Related papers: Ergodicity and central limit theorem for random in…
We extend to the critical (intermediate) regularity several results concerning rigidity for centralizers and group actions on the interval.
We revisit functional central limit theorems for additive functionals of ergodic Markov diffusion processes. Translated in the language of partial differential equations of evolution, they appear as diffusion limits in the asymptotic…
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…
We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…
We study ergodic properties of compositions of holomorphic endomorphisms of the complex projective space chosen independently at random according to some probability distribution. Along the way, we construct positive closed currents which…
We study the ergodic and statistical properties of a class of maps of the circle and of the interval of Lorenz type which present indifferent fixed points and points with unbounded derivative. These maps have been previously investigated in…
We prove quenched versions of a central limit theorem, a large deviations principle as well as a local central limit theorem for expanding on average cocycles. This is achieved by building an appropriate modification of the spectral method…
Significant and persistent trajectory-to-trajectory variance are commonly observed in the particle tracking experiments, which have become a major challenge for the experiment data analysis. In this theoretical paper, we investigate the…
We prove quantum ergodicity for a family of graphs that are obtained from ergodic one-dimensional maps of an interval using a procedure introduced by Pakonski et al (J. Phys. A, v. 34, 9303-9317 (2001)). As observables we take the L^2…
We give a survey of the entropy theory of interval maps as it can be analyzed using ergodic theory, especially measures of maximum entropy and periodic points. The main tools are (i) a version of Hofbauer's Markov diagram, (ii) the…
For a reversible and ergodic Markov chain $\{X_n,n\geq0\}$ with invariant distribution $\pi$, we show that a valid confidence interval for $\pi(h)$ can be constructed whenever the asymptotic variance $\sigma^2_P(h)$ is finite and positive.…
Max-stable processes are central models for spatial extremes. In this paper, we focus on some space-time max-stable models introduced in Embrechts et al. (2016). The processes considered induce discrete-time Markov chains taking values in…
A functional limit theorem is established for the partial-sum process of a class of stationary sequences which exhibit both heavy tails and long-range dependence. The stationary sequence is constructed using multiple stochastic integrals…
Consider a stochastic nonlinear system controlled over a possibly noisy communication channel. An important problem is to characterize the largest class of channels for which there exist coding and control policies so that the closed-loop…
Consider a Markov process $\{\Phi(t) : t\geq 0\}$ evolving on a Polish space ${\sf X}$. A version of the $f$-Norm Ergodic Theorem is obtained: Suppose that the process is $\psi$-irreducible and aperiodic. For a given function $f\colon{\sf…
The explicit criteria for several types of ergodicity of one-dimensional diffusions or birth-death processes have been found out recently in a surprisingly short period. One of the criteria is for exponential ergodicity of birth-death…
Using an averaged generating function for coloured hard-dimers, some random variables of interest are studied. The main result lies in the fact that all their probability distributions obey a central limit theorem.
We investigate here the behaviour of a large typical meandric system, proving a central limit theorem for the number of components of given shape. Our main tool is a theorem of Gao and Wormald, that allows us to deduce a central limit…
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…
In this paper, we consider a continuous-time Markov process and prove a local limit theorem for the integral of a time-inhomogeneous function of the process. One application is in the study of the fast-oscillating perturbations of linear…