Related papers: Multiple Borel Cantelli Lemma in dynamics and Mult…
The Lopsided Lov\'{a}sz Local Lemma (LLLL) is a powerful probabilistic principle which has been used in a variety of combinatorial constructions. While originally a general statement about probability spaces, it has recently been…
The contribution of this paper is to introduce change of measure based techniques for the rare-event analysis of heavy-tailed stochastic processes. Our changes-of-measure are parameterized by a family of distributions admitting a mixture…
We prove a maximal-type large deviation principle for dynamical systems with arbitrarily slow polynomial mixing rates. Also several applications, particularly to billiard systems, are presented.
We use an iteration procedure propped up by a a classical form of the maximum principle to show the existence of solutions to a nonlinear Poisson equation with Dirichlet boundary conditions. These methods can be applied to the case of…
For a $\psi$-mixing stationary process $\xi_0,\xi_1,\xi_2,...$ we consider the number $\mathcal N_N$ of multiple recurrencies $\{\xi_{q_i(n)}\in\Gamma_N,\, i=1,...,\ell\}$ to a set $\Gamma_N$ for $n$ until the moment $\tau_N$ (which we call…
We study the law of the iterated logarithm (LIL) for the maximum likelihood estimation of the parameters (as a convex optimization problem) in the generalized linear models with independent or weakly dependent ($\rho$-mixing, $m$-dependent)…
We develop a biased Monte Carlo algorithm to measure probabilities of rare events in cluster-cluster aggregation for arbitrary collision kernels. Given a trajectory with a fixed number of collisions, the algorithm modifies both the waiting…
Let $\{A_n\}_{n=1}^{\infty}$ be a sequence of events on a probability space $(\Omega,\mathcal{F},\mathbf{P})$. We show that if $\lim_{m\to\infty}\sum_{n=1}^{m}w_n\mathbf{P}(A_n)=\infty$ where each $w_n\in\mathbb{R}$, then…
We give some reasonable and usable conditions on a sequence of norm one in a dual banach space under which the sequence does not converges to the origin in the $w^*$-topology. These requirements help to ensure that the Lagrange multipliers…
We introduce a one-dimensional random walk, which at each step performs a reinforced dynamics with probability $\theta$ and with probability $1 - \theta$, the random walk performs a step independent of the past. We analyse its asymptotic…
We consider the topology of simplicial complexes with vertices the points of a random point process and faces determined by distance relationships between the vertices. In particular, we study the Betti numbers of these complexes as the…
We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed. Strong laws of large numbers and laws of the iterated…
We adapt the definition of the Vietoris map to the framework of finite topological spaces and we prove some coincidence theorems. From them, we deduce a Lefschetz fixed point theorem for multivalued maps that improves recent results in the…
We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…
We extend the Dirichlet principle to non-reversible Markov processes on countable state spaces. We present two variational formulas for the solution of the Poisson equation or, equivalently, for the capacity between two disjoint sets. As an…
The multitime multiple recurrences are common in analysis of algorithms, computational biology, information theory, queueing theory, filters theory, statistical physics etc. The theoretical part about them is little or not known. That is…
The probability distribution for multiple collisions observed in the chaotic low energy domain in the bouncing ball model is shown to be scaling invariant concerning the control parameters. The model considers the dynamics of a bouncing…
A mechanism is proposed for the appearance of power law distributions in various complex systems. It is shown that in a conservative mechanical system composed of subsystems with different numbers of degrees of freedom a robust power-law…
In this article, we establish optimality results regarding the dynamical Borel-Cantelli lemma and the the Hausdorff dimension of certain dynamical diophantine sets.
In this paper we study the distribution of hitting times for a class of random dynamical systems. We prove that for invariant measures with super-polynomial decay of correlations hitting times to dynamically defined cylinders satisfy…