is devoted to the Gaussian fluctuations and deviations of the traces of tridiagonal random matrix. Under quite general assumptions, we prove that the traces are approximately normal distributed. Multi-dimensional central limit…
In this work, we obtain the central limit theorem for fluctuations of Young diagrams around their limit shape in the bulk of the "spectrum" of partitions of a large integer n (under the Plancherel measure). More specifically, we show that,…
We develop an operator-theoretic framework for stability and statistical concentration in nonlinear inverse problems with block-structured parameters. Under a unified set of assumptions combining blockwise Lipschitz geometry, local…
We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…
We introduce a notion of stability for non-autonomous Hamiltonian flows on two-dimensional annular surfaces. This notion of stability is designed to capture the sustained twisting of particle trajectories. The main Theorem is applied to…
Fully-developed incompressible Navier-Stokes turbulence in three dimensions is a dissipative dynamical system that exhibits strong departure from absolute equilibrium. Nevertheless, several kinds of representation by Tsallis equilibria have…
A model of fully developed turbulence of a compressible fluid is briefly reviewed. It is assumed that fluid dynamics is governed by a stochastic version of Navier-Stokes equation. We show how corresponding field theoretic-model can be…
The purpose of this paper is to provide a first class of explicit sufficient conditions for the central limit theorem and related results in the setup of non-uniformly (partially) expanding non iid random transformations, considered as…
In this paper some general theory is presented for locally stationary processes based on the stationary approximation and the stationary derivative. Laws of large numbers, central limit theorems as well as deterministic and stochastic bias…
Markov expanding maps, a class of simple chaotic systems, are commonly used as models for chaotic dynamics, but existing numerical methods to study long-time statistical properties such as invariant measures have a poor trade-off between…
We derive a central limit theorem for the probability distribution of the sum of many critically correlated random variables. The theorem characterizes a variety of different processes sharing the same asymptotic form of anomalous scaling…
Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…
We obtain large deviations estimates for both sequential and random compositions of intermittent maps. We also address the question of whether or not centering is necessary for the quenched central limit theorems (CLT) obtained by Nicol,…
We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…
We prove limit theorems for functionals of a Poisson point process using the Malliavin calculus on the Poisson space. The target distribution is conditionally either a Gaussian vector or a Poisson random variable. The convergence is stable…
We study dynamical systems arising as time-dependent compositions of Pomeau-Manneville-type intermittent maps. We establish central limit theorems for appropriately scaled and centered Birkhoff-like partial sums, with estimates on the rate…
A theory for the evolution of a metric $g$ driven by the equations of three-dimensional continuum mechanics is developed. This metric in turn allows for the local existence of an evolving three-dimensional Riemannian manifold immersed in…
We study higher-order asymptotic expansions of eigenvalues in perturbed transfer operators, of the corresponding eigenfunctions and of the corresponding eigenvectors of the dual operators. In our main result, we give explicit expressions of…