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A multicanonical formalism is applied to the problem of statistical equilibrium in a complex system with a hierarchy of dynamical structures. At the small scales the system is in quasi-equilibrium and follows a Maxwell-Boltzmann…

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. We prove an invariance principle (functional central limit theorem) under almost every fixed environment. The…

In this work, Bernoulli's Law of Large Numbers, also known as the Golden theorem, has been extended to study the relations between empirical probability and empirical randomness of an otherwise random experiment. Using the example of a coin…

We investigate the quantum recurrence phenomena in periodically driven systems. We calculate the classical period and the quantum recurrence time and develop their interdependence. We further predict the behavior of the recurrence phenomena…

We define polygonal dynamics as a family of dynamical systems acting on points in projective spaces. The most famous example is the pentagram map. Similar collapsing phenomena seem to occur in most of these systems. We prove it in some…

Using martingale convergence theorem, we prove a law of large numbers for monotone convolutions $\mu_{1}\triangleright\mu_{2}\triangleright\cdots\triangleright\mu_{n}$, where $\mu_{j}$'s are probability laws on $\mathbb{R}$ with finite…

In this lecture notes we try to familiarize the audience with the theory of Bernoulli polynomials; we study their properties, and we give, with proofs and references, some of the most relevant results related to them. Several applications…

This article reviews a generous sampling of both classical and more recent results on the interplay between measurable and topological dynamics. In the first part we have surveyed the strong analogies between ergodic theory and topological…

We develop and generalize the theory of extreme value for non-stationary stochastic processes, mostly by weakening the uniform mixing condition that was previously used in this setting. We apply our results to non-autonomous dynamical…

The familiar cascade measures are sequences of random positive measures obtained on $[0,1]$ via $b$-adic independent cascades. To generalize them, this paper allows the random weights invoked in the cascades to take real or complex values.…

I discuss classical and quantum recurrence theorems in a unified manner, treating both as generalisations of the fact that a system with a finite state space only has so many places to go. Along the way I prove versions of the recurrence…

A step-reinforced random walk is a discrete-time non-Markovian process with long range memory. At each step, with a fixed probability p, the positively step-reinforced random walk repeats one of its preceding steps chosen uniformly at…

We prove an analogue of the classical ballot theorem that holds for any random walk in the range of attraction of the normal distribution. Our result is best possible: we exhibit examples demonstrating that if any of our hypotheses are…

Power law or generalized polynomial regressions with unknown real-valued exponents and coefficients, and weakly dependent errors, are considered for observations over time, space or space--time. Consistency and asymptotic normality of…

First, we prove a \emph{local almost sure central limit theorem} for lattice random walks in the plane. The corresponding version for random walks in the line was considered by the author in \cite{5}. This gives us a quantitative version of…

In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…

We define a large class of continuous time multifractal random measures and processes with arbitrary log-infinitely divisible exact or asymptotic scaling law. These processes generalize within a unified framework both the recently defined…

We consider the application of multilevel Monte Carlo methods to elliptic PDEs with random coefficients. We focus on models of the random coefficient that lack uniform ellipticity and boundedness with respect to the random parameter, and…

Lacunary function systems of type $(f(M_nx))_{n\geq 1}$ for periodic functions $f$ and sequences of fast-growing matrices $(M_n)_{n\geq 1}$ exhibit many properties of independent random variables like satisfying the Central Limit Theorem or…

We prove a higher-rank analogue of a well-known result of W. M. Schmidt concerning almost everywhere pointwise discrepancy bounds for lattices in Euclidean space (see Theorem 1 [Trans. Amer. Math. Soc. 95 (1960), 516-529]). We also…