Related papers: Statistical stability and linear response for rand…
The class of complex random vectors whose covariance matrix is linearly parameterized by a basis of Hermitian Toeplitz (HT) matrices is considered, and the maximum compression ratios that preserve all second-order information are derived…
A formal derivation of linear hydrodynamics for a granular fluid is given. The linear response to small spatial perturbations of the homogeneous reference state is studied in detail using methods of non-equilibrium statistical mechanics. A…
Striped patterns are known to bifurcate in reaction-diffusion systems with differential isotropic diffusions at a supercritical Turing instability. In this paper we study the impact of weak anisotropy by directional advection on the…
In this article we establish two fundamental results for the sublevel set persistent homology for stationary processes indexed by the positive integers. The first is a strong law of large numbers for the persistence diagram (treated as a…
We consider the problem of testing for long-range dependence in time-varying coefficient regression models, where the covariates and errors are locally stationary, allowing complex temporal dynamics and heteroscedasticity. We develop KPSS,…
In this paper, we consider the usual linear regression model in the case where the error process is assumed strictly stationary. We use a result from Hannan, who proved a Central Limit Theorem for the usual least squares estimator under…
We show that any measurable solution of the cohomological equation for a H\"older linear cocycle over a hyperbolic system coincides almost everywhere with a H\"older solution. More generally, we show that every measurable invariant…
We consider the class of diffeomorphisms of a manifold that its differential keeps invariant a one-dimensional subbundle $E$. For that type of diffeomorphisms is naturally defined a one-parameter family called $E-$translation. We prove that…
The paper proves several limit theorems for linear eigenvalue statistics of overlapping Wigner and sample covariance matrices. It is shown that the covariance of the limiting multivariate Gaussian distribution is diagonalized by choosing…
We consider multiple time scales systems of stochastic differential equations with small noise in random environments. We prove a quenched large deviations principle with explicit characterization of the action functional. The random medium…
This study investigates the suitability of the annealed approximation in high-dimensional systems characterized by dense networks with quenched link disorder, employing models of coupled oscillators. We demonstrate that dynamic equations…
We prove a Central Limit Theorem (CLT) in the non-commutative setting of random matrix products where the underlying process is driven by a subshift of finite type (SFT) with Markov measure. We use the martingale method introduced by Y.…
This paper addresses the problem of robust stabilization for linear hyperbolic Partial Differential Equations (PDEs) with Markov-jumping parameter uncertainty. We consider a 2 x 2 heterogeneous hyperbolic PDE and propose a control law using…
We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having…
We obtain large deviations estimates for both sequential and random compositions of intermittent maps. We also address the question of whether or not centering is necessary for the quenched central limit theorems (CLT) obtained by Nicol,…
Turing patterns on unbounded domains have been widely studied in systems of reaction-diffusion equations. However, up to now, they have not been studied for systems of conservation laws. Here, we (i) derive conditions for Turing instability…
We study the linear and nonlinear stability of relative equilibria in the planar N-vortex problem, adapting the approach of Moeckel from the corresponding problem in celestial mechanics. After establishing some general theory, a topological…
We consider one-dimensional hyperbolic PDEs, linear and nonlinear, with random initial data. Our focus is the {\em pointwise statistics,} i.e., the probability measure of the solution at any fixed point in space and time. For linear…
This paper investigates the rate of convergence for the central limit theorem of linear spectral statistic (LSS) associated with large-dimensional sample covariance matrices. We consider matrices of the form ${\mathbf…
We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the true system are unknown. To…