Related papers: Expansions in the local and the central limit theo…

For stochastic implicit Taylor methods that use an iterative scheme to compute their numerical solution, stochastic B--series and corresponding growth functions are constructed. From these, convergence results based on the order of the…

We introduce the Markov extension, represented schematically as a tower, to the study of dynamical systems with holes. For tower maps with small holes, we prove the existence of conditionally invariant probability measures which are…

We extend the recent spectral approach for quenched limit theorems developed for piecewise expanding dynamics under general random driving [DrFrGTVa18] to quenched random piecewise hyperbolic dynamics including some classes of billiards.…

Berry-Esseen bounds for non-linear functionals of infinite Rademacher sequences are derived by means of the Malliavin-Stein method. Moreover, multivariate extensions for vectors of Rademacher functionals are shown. The results establish a…

Known Bernstein-type upper bounds on the tail probabilities for sums of independent zero-mean sub-exponential random variables are improved in several ways at once. The new upper bounds have a certain optimality property.

Let $\mu$ be a probability measure on $\text{GL}_d(\mathbb{R})$ and denote by $S_n:= g_n \cdots g_1$ the associated random matrix product, where $g_j$ are i.i.d. with law $\mu$. Under the assumptions that $\mu$ has a finite exponential…

Traditionally, Probability theory was dealing with limit theorems where 'limit" means that time tends to infinity. Questions about finite time dynamics (evolution) were always considered as, although important for practical applications,…

We proof a limit theorem for moments in space of the increments of Brownian local time. As special cases for the second and third moments, previous results by Chen et al. (Ann. Prob. 38, 2010, no. 1) and Rosen (Stoch. Dyn. 11, 2011, no. 1),…

Using the subordination approach, we provide a new Berry-Esseen-type estimate in the free central limit theorem in terms of the fourth Lyapunov fraction. In the special case of identical distributions, our result implies a rate of order…

The odds theorem and the corresponding solution algorithm (odds algorithm) are tools to solve a wide range of optimal stopping problems. Its generality and tractability have caught much attention. (Google for instance "Bruss odds" to obtain…

We give estimates on the rate of convergence in the Boolean central limit theorem for the L\'evy distance. In the case of measures with bounded support we obtain a sharp estimate by giving a qualitative description of this convergence.

This work aims to study the dislocation or nodal lines of 3D Berry's random wave model. Their expected length is computed both in the isotropic and anisotropic cases, being them compared. Afterwards, in the isotropic case the asymptotic…

For dynamical systems modeled by a Young tower with exponential tails, we prove an exponential concentration inequality for all separately Lipschitz observables of n variables. When tails are polynomial, we prove polynomial concentration…

We prove a central limit theorem for Birkhoff sums of the Rosen continued fraction algorithm. A Lasota-Yorke bound is obtained for general one-dimensional continued fractions with the bounded variation space, which implies quasi-compactness…

The dynamics of the expansion of a Lennard-Jones system, initially confined at high density and subsequently expanding freely in the vacuum, is confronted to an expanding statistical ensemble, derived in the diluted quasi-ideal Boltzmann…

Let $(X_t, Y_t)_{t\in T}$ be a discrete or continuous-time Markov process with state space $X \times R^d$ where $X$ is an arbitrary measurable set. Its transition semigroup is assumed to be additive with respect to the second component,…

For any $C^1$ diffeomorphism on a smooth compact Riemannian manifold that admits an ergodic measure with positive entropy, a lower bound of the Hausdorff dimension for the local stable and unstable sets is given in terms of the…

We consider the dynamics of systems of lattice bosons with infinitely many degrees of freedom. We show that their dynamics defines a group of automorphisms on a $C^*$--algebra introduced by Buchholz, which extends the resolvent algebra of…

We investigate the question of the rate of mixing for observables of a Z d-extension of a probability preserving dynamical system with good spectral properties. We state general mixing results, including expansions of every order. The main…

It was shown in a previous work that, for systems in which the entropy is an extensive function of the energy and volume, the Bekenstein and the holographic entropy bounds predict new results. In this paper, we go further and derive…