Related papers: On Eagleson's theorem in the non-stationary setup
The Egoroff theorem for measurable $\bold X$-valued functions and operator-valued measures $\bold m: \Sigma \to L(\bold X, \bold Y)$, where $\Sigma$ is a $\sigma$-algebra of subsets of $T \neq \emptyset$ and $\bold X$, $\bold Y$ are both…
Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…
We show that any analytically integrable Hamiltonian system near an equilibrium point admits a convergent Birkhoff normalization. The proof is based on a new, geometric approach to the problem.
A stationary random graph is a random rooted graph whose distribution is invariant under re-rooting along the simple random walk. We adapt the entropy technique developed for Cayley graphs and show in particular that stationary random…
We propose a general classification of nonequilibrium steady states in terms of their stationary probability distribution and the associated probability currents. The stationary probabilities can be represented graph-theoretically as…
We study the distribution of a general class of asymptoticallylinear statistics which are symmetric functions of $N$ independent observations. The distribution functions of these statistics are approximated by an Edgeworth expansion with a…
We show that alpha stable L\'evy motions can be simulated by any ergodic and aperiodic probability preserving transformation. Namely we show: - for $0<\alpha<1$ and every $\alpha$ stable L\'evy motion $\mathbb{W}$, there exists a function f…
We consider a Poisson equation in $\mathbb R^d$ for the elliptic operator corresponding to an ergodic diffusion process. Optimal regularity and smoothness with respect to the parameter are obtained under mild conditions on the coefficients.…
We consider smooth random dynamical systems defined by a distribution with a finite moment of the norm of the differential, and prove that under suitable non-degeneracy conditions any stationary measure must be H\"older continuous. The…
To prove that a measure, linearly representable by means of a finite set of nonnegative matrices $\mathcal M$, has the weak-Gibbs property, one check the uniform convergence (on $\mathcal M^\mathbb N$) of the sequence of vectors…
Assume that a family of stochastic processes on some Polish space $E$ converges to a deterministic process; the convergence is in distribution (hence in probability) at every fixed point in time. This assumption holds for a large family of…
Some integration techniques for real-valued functions with respect to vector measures with values in Banach spaces (and viceversa) are investigated in order to establish abstract versions of classical theorems of Probability and Stochastic…
It is shown that the BBGKY equations for a particle interacting with ideal gas imply exact relations between probability distribution of path of the particle, its derivatives in respect to the gas density and irreducible many-particle…
In this article we show how ideas, methods and results from optimal transportation can be used to study various aspects of the stationary measuresof Iterated Function Systems equipped with a probability distribution. We recover a classical…
Consider the partial sums {S_t} of a real-valued functional F(Phi(t)) of a Markov chain {Phi(t)} with values in a general state space. Assuming only that the Markov chain is geometrically ergodic and that the functional F is bounded, the…
By the Lindeberg-L\'evy central limit theorem, standardized partial sums of a sequence of mutually independent and identically distributed random variables converge in law to the standard normal distribution. It is known that mutual…
We provide a new version of the well-known Birkhoff-Kellogg invariant-direction Theorem in product spaces. Our results concern operator systems and give the existence of component-wise eigenvalues, instead of scalar eigenvalues as in the…
Under suitable hypotheses we establish a quantitative pointwise ergodic theorem which applies to trimmed Birkhoff sums of weakly integrable functions.
The exponential ordering is exploited in the context of non-auto\-no\-mous delay systems, inducing monotone skew-product semiflows under less restrictive conditions than usual. Some dynamical concepts linked to the order, such as…
The Birkhoff Ergodic Theorem asserts under mild conditions that Birkhoff averages (i.e. time averages computed along a trajectory) converge to the space average. For sufficiently smooth systems, our small modification of numerical Birkhoff…