Related papers: Multiple Borel Cantelli Lemma in dynamics and Mult…
We consider a random walk on $\R^d$ in a polynomially mixing random environment that is refreshed at each time step. We use a martingale approach to give a necessary and sufficient condition for the almost-sure functional central limit…
We prove an explicit finite-sample version of the Borel--Cantelli lemma under $m$-dependence. Given any $m$-dependent sequence of events $(A_k)_{1\leq k\leq N}$, we show that \[ \mathbb{P}\Bigl(\bigcup_{k=1}^N A_k\Bigr) \ge 1 -…
Z^d-extensions of probability-preserving dynamical systems are themselves dynamical systems preserving an infinite measure, and generalize random walks. Using the method of moments, we prove a generalized central limit theorem for additive…
Predicting extreme events in nonlinear dynamical systems is challenging due to a limited understanding of their statistical properties. This study numerically and theoretically investigates the statistical properties of infinite-modal maps…
A novel multinomial theorem for commutative idempotents is shown to lead to new results about the moments, central moments, factorial moments, and their generating functions for any random variable $X = \sum_{i} Y_i $ expressible as a sum…
It is a safe conjecture that most (not necessarily periodic) two-dimensional Lorentz gases with finite horizon are recurrent. Here we formalize this conjecture by means of a stochastic ensemble of Lorentz gases, in which i.i.d. random…
We prove the annealed Central Limit Theorem for random walks in bistochastic random environments on $Z^d$ with zero local drift. The proof is based on a "dynamicist's interpretation" of the system, and requires a much weaker condition than…
Rare events are events that are expected to occur infrequently, or more technically, those that have low probabilities (say, order of $10^{-3}$ or less) of occurring according to a probability model. In the context of uncertainty…
We introduce a new random walk with unbounded memory obtained as a mixture of the Elephant Random Walk and the Dynamic Random Walk which we call the Dynamic Elephant Random Walk (DERW). As a consequence of this mixture the distribution of…
We establish new Bonferroni-type lower bounds for the probability of a union of finitely many events where the selection of intersections in the estimates is determined by the clique complex of a chordal graph.
This note proves a law of large numbers for predicting several steps ahead, which, in the case of uniformly bounded random variables, generalizes the standard law of large numbers for martingales; the standard law of large numbers…
We consider sequences of polynomials that satisfy differential-difference recurrences. Polynomials satisfying such recurrences frequently appear as generating polynomials of integer valued random variables that are of interest in discrete…
We establish a strong law of large numbers for one-dimensional continuous-time random walks in dynamic random environments under two main assumptions: the environment is required to satisfy a decoupling inequality that can be interpreted as…
Multivariate Bessel processes describe the stochastic dynamics of interacting particle systems of Calogero-Moser-Sutherland type and are related with $\beta$-Hermite and Laguerre ensembles. It was shown by Andraus, Katori, and Miyashita…
A composition of birational maps given by Laurent polynomials need not be given by Laurent polynomials; however, sometimes---quite unexpectedly---it does. We suggest a unified treatment of this phenomenon, which covers a large class of…
Let $(X,T,\mu,d)$ be a metric measure-preserving system. If $B(x,r_n(x))$ is a sequence of balls such that, for each $n$, the measure of $B(x,r_n(x))$ is constant, then we obtain a self-norming CLT for recurrence for systems satisfying a…
Spatiotemporal complexity is induced in a two dimensional nonlinear disordered lattice through the modulational instability of an initially weakly perturbed excitation. In the course of evolution we observe the formation of transient as…
We consider self-similar potential flow for compressible gas with polytropic pressure law. Self-similar solutions arise as large-time asymptotes of general solutions, and as exact solutions of many important special cases like Mach…
This paper presents a sharp approximation of the density of long runs of a random walk conditioned on its end value or by an average of a function of its summands as their number tends to infinity. In the large deviation range of the…
Hamilton's principle is extended to have compatible initial conditions to the strong form. To use a number of computational and theoretical benefits for dynamical systems, the mixed variational formulation is preferred in the systems other…