Related papers: Expansions in the local and the central limit theo…
We study the persistence probability for processes with stationary increments. Our results apply to a number of examples: sums of stationary correlated random variables whose scaling limit is fractional Brownian motion, random walks in…
We present some extensions of Bernstein's concentration inequality for random matrices. This inequality has become a useful and powerful tool for many problems in statistics, signal processing and theoretical computer science. The main…
We calculate explicit estimates for the dimension of trajectories satisfying a certain growth bound. We generalize the classic results of Kurzweil by considering nonlinear nonautonomous and uniformly compact dynamical systems on normed…
In the online prediction framework, we use generalized entropy of to study the loss rate of predictors when outcomes are drawn according to stationary ergodic distributions over the binary alphabet. We show that the notion of generalized…
This article presents a new proof of the rate of convergence to the normal distribution of sums of independent, identically distributed random variables in chi-square distance, which was also recently studied in \cite{BobkovRenyi}. Our…
We consider the cubic nonlinear Schr\"odinger equation (NLS) on $\mathbb{R}^3$ with randomized initial data. In particular, we study an iterative approach based on a partial power series expansion in terms of the random initial data. By…
We consider empirical measures in a triangular array setup with underlying distributions varying as sample size grows. We study asymptotic properties of multiple integrals with respect to normalized empirical measures. Limit theorems…
In this paper we show that in some cases the E.Hopf rigidity phenomenon admits quantitative interpretation. More precisely we estimate from above the measure of the set $\mathcal{M}$ swept by minimal orbits. These estimates are sharp, i.e.…
It has been recently pointed out that dynamical systems depending on future values of the unknowns may be useful in different areas of knowledge. We explore in this context the extension of the concept of order reduction that has been…
Building upon previous works by Young, Chernov-Zhang and Bruin-Melbourne-Terhesiu, we present a general scheme to improve bounds on the statistical properties (in particular, decay of correlations, and rates in the almost sure invariant…
The paper extends Birkhoff's theorem on doubly stochastic matrices to some countable families of discrete probability spaces with nonempty intersections. We join every two elements lying in the same probability space by an edge and…
In this work the $\ell_q$-norms of points chosen uniformly at random in a centered regular simplex in high dimensions are studied. Berry-Esseen bounds in the regime $1\leq q < \infty$ are derived and complemented by a non-central limit…
Associated to each complex-valued random variable satisfying appropriate integrability conditions, we introduce a different generalization of the Stirling numbers of the second kind. Various equivalent definitions are provided. Attention,…
This paper is aimed at a detailed study of the multifractal analysis of the so-called divergence points in the system of $\beta$-expansions. More precisely, let $([0,1),T_{\beta})$ be the $\beta$-dynamical system for a general $\beta>1$ and…
Berry's random wave conjecture posits that high energy eigenfunctions of chaotic systems resemble random monochromatic waves at the Planck scale. One important consequence is that, at the Planck scale around "many" points in the manifold,…
In this article, we consider solutions starting close to some linearly stable invariant tori in an analytic Hamiltonian system and we prove results of stability for a super-exponentially long interval of time, under generic conditions. The…
We use extreme value theory to estimate the probability of successive exceedances of a threshold value of a time-series of an observable on several classes of chaotic dynamical systems. The observables have either a Fr\'echet (fat-tailed)…
We obtain stability estimates and derive analytic expansions for local solutions of multi-dimensional quadratic BSDEs. We apply these results to a financial model where the prices of risky assets are quoted by a representative dealer in…
For uniformly expanding maps on the interval, analogous versions of the Berry-Ess\'een theorem are known but only with an unexplicit upper bound in $O(1/\sqrt{n})$ without any constants being specified. In this paper, we use the recent…
The purpose of this article is to construct a toolbox, in Dynamical Systems, to support the idea that ``whenever we can prove a limit theorem in the classical sense for a dynamical system, we can prove a suitable almost-sure version based…