Related papers: Statistical stability and linear response for rand…
We consider sequences of symmetric $U$-statistics, not necessarily Hoeffding-degenerate, both in a one- and multi-dimensional setting, and prove quantitative central limit theorems (CLTs) based on the use of {\it contraction operators}. Our…
This paper discusses fluctuations of linear spectral statistics of high-dimensional sample covariance matrices when the underlying population follows an elliptical distribution. Such population often possesses high order correlations among…
In this paper we propose a new approach to the central limit theorem (CLT), based on functions of bounded F\'echet variation for the continuously differentiable linear statistics of random matrix ensembles which relies on: a weaker form of…
The linear stability of two exact stationary solutions of the parametrically driven, damped nonlinear Dirac equation is investigated. Stability is ascertained through the resolution of the eigenvalue problem, which stems from the…
In this paper, we establish the central limit theorem (CLT) for linear spectral statistics (LSSs) of a large-dimensional sample covariance matrix when the population covariance matrices are involved with diverging spikes. This constitutes a…
Linear-threshold networks (LTNs) capture the mesoscale behavior of interacting populations of neurons and are of particular interest to control theorists due to their dynamical richness and relative ease of analysis. The aim of this paper…
We study random products of matrices in SL_2(C) from the point of view of holomorphic dynamics. For non-elementary measures with finite first moment we obtain the exponential convergence towards the stationary measure in Sobolev norm. As a…
We study a system of all-to-all weakly coupled uniformly expanding circle maps in the thermodynamic limit. The state of the system is described by a probability measure and its evolution is given by the action of a nonlinear operator, also…
This article deals with stability of continuous-time switched linear systems under constrained switching. Given a family of linear systems, possibly containing unstable dynamics, we characterize a new class of switching signals under which…
We introduce a notion of stability for equilibrium measures in holomorphic families of endomorphisms of CP(k) and prove that it is equivalent to the stability of repelling cycles and equivalent to the existence of some measurable…
We establish the conditioned stochastic stability of equilibrium states for H\"older potentials on uniformly hyperbolic sets. While standard stochastic stability characterises measures on attractors, we analyse the statistics of transient…
The limiting stability of invariant probability measures of time homogeneous transition semigroups for autonomous stochastic systems has been extensively discussed in the literature. In this paper we initially initiate a program to study…
The classical theory of linear response applies to statistical mechanics close to equilibrium. Away from equilibrium, one may describe the microscopic time evolution by a general differentiable dynamical system, identify nonequilibrium…
It is well known that the independence of the sample mean and the sample variance characterizes the normal distribution. By using Anosov's theorem, we further investigate the analogous characteristic properties in terms of the sample mean…
We develop a central limit theorem (CLT) for a non-parametric estimator of the transition matrices in controlled Markov chains (CMCs) with finite state-action spaces. Our results establish precise conditions on the logging policy under…
Pesin sets are measurable sets along which the behavior of a matrix cocycle above a measure preserving dynamical system is explicitly controlled. In uniformly hyper-bolic dynamics, we study how often points return to Pesin sets under…
We study the fluctuations of the eigenvalues of real valued large centrosymmetric random matrices via its linear eigenvalue statistic. This is essentially a central limit theorem (CLT) for sums of dependent random variables. The dependence…
We study systems on time scales that are generalizations of classical differential or difference equations. In this paper we consider linear systems and their small nonlinear perturbations. In terms of time scales and of eigenvalues of…
Cognitive Diagnosis Models (CDMs) are a special family of discrete latent variable models widely used in educational, psychological and social sciences. In many applications of CDMs, certain hierarchical structures among the latent…
Anosov families are non-stationary dynamical systems with hyperbolic behavior. Non-trivial examples of Anosov families will be given in this paper. We show the existence of invariant manifolds, the structrural stability and a…