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This paper presents an investigation on the structure of conditional events and on the probability measures which arise naturally in this context. In particular we introduce a construction which defines a (finite) {\em Boolean algebra of…

Logic · Mathematics 2020-06-11 Tommaso Flaminio , Lluis Godo , Hykel Hosni

The aim of this article is to show how certain parabolic theorems follow from their elliptic counterparts. This technique is demonstrated through new proofs of five important theorems in parabolic unique continuation and the regularity…

Analysis of PDEs · Mathematics 2017-10-18 Blair Davey

We give sufficient conditions ensuring the strong ergodic property of unique mixing for $C^*$-dynamical systems arising from Yang-Baxter-Hecke quantisation. We discuss whether they can be applied to some important cases including monotone,…

Operator Algebras · Mathematics 2016-03-11 Vitonofrio Crismale , Francesco Fidaleo , Yun Gang Lu

The stochastic sewing lemma recently introduced by Le~(2020) allows to construct a unique limit process from a doubly indexed stochastic process that satisfies some regularity. This lemma is stated in a given probability space on which…

Probability · Mathematics 2024-12-03 Aurélien Alfonsi , Vlad Bally , Lucia Caramellino

We prove that the distributional limit of the normalised number of returns to small neighbourhoods of periodic points of non-uniformly hyperbolic dynamical systems is compound Poisson. The returns to small balls around a fixed point in the…

Dynamical Systems · Mathematics 2013-11-13 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

We consider the multiparameter random simplicial complex on a vertex set $\{ 1,\dots,n \}$, which is parameterized by multiple connectivity probabilities. Our key results concern the topology of this complex of dimensions higher than the…

Probability · Mathematics 2023-09-14 Takashi Owada , Gennady Samorodnitsky

We establish effective convergence rates in the Doeblin-Lenstra law, describing the limiting distribution of approximation coefficients arising from continued fraction convergents of a typical real number. More generally, we prove…

Number Theory · Mathematics 2025-07-28 Gaurav Aggarwal , Anish Ghosh

We give conditions to prove the existence of an Extremal Index for general stationary stochastic processes by detecting the presence of one or more underlying periodic phenomena. This theory, besides giving general useful tools to identify…

Probability · Mathematics 2014-01-20 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

Consider $(Z_n)_{n\geq0}$ a supercritical branching process in an independent and identically distributed environment. Based on some recent development in martingale limit theory, we established law of the iterated logarithm, strong law of…

Probability · Mathematics 2025-05-06 Yinna Ye

Motivated by the previous results by Coletti-de Lima-Gava-Luiz (2020) and Shiozawa (2022), we study the fluctuation of the dynamic elephant random walk in the superdiffusive case with a strong elephant component. Applying the martingale…

Probability · Mathematics 2025-05-19 Go Tokumitsu , Kouji Yano

We cosider random dynamical systems with randomly chosen jumps. The choice of deterministic dynamical system and jumps depends on a position. We proove the existence of an exponentially attractive invariant measure and the strong law of…

Probability · Mathematics 2013-04-26 K. Horbacz , M. Ślęczka

We introduce a multiscale Monte Carlo algorithm to simulate dense simple fluids. The probability of an update follows a power law distribution in its length scale. The collective motion of clusters of particles requires generalization of…

Statistical Mechanics · Physics 2009-11-11 A. C. Maggs

The Lov\'{a}sz Local Lemma is a central tool in probabilistic combinatorics, providing a sufficient condition under which a finite collection of undesirable events with limited dependencies can be simultaneously avoided with positive…

Combinatorics · Mathematics 2026-04-30 Igal Sason

We are interested in bounding probabilities of rare events in the context of computer experiments. These rare events depend on the output of a physical model with random input variables. Since the model is only known through an expensive…

Computation · Statistics 2012-03-21 Yves Auffray , Pierre Barbillon , Jean-Michel Marin

This paper extends classical probabilistic results to the broader class of demimartingales and demisubmartingales. We establish variants of Doob's-type optional sampling theorem under minimal structural conditions on stopping times, relying…

Probability · Mathematics 2025-07-24 Milto Hadjikyriakou , B. L. S Prakasa Rao

A new notion of stochastic ordering is introduced to compare multivariate stochastic risk models with respect to extreme portfolio losses. In the framework of multivariate regular variation comparison criteria are derived in terms of…

Risk Management · Quantitative Finance 2010-10-26 Georg Mainik , Ludger Rüschendorf

The universal law for percolation thresholds proposed by Galam and Mauger (GM) is found to apply also to dynamical situations. This law depends solely on two variables, the space dimension d and a coordinance numberq. For regular lattices,…

Disordered Systems and Neural Networks · Physics 2015-06-25 Serge Galam , Nicolas Vandewalle

We prove the equivalence between the existence of a non-trivial hitting time statistics law and Extreme Value Laws in the case of dynamical systems with measures which are not absolutely continuous with respect to Lebesgue. This is a…

Dynamical Systems · Mathematics 2012-09-14 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

We present a complete characterization of the asymptotic behaviour of a correlated Bernoulli sequence { which depends on the parameter $\theta \in [0,1]$. A martingale theory based approach will allow} us to prove versions of the law of…

Probability · Mathematics 2024-04-12 Manuel González-Navarrete , Rodrigo Lambert , Victor Hugo Vázquez Guevara

In this paper we consider finite conditional random quantities and conditional previsions assessments in the setting of coherence. We use a suitable representation for conditional random quantities; in particular the indicator of a…

Probability · Mathematics 2015-04-13 Angelo Gilio , Giuseppe Sanfilippo
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