Related papers: Around the variational principle for metric mean d…
We prove that the dimension drop phenomenon holds for the harmonic measure associated to a transient random walk in a random environment (as defined by R. Lyons and R. Pemantle in 1992 and generalized by G. Faraud in 2011) on an infinite…
We propose a new sufficient dimension reduction approach designed deliberately for high-dimensional classification. This novel method is named maximal mean variance (MMV), inspired by the mean variance index first proposed by Cui, Li and…
We consider a randomly forced Ginzburg-Landau equation on an unbounded domain. The forcing is smooth and homogeneous in space and white noise in time. We prove existence and smoothness of solutions, existence of an invariant measure for the…
Consider a population of individuals belonging to an infinity number of types, and assume that type proportions follow the two-parameter Poisson-Dirichlet distribution. A sample of size n is selected from the population. The total number of…
We show that the naive application of the maximum entropy principle can yield answers which depend on the level of description, i.e. the result is not invariant under coarse-graining. We demonstrate that the correct approach, even for…
Assuming that a threshold Ornstein-Uhlenbeck process is observed at discrete time instants, we propose generalized moment estimators to estimate the parameters. Our theoretical basis is the celebrated ergodic theorem. To use this theorem we…
Porosity and dimension are two useful, but different, concepts that quantify the size of fractal sets and measures. An active area of research concerns understanding the relationship between these two concepts. In this article we will…
In this paper we introduce a topology under which the pair empirical measure of a large class of random walks satisfies a strong Large Deviation principle. The definition of the topology is inspired by the recent article by Mukherjee and…
Mean dimension measures the size of an infinite dimensional dynamical system. Brody curves are one-Lipschitz entire holomorphic curves in the projective space, and they form a topological dynamical system. Gromov started the problem of…
In this paper, we introduce the mean $\Psi$-intermediate dimension which has a value between the mean Hausdorff dimension and the metric mean dimension, and prove the equivalent definition of the mean Hausdorff dimension and the metric mean…
The formalism of statistical mechanics can be generalized by starting from more general measures of information than the Shannon entropy and maximizing those subject to suitable constraints. We discuss some of the most important examples of…
For dynamical systems with the shadowing property, we provide a method of approximation of invariant measures by ergodic measures supported on odometers and their almost 1-1 extensions. For a topologically transitive system with the…
We prove the semi-Riemannian bumpy metric theorem using equivariant variational genericity. The theorem states that, on a given compact manifold $M$, the set of semi-Riemannian metrics that admit only nondegenerate closed geodesics is…
We lift important results about universally typical sets, typically sampled sets, and empirical entropy estimation in the theory of samplings of discrete ergodic information sources from the usual one-dimensional discrete-time setting to a…
In the present paper, we consider the Pearson chi-square statistic defined on a finite alphabet which is assumed to dynamically vary as the sample size increases, and establish its moderate deviation principle.
We study discrete dynamics governed by a difference inclusion whose increment is the sum of a selection from a set-valued map and a noise term. For any bounded realization, convergence follows once the inter-iterate diameter is controlled…
We discuss the notions of circumradius, inradius, diameter, and minimum width in generalized Minkowski spaces (that is, with respect to gauges), i.e., we measure the "size" of a given convex set in a finite-dimensional real vector space…
We study an analogue of the large deviation principle for mixed measures associated with a class of $\log$-concave probability measures whose densities depend on the gauge function of a convex body. For convex bodies in $\mathbb{R}^n$, we…
In multivariate extreme value statistics, the first step in understanding the dependence structure of extremes is identifying the directions in which they occur. The novelty of this paper is the analysis of high-dimensional extreme value…
We revisit classic ergodic large-deviation principles: for the occupation measure (Donsker-Varadhan), and for the empirical flux. We show that these problems can be embedded into a more general, discrete-time framework. A conditioning and…