Related papers: Multiple Borel Cantelli Lemma in dynamics and Mult…
This paper studies recurrence phenomena in iterative holomorphic dynamics of certain multi-valued maps. In particular, we prove an analogue of the Poincar\'e recurrence theorem for meromorphic correspondences with respect to certain…
We consider intermittent maps T of the interval, with an absolutely continuous invariant probability measure \mu. Kim showed that there exists a sequence of intervals A_n such that \sum \mu(A_n)=\infty, but \{A_n\} does not satisfy the…
In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…
The probabilistic method is a technique for proving combinatorial existence results by means of showing that a randomly chosen object has the desired properties with positive probability. A particularly powerful probabilistic tool is the…
The probability of rare and extreme events is an important quantity for design purposes. However, computing the probability of rare events can be expensive because only a few events, if any, can be observed. To this end, it is necessary to…
Multiplicative cascades have been introduced in turbulence to generate random or deterministic fields having intermittent values and long-range power-law correlations. Generally this is done using discrete construction rules leading to…
This paper is a first step in the study of the recurrence behavior in random dynamical systems and randomly perturbed dynamical systems. In particular we define a concept of quenched and annealed return times for systems generated by the…
Kinetics of collision processes with linear mixing rules are investigated analytically. The velocity distribution becomes self-similar in the long time limit and the similarity functions have algebraic or stretched exponential tails. The…
This work introduces and compares approaches for estimating rare-event probabilities related to the number of edges in the random geometric graph on a Poisson point process. In the one-dimensional setting, we derive closed-form expressions…
In this paper we recall some results for conditional events, compound conditionals, conditional random quantities, p-consistency, and p-entailment. Then, we show the equivalence between bets on conditionals and conditional bets, by…
We establish abstract local limit theorems for hitting times and return-times of suitable sequences (A_{l}) of asymptotically rare events in ergodic probability preserving dynamical systems, including versions for tuples of consecutive…
Typically, in the dynamical theory of extremal events, the function that gauges the intensity of a phenomenon is assumed to be convex and maximal, or singular, at a single, or at most a finite collection of points in phase--space. In this…
This book provides a comprehensive introduction for the study of extreme events in the context of dynamical systems. The introduction provides a broad overview of the interdisciplinary research area of extreme events, underlining its…
We give a complete expansion, at any accuracy order, for the iterated convolution of a complex valued integrable sequence in one space dimension. The remainders are estimated sharply with generalized Gaussian bounds. The result applies in…
Using a result of Behrend concerning sets without arithmetic progressions, we construct some examples of dynamical systems with slow time of multiple recurrence. Our theorem is a quatitative analog of Furstenberg's Correspondence Principle.
Consider the random polytope, that is given by the convex hull of a Poisson point process on a smooth convex body in $\mathbb{R}^d$. We prove central limit theorems for continuous motion invariant valuations including the Will's functional…
Orthogonal polynomials and multiple orthogonal polynomials are interesting special functions because there is a beautiful theory for them, with many examples and useful applications in mathematical physics, numerical analysis, statistics…
In the proof of the invariance principle for locally perturbed periodic Lorentz process with finite horizon, a lot of delicate results were needed concerning the recurrence properties of its unperturbed version. These were analogous to the…
In finite probability theory, events are subsets of the outcome set. Subsets can be represented by 1-dimensional column vectors. By extending the representation of events to two dimensional matrices, we can introduce "superposition events."…
In this paper additive bi-free convolution is defined for general Borel probability measures, and the limiting distributions for sums of bi-free pairs of selfadjoint commuting random variables in an infinitesimal triangular array are…