Related papers: Stable CLT for deterministic systems

In this paper, we study the discretization of the ergodic Functional Central Limit Theorem (CLT) established by Bhattacharya (see \cite{Bhattacharya_1982}) which states the following: Given a stationary and ergodic Markov process $(X_t)_{t…

For a fixed permutation $\sigma \in S_k$, let $N_{\sigma}$ denote the function which counts occurrences of $\sigma$ as a pattern in permutations from $S_n$. We study the expected value (and $d$-th moments) of $N_{\sigma}$ on conjugacy…

A statistical algorithm for estimating the characteristic parameter $\alpha$ of the stable law is presented and the estimate of its quadratic deviation is obtained in the paper. This algorithm is applied in the description of the…

In this paper we consider an irreducible random walk on the integer lattice $\mathbb{Z}$ that is in the domain of normal attraction of a strictly stable process with index $\alpha\in (1, 2)$ and obtain the asymptotic form of the…

The standard Large Deviation Theory (LDT) mirrors the Boltzmann-Gibbs (BG) factor which describes the thermal equilibrium of short-range Hamiltonian systems, the velocity distribution of which is Maxwellian. It is generically applicable to…

This paper takes the so-called probabilistic approach to the Strong Renewal Theorem (SRT) for multivariate distributions in the domain of attraction of a stable law. A version of the SRT is obtained that allows any kind of…

We consider a class of stochastic kinetic equations, depending on two time scale separation parameters $\epsilon$ and $\delta$: the evolution equation contains singular terms with respect to $\epsilon$, and is driven by a fast ergodic…

Let $F$ be a probability measure on $\mathbb{R}$ in the domain of attraction of a stable law with exponent $\alpha\in (0, 1)$. We establish integral criteria on $F$ that significantly expand the probabilistic approach to Strong Renewal…

The trivial proof of the ergodic theorem for a finite set $Y$ and a permutation $T:Y\to Y$ shows that for an arbitrary function $f:Y\to{\mathbb R}$ the sequence of ergodic means $A_n(f,T)$ stabilizes for $n \gg |T|$. We show that if $|Y|$…

Given an ergodic dynamical system $(X,T,\mu)$, and $U\subset X$ measurable with $\mu (U)>0$, let $\mu (U)\tau_U(x)$ denote the normalized hitting time of $x\in X$ to $U$. We prove that given a sequence $(U_n)$ with $\mu (U_n)\to 0$, the…

A stable-like Markov chain is a time-homogeneous Markov chain on the real line with the transition kernel $p(x,dy)=f_x(y-x)dy$, where the density functions $f_x(y)$, for large $|y|$, have a power-law decay with exponent $\alpha(x)+1$, where…

We prove that, for every one-dimendional exponentially ergodic probabilistic cellular automaton with positive rates, there exists a locally defined coupling-from-the-past flow whose coalescence time has a finite exponential moment.

Let $\alpha\in(0,2)$ and $d\in\mathbb{N}$. Consider the following stochastic differential equation (SDE) driven by $\alpha$-stable process in $\mathbb{R}^d$: $$ dX_t=b(X_t)dt+\sigma(X_{t-})d L^{\alpha}_t, \quad X_0=x\in\mathbb{R}^d, $$…

We offer a generalization of the recent result of Tao (building on earlier results of Conze and Lesigne, Furstenberg and Weiss, Zhang, Host and Kra, Frantzikinakis and Kra and Ziegler) that the nonconventional ergodic averages associated to…

We show that ergodic flows in noncommutative fully symmetric spaces (associated with a semifinite von Neumann algebra) generated by continuous semigroups of positive Dunford-Schwartz operators and modulated by bounded Besicovitch almost…

We consider an ergodic process on finitely many states, with positive entropy. Our first main result asserts that the distribution function of the normalized waiting time for the first visit to a small (i.e., over a long block) cylinder set…

We study the evolution of the fine-structure constant, $\alpha$, induced by non-linear density perturbations in the context of the simplest class of quintessence models with a non-minimal coupling to the electromagnetic field, in which the…

The existence of measure preserving invertible transformations $T$ with simple spectrum is established possessing the following rate of correlation decay $(f(T^k x), f(x)) = O(|k|^{-1/2+{\epsilon}})$ for a dense family of functions $f$ and…

We study pointwise convergence of entangled averages of the form \[ \frac{1}{N^k}\sum_{1\leq n_1,\ldots, n_k\leq N} T_m^{n_{\alpha(m)}}A_{m-1}T^{n_{\alpha(m-1)}}_{m-1}\ldots A_2T_2^{n_{\alpha(2)}}A_1T_1^{n_{\alpha(1)}} f, \] where $f\in…

We study the non-stationary Feller process with time varying coefficients. We obtain the exact probability distribution exemplified by its characteristic function and cumulants. In some particular cases we exactly invert the distribution…