Related papers: Flexibility of statistical properties for smooth s…

For different classes of measure preserving transformations, we investigate collections of sets that exhibit the property of lightly mixing. Lightly mixing is a stronger property than topological mixing, and requires that a lim inf is…

We review several statistical complexity measures proposed over the last decade and a half as general indicators of structure or correlation. Recently, Lopez-Ruiz, Mancini, and Calbet [Phys. Lett. A 209 (1995) 321] introduced another…

In this paper we extend a central limit theorem of Peligrad for uniformly strong mixing random fields satisfying the Lindeberg condition in the absence of stationarity property. More precisely, we study the asymptotic normality of the…

For Dynamical Systems, a strong bound on multiple correlations implies the Central Limit Theorem (CLT) [ChMa]. In Chernov's paper [Ch2], such a bound is derived for dynamically Holder continuous observables of dispersing Billiards. Here we…

We consider $n\times n$ real symmetric and Hermitian Wigner random matrices $n^{-1/2}W$ with independent (modulo symmetry condition) entries and the (null) sample covariance matrices $n^{-1}X^*X$ with independent entries of $m\times n$…

The limit of small entropy production is reached in relaxing systems long after preparation, and in stationary driven systems in the limit of small driving power. Surprisingly, for extended systems this limit is not in general the…

The general fluctuation theory is reviewed with special attention to the role played by different ensembles, and is extended to incorporate stationary metastable states obtained in the long time limit. The fluctuation in a quantity depends…

We consider the asymptotic normalcy of families of random variables $X$ which count the number of occupied sites in some large set. We write $Prob(X=m)=p_mz_0^m/P(z_0)$, where $P(z)$ is the generating function $P(z)=\sum_{j=0}^{N}p_jz^j$…

We study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough…

We study the compactification of nonautonomous systems with autonomous limits and related dynamics. Although the $C^{1}$ extension of the compactification was well established, a great number of problems arising in bifurcation and stability…

Mode coupling theory (MCT) has been successful in explaining the observed sequence of time relaxations in dense fluids. Previous expositions of this theory showing this sequence have required the existence of an ideal glass transition…

We establish a quenched Central Limit Theorem (CLT) for a smooth observable of random sequences of iterated linear hyperbolic maps on the torus. To this end we also obtain an annealed CLT for the same system. We show that, almost surely,…

We discuss some generic features of the dynamics of glass-forming liquids close to the glass transition singularity of the idealized mode-coupling theory (MCT). The analysis is based on a recent model by one of the authors for the…

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…

We show that the measure of maximal entropy of every complex H\'enon map is exponentially mixing of all orders for H\''older observables. As a consequence, the Central Limit Theorem holds for all H\''older observables.

The non-commutative Central Limit Theorem (CLT) introduced by Speicher in 1992 states that given almost any sequence of non-commutative random variables that commute or anti-commute pair-wise, the *-moments of the normalized partial sum…

Let $(X_i)$ be a stationary and ergodic Markov chain with kernel $Q$, $f$ an $L^2$ function on its state space. If $Q$ is a normal operator and $f = (I-Q)^{1/2}g$ (which is equivalent to the convergence of $\sum_{n=1}^\infty…

This paper is concerned with the limiting spectral behaviors of large dimensional Kendall's rank correlation matrices generated by samples with independent and continuous components. We do not require the components to be identically…

The validity of the fluctuation theorem for entropy production as deduced from the observation of trajectories implicitly requires that all slow degrees of freedom are accessible. We experimentally investigate the role of hidden slow…

In this paper we will prove a functional central limit theorems for "nonconventional" sums indexed by polynomial arrays.