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Reinforced Galton--Watson processes describe the dynamics of a population where reproduction events are reinforced, in the sense that offspring numbers of forebears can be repeated randomly by descendants. More specifically, the evolution…
Given a switched system, we introduce weakly mixing sets of type 1, 2 and Xiong chaotic sets of type 1, 2 with respect to a given set and show that they are equivalent respectively.
Post-selected weak measurement has been widely used in experiments to observe weak effects in various physical systems. However, it is still unclear how large the amplification ability of a weak measurement can be and what determines the…
If a random variable is not exponentially integrable, it is known that no concentration inequality holds for an infinite sequence of independent copies. Under mild conditions, we establish concentration inequalities for finite sequences of…
This paper will provide several classes of strictly stationary, countable-state, irreducible, aperiodic Markov chains that are reversible and have finite second moments, such that the central limit theorem fails to hold. The main purpose is…
We consider the nonparametric estimation of the density function of weakly and strongly dependent processes with noisy observations. We show that in the ordinary smooth case the optimal bandwidth choice can be influenced by long range…
The empirical copula process plays a central role in the asymptotic analysis of many statistical procedures which are based on copulas or ranks. Among other applications, results regarding its weak convergence can be used to develop…
We consider a renewal process that is conditioned on the number of events in a fixed time horizon. We prove that a centered and scaled version of this process converges to a Brownian bridge, as the number of events grows large, which relies…
We revisit processes generated by iterated random functions driven by a stationary and ergodic sequence. Such a process is called strongly stable if a random initialization exists, for which the process is stationary and ergodic, and for…
We establish an abstract, effective, exponential large deviations type estimate for Markov systems satisfying a weaker form of mixing. We employ this result to derive such estimates, as well as a central limit theorem, for the skew product…
We consider extensions of the notion of topological transitivity for a dynamical system $(X,f)$. In addition to chain transitivity, we define strong chain transitivity and vague transitivity. Associated with each there is a notion of…
A variety of methods have been proposed for inference about extreme dependence for multivariate or spatially-indexed stochastic processes and time series. Most of these proceed by first transforming data to some specific extreme value…
We consider two Ito equations that evolve on different time scales. The equations are fully coupled in the sense that all coefficients may depend on both the "slow" and the "fast" processes and the diffusion terms may be correlated. The…
In this paper we analyze the approximation of stable linear time-invariant systems, like the Hilbert transform, by sampling series for bandlimited functions in the Paley-Wiener space $\mathcal{PW}_{\pi}^{1}$. It is known that there exist…
The validity of various bootstrapping methods has been proved for the sample mean of strongly mixing data. But in many applications, there appear nonlinear statistics of processes that are not strongly mixing. We investigate the…
Widely used models in genetics include the Wright-Fisher diffusion and its moment dual, Kingman's coalescent. Each has a multilocus extension but under neither extension is the sampling distribution available in closed-form, and their…
We prove strong invariance principle between a transient Bessel process and a certain nearest neighbor (NN) random walk that is constructed from the former by using stopping times. It is also shown that their local times are close enough to…
In this paper we obtain a Bernstein type inequality for a class of weakly dependent and bounded random variables. The proofs lead to a moderate deviations principle for sums of bounded random variables with exponential decay of the strong…
Let $F$ be a class of functions on a probability space $(\Omega,\mu)$ and let $X_1,...,X_k$ be independent random variables distributed according to $\mu$. We establish high probability tail estimates of the form $\sup_{f \in F} |\{i :…
We claim that looking at probability distributions of \emph{finite time} largest Lyapunov exponents, and more precisely studying their large deviation properties, yields an extremely powerful technique to get quantitative estimates of…