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Sample covariance matrix and multivariate $F$-matrix play important roles in multivariate statistical analysis. The central limit theorems {\sl (CLT)} of linear spectral statistics associated with these matrices were established in Bai and…
We find a sufficient condition under which a central limit theorem for a stationary linear process is quenched. We find a stationary linear process szatisfying the Maxwell-Woodroofe condition for which the variances of partial sums are…
Analytical analysis of spatially extended autocatalytic and hypercyclic systems is presented. It is shown that spatially explicit systems in the form of reaction-diffusion equations with global regulation possess the same major qualitative…
The long-term average response of observables of chaotic systems to dynamical perturbations can often be predicted using linear response theory, but not all chaotic systems possess a linear response. Macroscopic observables of complex…
We show a general relation between fixed point stability of suitably perturbed transfer operators and convergence to equilibrium (a notion which is strictly related to decay of correlations). We apply this relation to deterministic…
Using techniques from ergodic theory and symbolic dynamics, we derive statistical limit laws for real valued functions on hyperbolic groups. In particular, our results apply to convex cocompact group actions on $\text{CAT}(-1)$ spaces, and…
We study a disordered system of interacting bosons described by the Bose-Hubbard Hamiltonian with random tunneling amplitudes. We derive the condition for the stability of the replica-symmetric solution for this model. Following the scheme…
We show that every codimension one partially hyperbolic diffeomorphism must support on $\mathbb{T}^{n}$. It is locally uniquely integrable and derived from a linear codimension one Anosov diffeomorphism. Moreover, this system is…
We are concerned with scaling limits of the solutions to stochastic differential equations with stationary coefficients driven by Poisson random measures and Brownian motions. We state an annealed convergence theorem, in which the limit…
In this article we initially fix ourselves to smooth (C^r) expanding dynamical systems. We prove the C^{r-1} differentiability of the topological pressure, equilibrium states and their densities with respect to smooth expanding dynamical…
We study ergodic properties of partially hyperbolic systems whose central direction is mostly contracting. Earlier work of Bonatti, Viana about existence and finitude of physical measures is extended to the case of local diffeomorphisms.…
This paper is concerned with normal approximation under relaxed moment conditions using Stein's method. We obtain the explicit rates of convergence in the central limit theorem for (i) nonlinear statistics with finite absolute moment of…
We classify quasiconformal Anosov flows whose strong stable and unstable distributions are at least two dimensional and the sum of these two distributions is smooth. We deduce from this classification result the complete classification of…
Kronecker product covariance structure provides an efficient way to modeling the inter-correlations of matrix-variate data. In this paper, we propose testing statistics for Kronecker product covariance matrix based on linear spectral…
This is the first part of a series of papers devoted to the study of linear cocycles over chaotic systems. In the present paper, we establish the existence of such cocycles that $\mathcal{C}^\alpha$-stably exhibit fiberwise bounded orbits…
We investigate a disordered multi-dimensional linear system in which the interaction parameters vary stochastically in time with defined temporal correlations. We refer to this type of disorder as "annealed", in contrast to quenched…
A general reaction-diffusion equation with spatiotemporal delay and homogeneous Dirichlet boundary condition is considered. The existence and stability of positive steady state solutions are proved via studying an equivalent…
This paper studies the theoretical underpinnings of machine learning of ergodic It\^o diffusions. The objective is to understand the convergence properties of the invariant statistics when the underlying system of stochastic differential…
We prove annealed central limit theorems for finite pattern counts in the measurement record of discrete-time quantum trajectories generated by repeated measurements in a disordered environment. Under summable mixing assumptions on the…
We prove the Central Limit Theorem for finite-dimensional vectors of linear eigenvalue statistics of submatrices of Wigner random matrices under the assumption that test functions are sufficiently smooth. We connect the asymptotic…